{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2008:TAKGW7YMW543OF23PSHRKEPIQT","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":"8f8a2762a95016d2bee430d4554ab67a572f9d3bc3319bd4bd3a2ea77ec643c7","cross_cats_sorted":["math.OC","math.PR","q-fin.TR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2008-09-27T15:53:24Z","title_canon_sha256":"f2d3b914553e1f92053ac0c69f505e83436f1c88edc1960725b4063a59350226"},"schema_version":"1.0","source":{"id":"0809.4781","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"0809.4781","created_at":"2026-05-18T04:01:51Z"},{"alias_kind":"arxiv_version","alias_value":"0809.4781v3","created_at":"2026-05-18T04:01:51Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.0809.4781","created_at":"2026-05-18T04:01:51Z"},{"alias_kind":"pith_short_12","alias_value":"TAKGW7YMW543","created_at":"2026-05-18T12:25:58Z"},{"alias_kind":"pith_short_16","alias_value":"TAKGW7YMW543OF23","created_at":"2026-05-18T12:25:58Z"},{"alias_kind":"pith_short_8","alias_value":"TAKGW7YM","created_at":"2026-05-18T12:25:58Z"}],"graph_snapshots":[{"event_id":"sha256:d5f5bfd40c626cca9816f9c9171ea5d7156290092a8e596c01f2170a6ff657fc","target":"graph","created_at":"2026-05-18T04:01:51Z","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":"In an incomplete market setting, we consider two financial agents, who wish to price and trade a non-replicable contingent claim. Assuming that the agents are utility maximizers, we propose a transaction price which is a result of the minimization of a convex combination of their utility differences. We call this price the risk sharing price, we prove its existence for a large family of utility functions and we state some of its properties. As an example, we analyze extensively the case where both agents report exponential utility.","authors_text":"Athanasios N. Yannacopoulos, Michail Anthropelos, Nikolaos E. Frangos, Stylianos Z. Xanthopoulos","cross_cats":["math.OC","math.PR","q-fin.TR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2008-09-27T15:53:24Z","title":"On contingent claims pricing in incomplete markets: A risk sharing approach"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0809.4781","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":"sha256:665e0fc2addf090bfc90a2cf011bf2ab3e8f48ce9b0c4be696ea568398305562","target":"record","created_at":"2026-05-18T04:01:51Z","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":"8f8a2762a95016d2bee430d4554ab67a572f9d3bc3319bd4bd3a2ea77ec643c7","cross_cats_sorted":["math.OC","math.PR","q-fin.TR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2008-09-27T15:53:24Z","title_canon_sha256":"f2d3b914553e1f92053ac0c69f505e83436f1c88edc1960725b4063a59350226"},"schema_version":"1.0","source":{"id":"0809.4781","kind":"arxiv","version":3}},"canonical_sha256":"98146b7f0cb779b7175b7c8f1511e884d0bf84aab56a227c7791c6289077687d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"98146b7f0cb779b7175b7c8f1511e884d0bf84aab56a227c7791c6289077687d","first_computed_at":"2026-05-18T04:01:51.436710Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:01:51.436710Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"gJcPWa3YtC7Mue4LTGW4u0Cr0xFu6jxGks/lDhP1jqNeyjQPNxs776udf/Kw+Vl62Rc4wCBIGIv4Z+Gl1V/dDQ==","signature_status":"signed_v1","signed_at":"2026-05-18T04:01:51.437364Z","signed_message":"canonical_sha256_bytes"},"source_id":"0809.4781","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:665e0fc2addf090bfc90a2cf011bf2ab3e8f48ce9b0c4be696ea568398305562","sha256:d5f5bfd40c626cca9816f9c9171ea5d7156290092a8e596c01f2170a6ff657fc"],"state_sha256":"cfbd8f0e7fd2f526b1feb646c3a77fcfd5a89af62cb66f2b1d8bb97940d91c73"}