{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:SFZVKH7SUVZGALDN753RKFQ4PA","short_pith_number":"pith:SFZVKH7S","schema_version":"1.0","canonical_sha256":"9173551ff2a572602c6dff7715161c782c2cc20aaa12eb3fd62e8b56fbdaa2ed","source":{"kind":"arxiv","id":"1809.03338","version":1},"attestation_state":"computed","paper":{"title":"Pricing the Aunt Michaela Option with a Modified Black-Scholes Equation with a Maturity Condition of Gamma Type","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Juan Ospina","submitted_at":"2018-09-06T20:45:00Z","abstract_excerpt":"Using Maple, we compute a new exact series solution of a modified Black-Scholes equation, recently proposed, for the case of the Aunt Michaela option with a maturity condition of gamma type. We show that the modified Black-Scholes equation with the Aunt Michaela option is exactly solvable in terms of associated Laguerre polynomials or equivalently, in terms of Whittaker M functions. Finally, we make some numerical experiments with the analytical solutions"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1809.03338","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-09-06T20:45:00Z","cross_cats_sorted":[],"title_canon_sha256":"5b89feaae53ca7827a5c45d4ae6f9c6ddd989eed770f9c3b17d120a16b1f02d0","abstract_canon_sha256":"1c1d85a1163b771931f831104e9487c80870371dfd51bcf82e030414caaf9633"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:06:07.149336Z","signature_b64":"pIzgSZ0hMIs0impJk0UqhBSy+ru747QoJNMHsrBZQUCaK+W3hCxQokRoTCgGk1AAEaYTmy6ttJkns+UaGQiDDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"9173551ff2a572602c6dff7715161c782c2cc20aaa12eb3fd62e8b56fbdaa2ed","last_reissued_at":"2026-05-18T00:06:07.148979Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:06:07.148979Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Pricing the Aunt Michaela Option with a Modified Black-Scholes Equation with a Maturity Condition of Gamma Type","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Juan Ospina","submitted_at":"2018-09-06T20:45:00Z","abstract_excerpt":"Using Maple, we compute a new exact series solution of a modified Black-Scholes equation, recently proposed, for the case of the Aunt Michaela option with a maturity condition of gamma type. We show that the modified Black-Scholes equation with the Aunt Michaela option is exactly solvable in terms of associated Laguerre polynomials or equivalently, in terms of Whittaker M functions. Finally, we make some numerical experiments with the analytical solutions"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1809.03338","kind":"arxiv","version":1},"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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1809.03338","created_at":"2026-05-18T00:06:07.149034+00:00"},{"alias_kind":"arxiv_version","alias_value":"1809.03338v1","created_at":"2026-05-18T00:06:07.149034+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1809.03338","created_at":"2026-05-18T00:06:07.149034+00:00"},{"alias_kind":"pith_short_12","alias_value":"SFZVKH7SUVZG","created_at":"2026-05-18T12:32:53.628368+00:00"},{"alias_kind":"pith_short_16","alias_value":"SFZVKH7SUVZGALDN","created_at":"2026-05-18T12:32:53.628368+00:00"},{"alias_kind":"pith_short_8","alias_value":"SFZVKH7S","created_at":"2026-05-18T12:32:53.628368+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA","json":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA.json","graph_json":"https://pith.science/api/pith-number/SFZVKH7SUVZGALDN753RKFQ4PA/graph.json","events_json":"https://pith.science/api/pith-number/SFZVKH7SUVZGALDN753RKFQ4PA/events.json","paper":"https://pith.science/paper/SFZVKH7S"},"agent_actions":{"view_html":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA","download_json":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA.json","view_paper":"https://pith.science/paper/SFZVKH7S","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1809.03338&json=true","fetch_graph":"https://pith.science/api/pith-number/SFZVKH7SUVZGALDN753RKFQ4PA/graph.json","fetch_events":"https://pith.science/api/pith-number/SFZVKH7SUVZGALDN753RKFQ4PA/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA/action/timestamp_anchor","attest_storage":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA/action/storage_attestation","attest_author":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA/action/author_attestation","sign_citation":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA/action/citation_signature","submit_replication":"https://pith.science/pith/SFZVKH7SUVZGALDN753RKFQ4PA/action/replication_record"}},"created_at":"2026-05-18T00:06:07.149034+00:00","updated_at":"2026-05-18T00:06:07.149034+00:00"}