{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:RTNZKJTEBBZ6UV26HQJWKCFU2V","short_pith_number":"pith:RTNZKJTE","canonical_record":{"source":{"id":"1103.5575","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2011-03-29T08:59:15Z","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"title_canon_sha256":"f3138ab31b4e0464e0866a3d951f7fb28cd1e3cccc4e8153f9f3a3e9ad237d8d","abstract_canon_sha256":"192f2edb1931bdfe687cad1c74a450290b9079f279fbba0635f752554a589a3c"},"schema_version":"1.0"},"canonical_sha256":"8cdb9526640873ea575e3c136508b4d548f18dd362754676a4e5b483d9deb83d","source":{"kind":"arxiv","id":"1103.5575","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1103.5575","created_at":"2026-05-18T03:57:00Z"},{"alias_kind":"arxiv_version","alias_value":"1103.5575v3","created_at":"2026-05-18T03:57:00Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1103.5575","created_at":"2026-05-18T03:57:00Z"},{"alias_kind":"pith_short_12","alias_value":"RTNZKJTEBBZ6","created_at":"2026-05-18T12:26:41Z"},{"alias_kind":"pith_short_16","alias_value":"RTNZKJTEBBZ6UV26","created_at":"2026-05-18T12:26:41Z"},{"alias_kind":"pith_short_8","alias_value":"RTNZKJTE","created_at":"2026-05-18T12:26:41Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:RTNZKJTEBBZ6UV26HQJWKCFU2V","target":"record","payload":{"canonical_record":{"source":{"id":"1103.5575","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2011-03-29T08:59:15Z","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"title_canon_sha256":"f3138ab31b4e0464e0866a3d951f7fb28cd1e3cccc4e8153f9f3a3e9ad237d8d","abstract_canon_sha256":"192f2edb1931bdfe687cad1c74a450290b9079f279fbba0635f752554a589a3c"},"schema_version":"1.0"},"canonical_sha256":"8cdb9526640873ea575e3c136508b4d548f18dd362754676a4e5b483d9deb83d","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:57:00.779273Z","signature_b64":"hk+nMKugv7IzmL1fCsjUmLz523uhlg1uuQiVre7zvJWfISCss66V0Y9OqgbBrUnGAVJ3cPDe0SBhTffpHvEUBw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"8cdb9526640873ea575e3c136508b4d548f18dd362754676a4e5b483d9deb83d","last_reissued_at":"2026-05-18T03:57:00.778535Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:57:00.778535Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1103.5575","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:57:00Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"P5rHrjg9xpICeOCJyqX3C73L52u2bfAa3qmXEEYQEJey7h3g9I23wNWuZ4XNb6Mft3Vnb7lqb4F6n1LY2U+gAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-01T21:32:34.696263Z"},"content_sha256":"fe8d606256c4b615f23e3a2cbb31cda681a8acfecba80c3d3f32b171a66b43a9","schema_version":"1.0","event_id":"sha256:fe8d606256c4b615f23e3a2cbb31cda681a8acfecba80c3d3f32b171a66b43a9"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:RTNZKJTEBBZ6UV26HQJWKCFU2V","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP","q-fin.PR"],"primary_cat":"q-fin.PM","authors_text":"Johannes Temme","submitted_at":"2011-03-29T08:59:15Z","abstract_excerpt":"Consider power utility maximization of terminal wealth in a 1-dimensional continuous-time exponential Levy model with finite time horizon. We discretize the model by restricting portfolio adjustments to an equidistant discrete time grid. Under minimal assumptions we prove convergence of the optimal discrete-time strategies to the continuous-time counterpart. In addition, we provide and compare qualitative properties of the discrete-time and continuous-time optimizers."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1103.5575","kind":"arxiv","version":3},"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":"2026-05-18T03:57:00Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"edmTkGWOXJYHd2v0nSl0NlKOuyw4wV0j010lh+d0EeXHYNPUpBWCiglIA20sKWvotPIZ08tYSniQiUudD9JIBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-01T21:32:34.696630Z"},"content_sha256":"82e88eca5acc8cd2ec6d44a71f2beb19b4a541d6c1f4f96333273b2447f4be4d","schema_version":"1.0","event_id":"sha256:82e88eca5acc8cd2ec6d44a71f2beb19b4a541d6c1f4f96333273b2447f4be4d"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/RTNZKJTEBBZ6UV26HQJWKCFU2V/bundle.json","state_url":"https://pith.science/pith/RTNZKJTEBBZ6UV26HQJWKCFU2V/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/RTNZKJTEBBZ6UV26HQJWKCFU2V/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":"2026-07-01T21:32:34Z","links":{"resolver":"https://pith.science/pith/RTNZKJTEBBZ6UV26HQJWKCFU2V","bundle":"https://pith.science/pith/RTNZKJTEBBZ6UV26HQJWKCFU2V/bundle.json","state":"https://pith.science/pith/RTNZKJTEBBZ6UV26HQJWKCFU2V/state.json","well_known_bundle":"https://pith.science/.well-known/pith/RTNZKJTEBBZ6UV26HQJWKCFU2V/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:RTNZKJTEBBZ6UV26HQJWKCFU2V","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":"192f2edb1931bdfe687cad1c74a450290b9079f279fbba0635f752554a589a3c","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2011-03-29T08:59:15Z","title_canon_sha256":"f3138ab31b4e0464e0866a3d951f7fb28cd1e3cccc4e8153f9f3a3e9ad237d8d"},"schema_version":"1.0","source":{"id":"1103.5575","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1103.5575","created_at":"2026-05-18T03:57:00Z"},{"alias_kind":"arxiv_version","alias_value":"1103.5575v3","created_at":"2026-05-18T03:57:00Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1103.5575","created_at":"2026-05-18T03:57:00Z"},{"alias_kind":"pith_short_12","alias_value":"RTNZKJTEBBZ6","created_at":"2026-05-18T12:26:41Z"},{"alias_kind":"pith_short_16","alias_value":"RTNZKJTEBBZ6UV26","created_at":"2026-05-18T12:26:41Z"},{"alias_kind":"pith_short_8","alias_value":"RTNZKJTE","created_at":"2026-05-18T12:26:41Z"}],"graph_snapshots":[{"event_id":"sha256:82e88eca5acc8cd2ec6d44a71f2beb19b4a541d6c1f4f96333273b2447f4be4d","target":"graph","created_at":"2026-05-18T03:57:00Z","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":"Consider power utility maximization of terminal wealth in a 1-dimensional continuous-time exponential Levy model with finite time horizon. We discretize the model by restricting portfolio adjustments to an equidistant discrete time grid. Under minimal assumptions we prove convergence of the optimal discrete-time strategies to the continuous-time counterpart. In addition, we provide and compare qualitative properties of the discrete-time and continuous-time optimizers.","authors_text":"Johannes Temme","cross_cats":["q-fin.CP","q-fin.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2011-03-29T08:59:15Z","title":"Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1103.5575","kind":"arxiv","version":3},"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:fe8d606256c4b615f23e3a2cbb31cda681a8acfecba80c3d3f32b171a66b43a9","target":"record","created_at":"2026-05-18T03:57:00Z","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":"192f2edb1931bdfe687cad1c74a450290b9079f279fbba0635f752554a589a3c","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2011-03-29T08:59:15Z","title_canon_sha256":"f3138ab31b4e0464e0866a3d951f7fb28cd1e3cccc4e8153f9f3a3e9ad237d8d"},"schema_version":"1.0","source":{"id":"1103.5575","kind":"arxiv","version":3}},"canonical_sha256":"8cdb9526640873ea575e3c136508b4d548f18dd362754676a4e5b483d9deb83d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"8cdb9526640873ea575e3c136508b4d548f18dd362754676a4e5b483d9deb83d","first_computed_at":"2026-05-18T03:57:00.778535Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:57:00.778535Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"hk+nMKugv7IzmL1fCsjUmLz523uhlg1uuQiVre7zvJWfISCss66V0Y9OqgbBrUnGAVJ3cPDe0SBhTffpHvEUBw==","signature_status":"signed_v1","signed_at":"2026-05-18T03:57:00.779273Z","signed_message":"canonical_sha256_bytes"},"source_id":"1103.5575","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:fe8d606256c4b615f23e3a2cbb31cda681a8acfecba80c3d3f32b171a66b43a9","sha256:82e88eca5acc8cd2ec6d44a71f2beb19b4a541d6c1f4f96333273b2447f4be4d"],"state_sha256":"8ef9ae50c7b87f8ec10e29237c69749e716614046eb2068888245489c1ebb4e9"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"W0+s4bx0gGEKFImbM+gHak/z29ioXVQJhjVCG//PDv6XWv4B8cb8O4wod5h3OSayjLt8AyKPoSSNAmubMAGpAQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-01T21:32:34.698603Z","bundle_sha256":"56d63db42bfd916594da6e3c9e9d0a07223f716d2246cfcc2741fddb3aceaf30"}}