{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2020:SYDKKQJK4XXAC23MPIHTZXNE3L","short_pith_number":"pith:SYDKKQJK","canonical_record":{"source":{"id":"2009.00557","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-09-01T16:43:07Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"4d83c7a5889ca5525601affe711c7a4c7ad9519ae6512fec73d5013fcea6ab02","abstract_canon_sha256":"6c4da11372be6c248ab77278873afb3f8db63a2207d86e9b32d2c20e958dce0d"},"schema_version":"1.0"},"canonical_sha256":"9606a5412ae5ee016b6c7a0f3cdda4dae36ec63acfa36cca6407ec15b9a5cb8b","source":{"kind":"arxiv","id":"2009.00557","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2009.00557","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"arxiv_version","alias_value":"2009.00557v2","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2009.00557","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"pith_short_12","alias_value":"SYDKKQJK4XXA","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"pith_short_16","alias_value":"SYDKKQJK4XXAC23M","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"pith_short_8","alias_value":"SYDKKQJK","created_at":"2026-07-05T02:41:28Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2020:SYDKKQJK4XXAC23MPIHTZXNE3L","target":"record","payload":{"canonical_record":{"source":{"id":"2009.00557","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-09-01T16:43:07Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"4d83c7a5889ca5525601affe711c7a4c7ad9519ae6512fec73d5013fcea6ab02","abstract_canon_sha256":"6c4da11372be6c248ab77278873afb3f8db63a2207d86e9b32d2c20e958dce0d"},"schema_version":"1.0"},"canonical_sha256":"9606a5412ae5ee016b6c7a0f3cdda4dae36ec63acfa36cca6407ec15b9a5cb8b","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T02:41:28.555075Z","signature_b64":"GOmcoHMv7LrVXKZJfYOXFQ0UkTreFQEAbLoFwTDJ0KeQny8N6eznFLPI4sWetrwZDOMdpnU3BUr7rlfiTMlpCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"9606a5412ae5ee016b6c7a0f3cdda4dae36ec63acfa36cca6407ec15b9a5cb8b","last_reissued_at":"2026-07-05T02:41:28.554682Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T02:41:28.554682Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2009.00557","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T02:41:28Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"tIbK3ZCWXL33wOb+2568JOQc34x8Hz/NwDgJAuVt7lgGNYqX2J7f91LPZTiCNRpU4aZWS3SjfZ5vMjldabSWBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-09T02:49:09.403203Z"},"content_sha256":"5448dd157994fc6e1d6c7fb5c64ad03153646a66b9ea33e40c65cda7b2914ffd","schema_version":"1.0","event_id":"sha256:5448dd157994fc6e1d6c7fb5c64ad03153646a66b9ea33e40c65cda7b2914ffd"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2020:SYDKKQJK4XXAC23MPIHTZXNE3L","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"The SINC way: A fast and accurate approach to Fourier pricing","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.PR","authors_text":"Fabio Baschetti, Giacomo Bormetti, Pietro Rossi, Silvia Romagnoli","submitted_at":"2020-09-01T16:43:07Z","abstract_excerpt":"The goal of this paper is to investigate the method outlined by one of us (PR) in Cherubini et al. (2009) to compute option prices. We name it the SINC approach. While the COS method by Fang and Osterlee (2009) leverages the Fourier-cosine expansion of truncated densities, the SINC approach builds on the Shannon Sampling Theorem revisited for functions with bounded support. We provide several results which were missing in the early derivation: i) a rigorous proof of the convergence of the SINC formula to the correct option price when the support grows and the number of Fourier frequencies incr"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2009.00557","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2009.00557/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2026-07-05T02:41:28Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"YP4jQtk95/nINEbtzy4KQVxajhRjIhu53yLxZQ0SoodvfsCoXmalSoD2am5hZL3jKZTrDn4EhQoTBhpfmdFzCQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-09T02:49:09.403585Z"},"content_sha256":"3e37bc598188ac37fbe2c1fcba7a803e691f81ee3992e5048e077ac70824e69d","schema_version":"1.0","event_id":"sha256:3e37bc598188ac37fbe2c1fcba7a803e691f81ee3992e5048e077ac70824e69d"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/SYDKKQJK4XXAC23MPIHTZXNE3L/bundle.json","state_url":"https://pith.science/pith/SYDKKQJK4XXAC23MPIHTZXNE3L/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/SYDKKQJK4XXAC23MPIHTZXNE3L/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":"2026-07-09T02:49:09Z","links":{"resolver":"https://pith.science/pith/SYDKKQJK4XXAC23MPIHTZXNE3L","bundle":"https://pith.science/pith/SYDKKQJK4XXAC23MPIHTZXNE3L/bundle.json","state":"https://pith.science/pith/SYDKKQJK4XXAC23MPIHTZXNE3L/state.json","well_known_bundle":"https://pith.science/.well-known/pith/SYDKKQJK4XXAC23MPIHTZXNE3L/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2020:SYDKKQJK4XXAC23MPIHTZXNE3L","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":"6c4da11372be6c248ab77278873afb3f8db63a2207d86e9b32d2c20e958dce0d","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-09-01T16:43:07Z","title_canon_sha256":"4d83c7a5889ca5525601affe711c7a4c7ad9519ae6512fec73d5013fcea6ab02"},"schema_version":"1.0","source":{"id":"2009.00557","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2009.00557","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"arxiv_version","alias_value":"2009.00557v2","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2009.00557","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"pith_short_12","alias_value":"SYDKKQJK4XXA","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"pith_short_16","alias_value":"SYDKKQJK4XXAC23M","created_at":"2026-07-05T02:41:28Z"},{"alias_kind":"pith_short_8","alias_value":"SYDKKQJK","created_at":"2026-07-05T02:41:28Z"}],"graph_snapshots":[{"event_id":"sha256:3e37bc598188ac37fbe2c1fcba7a803e691f81ee3992e5048e077ac70824e69d","target":"graph","created_at":"2026-07-05T02:41:28Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2009.00557/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"The goal of this paper is to investigate the method outlined by one of us (PR) in Cherubini et al. (2009) to compute option prices. We name it the SINC approach. While the COS method by Fang and Osterlee (2009) leverages the Fourier-cosine expansion of truncated densities, the SINC approach builds on the Shannon Sampling Theorem revisited for functions with bounded support. We provide several results which were missing in the early derivation: i) a rigorous proof of the convergence of the SINC formula to the correct option price when the support grows and the number of Fourier frequencies incr","authors_text":"Fabio Baschetti, Giacomo Bormetti, Pietro Rossi, Silvia Romagnoli","cross_cats":["q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-09-01T16:43:07Z","title":"The SINC way: A fast and accurate approach to Fourier pricing"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2009.00557","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":"sha256:5448dd157994fc6e1d6c7fb5c64ad03153646a66b9ea33e40c65cda7b2914ffd","target":"record","created_at":"2026-07-05T02:41:28Z","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":"6c4da11372be6c248ab77278873afb3f8db63a2207d86e9b32d2c20e958dce0d","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-09-01T16:43:07Z","title_canon_sha256":"4d83c7a5889ca5525601affe711c7a4c7ad9519ae6512fec73d5013fcea6ab02"},"schema_version":"1.0","source":{"id":"2009.00557","kind":"arxiv","version":2}},"canonical_sha256":"9606a5412ae5ee016b6c7a0f3cdda4dae36ec63acfa36cca6407ec15b9a5cb8b","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"9606a5412ae5ee016b6c7a0f3cdda4dae36ec63acfa36cca6407ec15b9a5cb8b","first_computed_at":"2026-07-05T02:41:28.554682Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T02:41:28.554682Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"GOmcoHMv7LrVXKZJfYOXFQ0UkTreFQEAbLoFwTDJ0KeQny8N6eznFLPI4sWetrwZDOMdpnU3BUr7rlfiTMlpCQ==","signature_status":"signed_v1","signed_at":"2026-07-05T02:41:28.555075Z","signed_message":"canonical_sha256_bytes"},"source_id":"2009.00557","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5448dd157994fc6e1d6c7fb5c64ad03153646a66b9ea33e40c65cda7b2914ffd","sha256:3e37bc598188ac37fbe2c1fcba7a803e691f81ee3992e5048e077ac70824e69d"],"state_sha256":"38de842107151a041beabda01cb938d75a7af13809630267fee4d6b33568c5b4"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"V6QeDlq0WVwDYKqo2K/g6NaFVATHe94m3pVRfVYDF2aVORoRhrS5saqYbc7gcCVpcxMpffUjsmEAA3c9xOujAg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-09T02:49:09.420633Z","bundle_sha256":"2db59b954fec357d6115b59ca9ce8d7d5fa9165d0af9e5230567c3562d2c7eb0"}}