{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2020:TQRPGDKHAG72ZNHX3A2BAZEUZR","short_pith_number":"pith:TQRPGDKH","schema_version":"1.0","canonical_sha256":"9c22f30d4701bfacb4f7d834106494cc505176fc96fc1155c5df103ad25ccbb2","source":{"kind":"arxiv","id":"2011.03543","version":1},"attestation_state":"computed","paper":{"title":"XVA Valuation under Market Illiquidity","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PR","authors_text":"Stephan Sturm, Weijie Pang","submitted_at":"2020-11-06T18:41:09Z","abstract_excerpt":"Before the 2008 financial crisis, most research in financial mathematics focused on pricing options without considering the effects of counterparties' defaults, illiquidity problems, and the role of the sale and repurchase agreement (Repo) market. Recently, models were proposed to address this by computing a total valuation adjustment (XVA) of derivatives; however without considering a potential crisis in the market. In this article, we include a possible crisis by using an alternating renewal process to describe the switching between a normal financial regime and a financial crisis. We develo"},"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":"2011.03543","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-11-06T18:41:09Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"093716d8990805ba0334bcea4a1b4054ca9cff5722f6d19aaa4141fc7017584d","abstract_canon_sha256":"82d481db3e3e55265803c57b39520d67355004f32e6f1bcd61830b9a73725069"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T01:49:57.253006Z","signature_b64":"wX02IoPVCig8F0DxS/1QBvHlvQN2+794xMu/jIKG3KTYXD9+yw1ENQ1CRGsRtqkTWy/+xxH1xBSfNSrN7QdMDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"9c22f30d4701bfacb4f7d834106494cc505176fc96fc1155c5df103ad25ccbb2","last_reissued_at":"2026-07-05T01:49:57.252688Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T01:49:57.252688Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"XVA Valuation under Market Illiquidity","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PR","authors_text":"Stephan Sturm, Weijie Pang","submitted_at":"2020-11-06T18:41:09Z","abstract_excerpt":"Before the 2008 financial crisis, most research in financial mathematics focused on pricing options without considering the effects of counterparties' defaults, illiquidity problems, and the role of the sale and repurchase agreement (Repo) market. Recently, models were proposed to address this by computing a total valuation adjustment (XVA) of derivatives; however without considering a potential crisis in the market. In this article, we include a possible crisis by using an alternating renewal process to describe the switching between a normal financial regime and a financial crisis. We develo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2011.03543","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2011.03543/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"},"aliases":[{"alias_kind":"arxiv","alias_value":"2011.03543","created_at":"2026-07-05T01:49:57.252737+00:00"},{"alias_kind":"arxiv_version","alias_value":"2011.03543v1","created_at":"2026-07-05T01:49:57.252737+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2011.03543","created_at":"2026-07-05T01:49:57.252737+00:00"},{"alias_kind":"pith_short_12","alias_value":"TQRPGDKHAG72","created_at":"2026-07-05T01:49:57.252737+00:00"},{"alias_kind":"pith_short_16","alias_value":"TQRPGDKHAG72ZNHX","created_at":"2026-07-05T01:49:57.252737+00:00"},{"alias_kind":"pith_short_8","alias_value":"TQRPGDKH","created_at":"2026-07-05T01:49:57.252737+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/TQRPGDKHAG72ZNHX3A2BAZEUZR","json":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR.json","graph_json":"https://pith.science/api/pith-number/TQRPGDKHAG72ZNHX3A2BAZEUZR/graph.json","events_json":"https://pith.science/api/pith-number/TQRPGDKHAG72ZNHX3A2BAZEUZR/events.json","paper":"https://pith.science/paper/TQRPGDKH"},"agent_actions":{"view_html":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR","download_json":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR.json","view_paper":"https://pith.science/paper/TQRPGDKH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2011.03543&json=true","fetch_graph":"https://pith.science/api/pith-number/TQRPGDKHAG72ZNHX3A2BAZEUZR/graph.json","fetch_events":"https://pith.science/api/pith-number/TQRPGDKHAG72ZNHX3A2BAZEUZR/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR/action/timestamp_anchor","attest_storage":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR/action/storage_attestation","attest_author":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR/action/author_attestation","sign_citation":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR/action/citation_signature","submit_replication":"https://pith.science/pith/TQRPGDKHAG72ZNHX3A2BAZEUZR/action/replication_record"}},"created_at":"2026-07-05T01:49:57.252737+00:00","updated_at":"2026-07-05T01:49:57.252737+00:00"}