{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:RDI5POE3WAZDJSZY3HBRC77SEJ","short_pith_number":"pith:RDI5POE3","canonical_record":{"source":{"id":"1307.7178","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-07-26T21:44:04Z","cross_cats_sorted":[],"title_canon_sha256":"cff7d3457cef303bcd46e4d131abe7ba47305ae479704fe07f591c675a2fc0e2","abstract_canon_sha256":"ca52da2050d98d639d25153cdfc7a30915a2ddf3c3b4eac6fab2e3ddba6dfe49"},"schema_version":"1.0"},"canonical_sha256":"88d1d7b89bb03234cb38d9c3117ff2224ad9f863cee5428a8085a9a1ff5eeff7","source":{"kind":"arxiv","id":"1307.7178","version":4},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1307.7178","created_at":"2026-05-18T00:34:10Z"},{"alias_kind":"arxiv_version","alias_value":"1307.7178v4","created_at":"2026-05-18T00:34:10Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1307.7178","created_at":"2026-05-18T00:34:10Z"},{"alias_kind":"pith_short_12","alias_value":"RDI5POE3WAZD","created_at":"2026-05-18T12:27:57Z"},{"alias_kind":"pith_short_16","alias_value":"RDI5POE3WAZDJSZY","created_at":"2026-05-18T12:27:57Z"},{"alias_kind":"pith_short_8","alias_value":"RDI5POE3","created_at":"2026-05-18T12:27:57Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:RDI5POE3WAZDJSZY3HBRC77SEJ","target":"record","payload":{"canonical_record":{"source":{"id":"1307.7178","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-07-26T21:44:04Z","cross_cats_sorted":[],"title_canon_sha256":"cff7d3457cef303bcd46e4d131abe7ba47305ae479704fe07f591c675a2fc0e2","abstract_canon_sha256":"ca52da2050d98d639d25153cdfc7a30915a2ddf3c3b4eac6fab2e3ddba6dfe49"},"schema_version":"1.0"},"canonical_sha256":"88d1d7b89bb03234cb38d9c3117ff2224ad9f863cee5428a8085a9a1ff5eeff7","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:34:10.769619Z","signature_b64":"6MlWg4Rf7KmiOwplfj7DLqBMMtXhUJFyBVg0mImTLxTSKYiQdJBgQ9yd3rT8TYQg8oIhEvPWararHxQeKS3ZDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"88d1d7b89bb03234cb38d9c3117ff2224ad9f863cee5428a8085a9a1ff5eeff7","last_reissued_at":"2026-05-18T00:34:10.768869Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:34:10.768869Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1307.7178","source_version":4,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:34:10Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Q9Z8U2tStmW5oGRPwxzrco8ui5cEfsaAfqN1Ni0w2xFhAA2xcMQ1XGCl0rKUVvF7H4MjAna6C06kJsfGy8+1Cg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T19:38:39.607105Z"},"content_sha256":"7d0a49ab855b0cb4b8030428c973c247fb4f4d3a3e3904f1fa5011bb9dc5da17","schema_version":"1.0","event_id":"sha256:7d0a49ab855b0cb4b8030428c973c247fb4f4d3a3e3904f1fa5011bb9dc5da17"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:RDI5POE3WAZDJSZY3HBRC77SEJ","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"A hybrid approach for the implementation of the Heston model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Antonino Zanette, Lucia Caramellino, Maya Briani","submitted_at":"2013-07-26T21:44:04Z","abstract_excerpt":"We propose a hybrid tree-finite difference method in order to approximate the Heston model. We prove the convergence by embedding the procedure in a bivariate Markov chain and we study the convergence of European and American option prices. We finally provide numerical experiments that give accurate option prices in the Heston model, showing the reliability and the efficiency of the algorithm."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1307.7178","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:34:10Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Xxues89Ma9du1PprOKlMrl6BquLk5ZKJ49fOFvrNZ6OiF7YZ0YsNqxQU9bNG2J0vX27ryGXV1TiLiJ/7CrGMAg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T19:38:39.607600Z"},"content_sha256":"cb4bbe4cca4da6654f0e724c954ea2d12df27774e20c381563c61b2cc7fc92da","schema_version":"1.0","event_id":"sha256:cb4bbe4cca4da6654f0e724c954ea2d12df27774e20c381563c61b2cc7fc92da"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/RDI5POE3WAZDJSZY3HBRC77SEJ/bundle.json","state_url":"https://pith.science/pith/RDI5POE3WAZDJSZY3HBRC77SEJ/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/RDI5POE3WAZDJSZY3HBRC77SEJ/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-06T19:38:39Z","links":{"resolver":"https://pith.science/pith/RDI5POE3WAZDJSZY3HBRC77SEJ","bundle":"https://pith.science/pith/RDI5POE3WAZDJSZY3HBRC77SEJ/bundle.json","state":"https://pith.science/pith/RDI5POE3WAZDJSZY3HBRC77SEJ/state.json","well_known_bundle":"https://pith.science/.well-known/pith/RDI5POE3WAZDJSZY3HBRC77SEJ/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:RDI5POE3WAZDJSZY3HBRC77SEJ","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":"ca52da2050d98d639d25153cdfc7a30915a2ddf3c3b4eac6fab2e3ddba6dfe49","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-07-26T21:44:04Z","title_canon_sha256":"cff7d3457cef303bcd46e4d131abe7ba47305ae479704fe07f591c675a2fc0e2"},"schema_version":"1.0","source":{"id":"1307.7178","kind":"arxiv","version":4}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1307.7178","created_at":"2026-05-18T00:34:10Z"},{"alias_kind":"arxiv_version","alias_value":"1307.7178v4","created_at":"2026-05-18T00:34:10Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1307.7178","created_at":"2026-05-18T00:34:10Z"},{"alias_kind":"pith_short_12","alias_value":"RDI5POE3WAZD","created_at":"2026-05-18T12:27:57Z"},{"alias_kind":"pith_short_16","alias_value":"RDI5POE3WAZDJSZY","created_at":"2026-05-18T12:27:57Z"},{"alias_kind":"pith_short_8","alias_value":"RDI5POE3","created_at":"2026-05-18T12:27:57Z"}],"graph_snapshots":[{"event_id":"sha256:cb4bbe4cca4da6654f0e724c954ea2d12df27774e20c381563c61b2cc7fc92da","target":"graph","created_at":"2026-05-18T00:34:10Z","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 propose a hybrid tree-finite difference method in order to approximate the Heston model. We prove the convergence by embedding the procedure in a bivariate Markov chain and we study the convergence of European and American option prices. We finally provide numerical experiments that give accurate option prices in the Heston model, showing the reliability and the efficiency of the algorithm.","authors_text":"Antonino Zanette, Lucia Caramellino, Maya Briani","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-07-26T21:44:04Z","title":"A hybrid approach for the implementation of the Heston model"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1307.7178","kind":"arxiv","version":4},"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":"sha256:7d0a49ab855b0cb4b8030428c973c247fb4f4d3a3e3904f1fa5011bb9dc5da17","target":"record","created_at":"2026-05-18T00:34:10Z","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":"ca52da2050d98d639d25153cdfc7a30915a2ddf3c3b4eac6fab2e3ddba6dfe49","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2013-07-26T21:44:04Z","title_canon_sha256":"cff7d3457cef303bcd46e4d131abe7ba47305ae479704fe07f591c675a2fc0e2"},"schema_version":"1.0","source":{"id":"1307.7178","kind":"arxiv","version":4}},"canonical_sha256":"88d1d7b89bb03234cb38d9c3117ff2224ad9f863cee5428a8085a9a1ff5eeff7","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"88d1d7b89bb03234cb38d9c3117ff2224ad9f863cee5428a8085a9a1ff5eeff7","first_computed_at":"2026-05-18T00:34:10.768869Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:34:10.768869Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"6MlWg4Rf7KmiOwplfj7DLqBMMtXhUJFyBVg0mImTLxTSKYiQdJBgQ9yd3rT8TYQg8oIhEvPWararHxQeKS3ZDw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:34:10.769619Z","signed_message":"canonical_sha256_bytes"},"source_id":"1307.7178","source_kind":"arxiv","source_version":4}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:7d0a49ab855b0cb4b8030428c973c247fb4f4d3a3e3904f1fa5011bb9dc5da17","sha256:cb4bbe4cca4da6654f0e724c954ea2d12df27774e20c381563c61b2cc7fc92da"],"state_sha256":"de448f5881a1bfe10ecb8e0884eb008d8e62c11f227e404b33ac0b19886d2652"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"OXNUSa6H6ox6B8u2cO5oCY+xcyePwAZZh5l4Zv0EV9yYKX/p8F9YZG2XazAzX8yfyVKHq+XXPAw4ZNuVt3+FCg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-06T19:38:39.611642Z","bundle_sha256":"2ef46a1cd492984ffe00da390d39e9467ba9c4dd5e6d28a09e2612e76d91428c"}}