{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2019:UHIPUK2JHPX7LFO5DKRTO23FHN","short_pith_number":"pith:UHIPUK2J","canonical_record":{"source":{"id":"1904.05921","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-04-11T18:46:36Z","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"title_canon_sha256":"d5823b7d9862ebcfe1c4f365c36abbe2d83e416469d6c95c8352d5f734cec0e3","abstract_canon_sha256":"e96c7f0b300d7abe2e4373fd88423dc6d9b660647433a1b36b4ba6ec3afb4b87"},"schema_version":"1.0"},"canonical_sha256":"a1d0fa2b493beff595dd1aa3376b653b5d960b0baa432d81d0860fe4b070799a","source":{"kind":"arxiv","id":"1904.05921","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1904.05921","created_at":"2026-05-17T23:48:44Z"},{"alias_kind":"arxiv_version","alias_value":"1904.05921v1","created_at":"2026-05-17T23:48:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1904.05921","created_at":"2026-05-17T23:48:44Z"},{"alias_kind":"pith_short_12","alias_value":"UHIPUK2JHPX7","created_at":"2026-05-18T12:33:30Z"},{"alias_kind":"pith_short_16","alias_value":"UHIPUK2JHPX7LFO5","created_at":"2026-05-18T12:33:30Z"},{"alias_kind":"pith_short_8","alias_value":"UHIPUK2J","created_at":"2026-05-18T12:33:30Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2019:UHIPUK2JHPX7LFO5DKRTO23FHN","target":"record","payload":{"canonical_record":{"source":{"id":"1904.05921","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-04-11T18:46:36Z","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"title_canon_sha256":"d5823b7d9862ebcfe1c4f365c36abbe2d83e416469d6c95c8352d5f734cec0e3","abstract_canon_sha256":"e96c7f0b300d7abe2e4373fd88423dc6d9b660647433a1b36b4ba6ec3afb4b87"},"schema_version":"1.0"},"canonical_sha256":"a1d0fa2b493beff595dd1aa3376b653b5d960b0baa432d81d0860fe4b070799a","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:48:44.741771Z","signature_b64":"4DR3cdNoxPu9PSNVwbLEI72f8x5f0ODmlFS2t6yM9Mqr1mYC+8vsCVvY6YVvaN3CpVippVJraiU1+61dcsCdBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"a1d0fa2b493beff595dd1aa3376b653b5d960b0baa432d81d0860fe4b070799a","last_reissued_at":"2026-05-17T23:48:44.741294Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:48:44.741294Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1904.05921","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:48:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"1Wlon6q5Enehi2I/B6+kdU5/k0OGyVhE3quwR9+SiIGqPUUwEkXEQ56QQeODxo1hNg69mLzEMapGcckPqjunCQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-04T06:35:21.359138Z"},"content_sha256":"c126ec6578578596acf5b9be583245820cf33b52dfc18836613529e8335f77e5","schema_version":"1.0","event_id":"sha256:c126ec6578578596acf5b9be583245820cf33b52dfc18836613529e8335f77e5"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2019:UHIPUK2JHPX7LFO5DKRTO23FHN","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Deep-learning based numerical BSDE method for barrier options","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP","q-fin.PR"],"primary_cat":"q-fin.MF","authors_text":"Agus Sudjianto, Bing Yu, Xiaojing Xing","submitted_at":"2019-04-11T18:46:36Z","abstract_excerpt":"As is known, an option price is a solution to a certain partial differential equation (PDE) with terminal conditions (payoff functions). There is a close association between the solution of PDE and the solution of a backward stochastic differential equation (BSDE). We can either solve the PDE to obtain option prices or solve its associated BSDE. Recently a deep learning technique has been applied to solve option prices using the BSDE approach. In this approach, deep learning is used to learn some deterministic functions, which are used in solving the BSDE with terminal conditions. In this pape"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1904.05921","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:48:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"5/ozr17vLJF6+dib9dXFx3Kb4TDeVZKbqk2rLJr63CuZZgxlzRm5qE5l9kQhqsOJS4aOLYgSU654vpIBTJL3BQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-04T06:35:21.359506Z"},"content_sha256":"6fb5750f1afd0baeb372ad0bbf18c198494337db42fb439934cc4b8aca3f2a40","schema_version":"1.0","event_id":"sha256:6fb5750f1afd0baeb372ad0bbf18c198494337db42fb439934cc4b8aca3f2a40"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/UHIPUK2JHPX7LFO5DKRTO23FHN/bundle.json","state_url":"https://pith.science/pith/UHIPUK2JHPX7LFO5DKRTO23FHN/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/UHIPUK2JHPX7LFO5DKRTO23FHN/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":"2026-07-04T06:35:21Z","links":{"resolver":"https://pith.science/pith/UHIPUK2JHPX7LFO5DKRTO23FHN","bundle":"https://pith.science/pith/UHIPUK2JHPX7LFO5DKRTO23FHN/bundle.json","state":"https://pith.science/pith/UHIPUK2JHPX7LFO5DKRTO23FHN/state.json","well_known_bundle":"https://pith.science/.well-known/pith/UHIPUK2JHPX7LFO5DKRTO23FHN/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:UHIPUK2JHPX7LFO5DKRTO23FHN","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":"e96c7f0b300d7abe2e4373fd88423dc6d9b660647433a1b36b4ba6ec3afb4b87","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-04-11T18:46:36Z","title_canon_sha256":"d5823b7d9862ebcfe1c4f365c36abbe2d83e416469d6c95c8352d5f734cec0e3"},"schema_version":"1.0","source":{"id":"1904.05921","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1904.05921","created_at":"2026-05-17T23:48:44Z"},{"alias_kind":"arxiv_version","alias_value":"1904.05921v1","created_at":"2026-05-17T23:48:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1904.05921","created_at":"2026-05-17T23:48:44Z"},{"alias_kind":"pith_short_12","alias_value":"UHIPUK2JHPX7","created_at":"2026-05-18T12:33:30Z"},{"alias_kind":"pith_short_16","alias_value":"UHIPUK2JHPX7LFO5","created_at":"2026-05-18T12:33:30Z"},{"alias_kind":"pith_short_8","alias_value":"UHIPUK2J","created_at":"2026-05-18T12:33:30Z"}],"graph_snapshots":[{"event_id":"sha256:6fb5750f1afd0baeb372ad0bbf18c198494337db42fb439934cc4b8aca3f2a40","target":"graph","created_at":"2026-05-17T23:48:44Z","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":"As is known, an option price is a solution to a certain partial differential equation (PDE) with terminal conditions (payoff functions). There is a close association between the solution of PDE and the solution of a backward stochastic differential equation (BSDE). We can either solve the PDE to obtain option prices or solve its associated BSDE. Recently a deep learning technique has been applied to solve option prices using the BSDE approach. In this approach, deep learning is used to learn some deterministic functions, which are used in solving the BSDE with terminal conditions. In this pape","authors_text":"Agus Sudjianto, Bing Yu, Xiaojing Xing","cross_cats":["q-fin.CP","q-fin.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-04-11T18:46:36Z","title":"Deep-learning based numerical BSDE method for barrier options"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1904.05921","kind":"arxiv","version":1},"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:c126ec6578578596acf5b9be583245820cf33b52dfc18836613529e8335f77e5","target":"record","created_at":"2026-05-17T23:48:44Z","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":"e96c7f0b300d7abe2e4373fd88423dc6d9b660647433a1b36b4ba6ec3afb4b87","cross_cats_sorted":["q-fin.CP","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-04-11T18:46:36Z","title_canon_sha256":"d5823b7d9862ebcfe1c4f365c36abbe2d83e416469d6c95c8352d5f734cec0e3"},"schema_version":"1.0","source":{"id":"1904.05921","kind":"arxiv","version":1}},"canonical_sha256":"a1d0fa2b493beff595dd1aa3376b653b5d960b0baa432d81d0860fe4b070799a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"a1d0fa2b493beff595dd1aa3376b653b5d960b0baa432d81d0860fe4b070799a","first_computed_at":"2026-05-17T23:48:44.741294Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:48:44.741294Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"4DR3cdNoxPu9PSNVwbLEI72f8x5f0ODmlFS2t6yM9Mqr1mYC+8vsCVvY6YVvaN3CpVippVJraiU1+61dcsCdBQ==","signature_status":"signed_v1","signed_at":"2026-05-17T23:48:44.741771Z","signed_message":"canonical_sha256_bytes"},"source_id":"1904.05921","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:c126ec6578578596acf5b9be583245820cf33b52dfc18836613529e8335f77e5","sha256:6fb5750f1afd0baeb372ad0bbf18c198494337db42fb439934cc4b8aca3f2a40"],"state_sha256":"f904fef5e111ae7bc1ba4e3f28d686b84adbcdcc1daf7c7ce2043fc6ef9aba66"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"hgBDk8XznEcfLrK9seHUJ3T6KM4AdVNarR7/8NkRT0cwsjQ1VDD6D3BQnRoKrxskw01BGZSJ7v2xdMz0ZgSFBA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-04T06:35:21.361526Z","bundle_sha256":"077ebf1bb75891637c2e493acaa798100b6ac5aac591cf41af2f14b012de62ad"}}