{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2016:QLDXJGVLUDT5B4KXT5ALFM3T6A","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"cdebfb82495e11ea7e126511792f83f2bf7eb1ed0847b809cb06daf782332ff6","cross_cats_sorted":["math.PR","q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2016-04-19T11:03:36Z","title_canon_sha256":"a891e94f54e14d40275f9057d1fa5fd6459f7c3075a82ced6a9b08cbefc811b2"},"schema_version":"1.0","source":{"id":"1604.05517","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1604.05517","created_at":"2026-05-18T00:46:49Z"},{"alias_kind":"arxiv_version","alias_value":"1604.05517v2","created_at":"2026-05-18T00:46:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1604.05517","created_at":"2026-05-18T00:46:49Z"},{"alias_kind":"pith_short_12","alias_value":"QLDXJGVLUDT5","created_at":"2026-05-18T12:30:39Z"},{"alias_kind":"pith_short_16","alias_value":"QLDXJGVLUDT5B4KX","created_at":"2026-05-18T12:30:39Z"},{"alias_kind":"pith_short_8","alias_value":"QLDXJGVL","created_at":"2026-05-18T12:30:39Z"}],"graph_snapshots":[{"event_id":"sha256:c58b0db1ccdcf3bb1992d506c72d70d0296094136c501d124744863e17b93445","target":"graph","created_at":"2026-05-18T00:46:49Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"We investigate pricing-hedging duality for American options in discrete time financial models where some assets are traded dynamically and others, e.g. a family of European options, only statically. In the first part of the paper we consider an abstract setting, which includes the classical case with a fixed reference probability measure as well as the robust framework with a non-dominated family of probability measures. Our first insight is that by considering a (universal) enlargement of the space, we can see American options as European options and recover the pricing-hedging duality, which","authors_text":"Anna Aksamit, Jan Ob\\l\\'oj, Shuoqing Deng, Xiaolu Tan","cross_cats":["math.PR","q-fin.MF"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2016-04-19T11:03:36Z","title":"Robust pricing--hedging duality for American options in discrete time financial markets"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1604.05517","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:8acced4244c0d7bd5f53138c6cdc85d51c9d2a1f22ceb99282c371c3a6f9345b","target":"record","created_at":"2026-05-18T00:46:49Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"cdebfb82495e11ea7e126511792f83f2bf7eb1ed0847b809cb06daf782332ff6","cross_cats_sorted":["math.PR","q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2016-04-19T11:03:36Z","title_canon_sha256":"a891e94f54e14d40275f9057d1fa5fd6459f7c3075a82ced6a9b08cbefc811b2"},"schema_version":"1.0","source":{"id":"1604.05517","kind":"arxiv","version":2}},"canonical_sha256":"82c7749aaba0e7d0f1579f40b2b373f025dbf68ddddba3e6d5b9134a3a92d18a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"82c7749aaba0e7d0f1579f40b2b373f025dbf68ddddba3e6d5b9134a3a92d18a","first_computed_at":"2026-05-18T00:46:49.505007Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:46:49.505007Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"/VWpaoXTEWKwjMDP7IHTGO0j9J1gZLCqdLpppTM95Va7NB1lcMAJItiZDUwCJsA2lL4GS9WPUXrbFnceNcqpBQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:46:49.505663Z","signed_message":"canonical_sha256_bytes"},"source_id":"1604.05517","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:8acced4244c0d7bd5f53138c6cdc85d51c9d2a1f22ceb99282c371c3a6f9345b","sha256:c58b0db1ccdcf3bb1992d506c72d70d0296094136c501d124744863e17b93445"],"state_sha256":"004c498fb5c8a1dcef44edc62b3277e1ce303c108d03ea78da69d5f4c54e0354"}