{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2009:T4JCKCJLCSJCS3TUF33V2W6DVT","short_pith_number":"pith:T4JCKCJL","schema_version":"1.0","canonical_sha256":"9f1225092b1492296e742ef75d5bc3acdb3d81ebed257ac0937022569754dcec","source":{"kind":"arxiv","id":"0903.4833","version":2},"attestation_state":"computed","paper":{"title":"Recovering a time-homogeneous stock price process from perpetual option prices","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PR"],"primary_cat":"math.PR","authors_text":"David Hobson, Erik Ekstr\\\"om","submitted_at":"2009-03-27T15:53:31Z","abstract_excerpt":"It is well known how to determine the price of perpetual American options if the underlying stock price is a time-homogeneous diffusion. In the present paper we consider the inverse problem, that is, given prices of perpetual American options for different strikes, we show how to construct a time-homogeneous stock price model which reproduces the given option prices."},"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":"0903.4833","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2009-03-27T15:53:31Z","cross_cats_sorted":["q-fin.PR"],"title_canon_sha256":"65bb7b17409b4d00774b488596877b4a0243e60fddd5fe5281b8f61fbe604d0b","abstract_canon_sha256":"4ef3333df8ceb205a4fd19016fb8f84f545036f1591e2f76bad23aac76dbd47f"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:41:12.975702Z","signature_b64":"qfVt/nIwai0JVyqdyTYZ6zKOqnB1AjcqmRSjCZIT4Yijpa2F/LDdl44wKWsB1nnrtKhlhSCGHzrwWLCPYZLfCg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"9f1225092b1492296e742ef75d5bc3acdb3d81ebed257ac0937022569754dcec","last_reissued_at":"2026-05-18T03:41:12.975112Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:41:12.975112Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Recovering a time-homogeneous stock price process from perpetual option prices","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PR"],"primary_cat":"math.PR","authors_text":"David Hobson, Erik Ekstr\\\"om","submitted_at":"2009-03-27T15:53:31Z","abstract_excerpt":"It is well known how to determine the price of perpetual American options if the underlying stock price is a time-homogeneous diffusion. In the present paper we consider the inverse problem, that is, given prices of perpetual American options for different strikes, we show how to construct a time-homogeneous stock price model which reproduces the given option prices."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0903.4833","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":""},"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":"0903.4833","created_at":"2026-05-18T03:41:12.975213+00:00"},{"alias_kind":"arxiv_version","alias_value":"0903.4833v2","created_at":"2026-05-18T03:41:12.975213+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.0903.4833","created_at":"2026-05-18T03:41:12.975213+00:00"},{"alias_kind":"pith_short_12","alias_value":"T4JCKCJLCSJC","created_at":"2026-05-18T12:26:01.383474+00:00"},{"alias_kind":"pith_short_16","alias_value":"T4JCKCJLCSJCS3TU","created_at":"2026-05-18T12:26:01.383474+00:00"},{"alias_kind":"pith_short_8","alias_value":"T4JCKCJL","created_at":"2026-05-18T12:26:01.383474+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/T4JCKCJLCSJCS3TUF33V2W6DVT","json":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT.json","graph_json":"https://pith.science/api/pith-number/T4JCKCJLCSJCS3TUF33V2W6DVT/graph.json","events_json":"https://pith.science/api/pith-number/T4JCKCJLCSJCS3TUF33V2W6DVT/events.json","paper":"https://pith.science/paper/T4JCKCJL"},"agent_actions":{"view_html":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT","download_json":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT.json","view_paper":"https://pith.science/paper/T4JCKCJL","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=0903.4833&json=true","fetch_graph":"https://pith.science/api/pith-number/T4JCKCJLCSJCS3TUF33V2W6DVT/graph.json","fetch_events":"https://pith.science/api/pith-number/T4JCKCJLCSJCS3TUF33V2W6DVT/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT/action/timestamp_anchor","attest_storage":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT/action/storage_attestation","attest_author":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT/action/author_attestation","sign_citation":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT/action/citation_signature","submit_replication":"https://pith.science/pith/T4JCKCJLCSJCS3TUF33V2W6DVT/action/replication_record"}},"created_at":"2026-05-18T03:41:12.975213+00:00","updated_at":"2026-05-18T03:41:12.975213+00:00"}