{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:XTZRHMXKLMNNEZYMC4XDQJMEW2","short_pith_number":"pith:XTZRHMXK","canonical_record":{"source":{"id":"1710.05542","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2017-10-16T07:30:21Z","cross_cats_sorted":[],"title_canon_sha256":"2d9495500488f50626b9dae9f82e79dc05acb853812b25e92b2e520ce6886578","abstract_canon_sha256":"70fa33d26746da1cb5287a0baf9ddae90a9cc749ba4ab277d60a05129dc4f146"},"schema_version":"1.0"},"canonical_sha256":"bcf313b2ea5b1ad2670c172e382584b6b77d1f8bb339ccb143150f6fc3872f14","source":{"kind":"arxiv","id":"1710.05542","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1710.05542","created_at":"2026-05-18T00:32:49Z"},{"alias_kind":"arxiv_version","alias_value":"1710.05542v1","created_at":"2026-05-18T00:32:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1710.05542","created_at":"2026-05-18T00:32:49Z"},{"alias_kind":"pith_short_12","alias_value":"XTZRHMXKLMNN","created_at":"2026-05-18T12:31:56Z"},{"alias_kind":"pith_short_16","alias_value":"XTZRHMXKLMNNEZYM","created_at":"2026-05-18T12:31:56Z"},{"alias_kind":"pith_short_8","alias_value":"XTZRHMXK","created_at":"2026-05-18T12:31:56Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:XTZRHMXKLMNNEZYMC4XDQJMEW2","target":"record","payload":{"canonical_record":{"source":{"id":"1710.05542","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2017-10-16T07:30:21Z","cross_cats_sorted":[],"title_canon_sha256":"2d9495500488f50626b9dae9f82e79dc05acb853812b25e92b2e520ce6886578","abstract_canon_sha256":"70fa33d26746da1cb5287a0baf9ddae90a9cc749ba4ab277d60a05129dc4f146"},"schema_version":"1.0"},"canonical_sha256":"bcf313b2ea5b1ad2670c172e382584b6b77d1f8bb339ccb143150f6fc3872f14","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:32:49.020979Z","signature_b64":"OrSLoZ9DghuUdTtsqOKcMvEDomEghTdOnIF4szzsJ8WfPMJXHxBaE5SQtTwgLAwlv4JlHATJxpf+UDy6oHXRBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"bcf313b2ea5b1ad2670c172e382584b6b77d1f8bb339ccb143150f6fc3872f14","last_reissued_at":"2026-05-18T00:32:49.020261Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:32:49.020261Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1710.05542","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":"2026-05-18T00:32:49Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"e6p2il01W3DEbRkFmRdEHewixMhTFaZEDmJx4zCD4OvyhL1OvAzihFasmWQCgRlzMtO+QyLWmnhPvwj1fiZeDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T19:12:15.831912Z"},"content_sha256":"cd164d9148d46a3bce07df3e0d5b40b716bc34749493c213ec4c0a94c59a410d","schema_version":"1.0","event_id":"sha256:cd164d9148d46a3bce07df3e0d5b40b716bc34749493c213ec4c0a94c59a410d"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:XTZRHMXKLMNNEZYMC4XDQJMEW2","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Efficient hedging in Bates model using high-order compact finite differences","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Alexander Pitkin, Bertram D\\\"uring","submitted_at":"2017-10-16T07:30:21Z","abstract_excerpt":"We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We observe that the new scheme outperforms a standard, second-order central finite difference approximation in all our experiments."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1710.05542","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":"2026-05-18T00:32:49Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"KqaYrao2A17TRItFI7srH7AdjGHtDbgG3NCPVGVu1vqdplid4LhdCrF4D8/kcU8m+ymlafeWudNbOIG1/7PVBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T19:12:15.832260Z"},"content_sha256":"f8d5547867d2abc83b2308fb388c6c9378caf2be0aaa0677d5705b3a96b50c07","schema_version":"1.0","event_id":"sha256:f8d5547867d2abc83b2308fb388c6c9378caf2be0aaa0677d5705b3a96b50c07"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/XTZRHMXKLMNNEZYMC4XDQJMEW2/bundle.json","state_url":"https://pith.science/pith/XTZRHMXKLMNNEZYMC4XDQJMEW2/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/XTZRHMXKLMNNEZYMC4XDQJMEW2/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":"2026-05-28T19:12:15Z","links":{"resolver":"https://pith.science/pith/XTZRHMXKLMNNEZYMC4XDQJMEW2","bundle":"https://pith.science/pith/XTZRHMXKLMNNEZYMC4XDQJMEW2/bundle.json","state":"https://pith.science/pith/XTZRHMXKLMNNEZYMC4XDQJMEW2/state.json","well_known_bundle":"https://pith.science/.well-known/pith/XTZRHMXKLMNNEZYMC4XDQJMEW2/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:XTZRHMXKLMNNEZYMC4XDQJMEW2","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":"70fa33d26746da1cb5287a0baf9ddae90a9cc749ba4ab277d60a05129dc4f146","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2017-10-16T07:30:21Z","title_canon_sha256":"2d9495500488f50626b9dae9f82e79dc05acb853812b25e92b2e520ce6886578"},"schema_version":"1.0","source":{"id":"1710.05542","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1710.05542","created_at":"2026-05-18T00:32:49Z"},{"alias_kind":"arxiv_version","alias_value":"1710.05542v1","created_at":"2026-05-18T00:32:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1710.05542","created_at":"2026-05-18T00:32:49Z"},{"alias_kind":"pith_short_12","alias_value":"XTZRHMXKLMNN","created_at":"2026-05-18T12:31:56Z"},{"alias_kind":"pith_short_16","alias_value":"XTZRHMXKLMNNEZYM","created_at":"2026-05-18T12:31:56Z"},{"alias_kind":"pith_short_8","alias_value":"XTZRHMXK","created_at":"2026-05-18T12:31:56Z"}],"graph_snapshots":[{"event_id":"sha256:f8d5547867d2abc83b2308fb388c6c9378caf2be0aaa0677d5705b3a96b50c07","target":"graph","created_at":"2026-05-18T00:32:49Z","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":"We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We observe that the new scheme outperforms a standard, second-order central finite difference approximation in all our experiments.","authors_text":"Alexander Pitkin, Bertram D\\\"uring","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2017-10-16T07:30:21Z","title":"Efficient hedging in Bates model using high-order compact finite differences"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1710.05542","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:cd164d9148d46a3bce07df3e0d5b40b716bc34749493c213ec4c0a94c59a410d","target":"record","created_at":"2026-05-18T00:32:49Z","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":"70fa33d26746da1cb5287a0baf9ddae90a9cc749ba4ab277d60a05129dc4f146","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2017-10-16T07:30:21Z","title_canon_sha256":"2d9495500488f50626b9dae9f82e79dc05acb853812b25e92b2e520ce6886578"},"schema_version":"1.0","source":{"id":"1710.05542","kind":"arxiv","version":1}},"canonical_sha256":"bcf313b2ea5b1ad2670c172e382584b6b77d1f8bb339ccb143150f6fc3872f14","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"bcf313b2ea5b1ad2670c172e382584b6b77d1f8bb339ccb143150f6fc3872f14","first_computed_at":"2026-05-18T00:32:49.020261Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:32:49.020261Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"OrSLoZ9DghuUdTtsqOKcMvEDomEghTdOnIF4szzsJ8WfPMJXHxBaE5SQtTwgLAwlv4JlHATJxpf+UDy6oHXRBg==","signature_status":"signed_v1","signed_at":"2026-05-18T00:32:49.020979Z","signed_message":"canonical_sha256_bytes"},"source_id":"1710.05542","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:cd164d9148d46a3bce07df3e0d5b40b716bc34749493c213ec4c0a94c59a410d","sha256:f8d5547867d2abc83b2308fb388c6c9378caf2be0aaa0677d5705b3a96b50c07"],"state_sha256":"72ab36db28a250a4563f1c90fa752313189c96ec90c2ceaf18d52ab7e4d118ac"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"N3xo1GVrvGiiCMrXOK4aYaGFyA2Uhw/uIrYWEpuf+VikJlxwGxBMogeAflf4AYMKW9frEMpx8vR7uBIYkh9dDw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-28T19:12:15.834234Z","bundle_sha256":"61c2791d13b23b06d8271f6e356c5d2ab1610a0b5c90f00e49b10836adc9140c"}}