{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2014:YORINKBJEFF23YME5ZPHGNUEEA","short_pith_number":"pith:YORINKBJ","canonical_record":{"source":{"id":"1409.5142","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-09-17T20:43:54Z","cross_cats_sorted":["q-fin.MF"],"title_canon_sha256":"18d482ec8d54ac67370b5a495a1c44c20222e9b2dee6267a76788e558c3298c1","abstract_canon_sha256":"a5c3aca5c742dfcabf0afa6fb4d4e9938c68105a5206eda47ab3dfdbaec0cf19"},"schema_version":"1.0"},"canonical_sha256":"c3a286a829214bade184ee5e733684203de193d9d82ba9ad09f45f3b80764ea0","source":{"kind":"arxiv","id":"1409.5142","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1409.5142","created_at":"2026-05-18T02:42:36Z"},{"alias_kind":"arxiv_version","alias_value":"1409.5142v1","created_at":"2026-05-18T02:42:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1409.5142","created_at":"2026-05-18T02:42:36Z"},{"alias_kind":"pith_short_12","alias_value":"YORINKBJEFF2","created_at":"2026-05-18T12:28:57Z"},{"alias_kind":"pith_short_16","alias_value":"YORINKBJEFF23YME","created_at":"2026-05-18T12:28:57Z"},{"alias_kind":"pith_short_8","alias_value":"YORINKBJ","created_at":"2026-05-18T12:28:57Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2014:YORINKBJEFF23YME5ZPHGNUEEA","target":"record","payload":{"canonical_record":{"source":{"id":"1409.5142","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-09-17T20:43:54Z","cross_cats_sorted":["q-fin.MF"],"title_canon_sha256":"18d482ec8d54ac67370b5a495a1c44c20222e9b2dee6267a76788e558c3298c1","abstract_canon_sha256":"a5c3aca5c742dfcabf0afa6fb4d4e9938c68105a5206eda47ab3dfdbaec0cf19"},"schema_version":"1.0"},"canonical_sha256":"c3a286a829214bade184ee5e733684203de193d9d82ba9ad09f45f3b80764ea0","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:42:36.640813Z","signature_b64":"O4/jDZodUuD761zVTIwUHzb5AY5q2oBmm+/+8Y8F9AFNY72UYtFltoQc6DWZT5njMEgKlZdyInpJgzsEGgXSDQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"c3a286a829214bade184ee5e733684203de193d9d82ba9ad09f45f3b80764ea0","last_reissued_at":"2026-05-18T02:42:36.640255Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:42:36.640255Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1409.5142","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":"2026-05-18T02:42:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"9s689el958QsfyQ+pmvFxwhNTK2tAVTUi6FT8VJz+NRW1iDdJ+nIdkRTqoddhdUi4Z2EuN/WXzHOkrAWj8k/Aw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-03T21:33:05.549467Z"},"content_sha256":"970b3600f0d20e6ad89a82aa8fc29b6c4dadf424e1659f2b9da90924b5fbf6ac","schema_version":"1.0","event_id":"sha256:970b3600f0d20e6ad89a82aa8fc29b6c4dadf424e1659f2b9da90924b5fbf6ac"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2014:YORINKBJEFF23YME5ZPHGNUEEA","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"The $\\alpha$-Hypergeometric Stochastic Volatility Model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"q-fin.PR","authors_text":"Claude Martini, Jos\\'e Da Fonseca","submitted_at":"2014-09-17T20:43:54Z","abstract_excerpt":"The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To overcome some of the well-known problems of the Heston model, and more generally of the affine models, we define a new specification for the dynamics of the stock and its volatility. Within this framework we develop all the key elements to perform the pricing of vanilla European options as well as of volatility derivatives. We clarify the conditions under which the stock price is a martingale and illustrate how the model can be implemented."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1409.5142","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":"2026-05-18T02:42:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"d3gule4UPXJGZtZUvLfOAgQ9UJflC5uqFeaKm4mzAaYAVgAnEk3JwJXftBqOgv//JyguyjDMI3M773tdiCaPBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-03T21:33:05.549821Z"},"content_sha256":"5066f0cb6a6344449c70897b9371bc4085e01d176e3f818a85642512b110adb2","schema_version":"1.0","event_id":"sha256:5066f0cb6a6344449c70897b9371bc4085e01d176e3f818a85642512b110adb2"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/YORINKBJEFF23YME5ZPHGNUEEA/bundle.json","state_url":"https://pith.science/pith/YORINKBJEFF23YME5ZPHGNUEEA/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/YORINKBJEFF23YME5ZPHGNUEEA/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":"2026-06-03T21:33:05Z","links":{"resolver":"https://pith.science/pith/YORINKBJEFF23YME5ZPHGNUEEA","bundle":"https://pith.science/pith/YORINKBJEFF23YME5ZPHGNUEEA/bundle.json","state":"https://pith.science/pith/YORINKBJEFF23YME5ZPHGNUEEA/state.json","well_known_bundle":"https://pith.science/.well-known/pith/YORINKBJEFF23YME5ZPHGNUEEA/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:YORINKBJEFF23YME5ZPHGNUEEA","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":"a5c3aca5c742dfcabf0afa6fb4d4e9938c68105a5206eda47ab3dfdbaec0cf19","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-09-17T20:43:54Z","title_canon_sha256":"18d482ec8d54ac67370b5a495a1c44c20222e9b2dee6267a76788e558c3298c1"},"schema_version":"1.0","source":{"id":"1409.5142","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1409.5142","created_at":"2026-05-18T02:42:36Z"},{"alias_kind":"arxiv_version","alias_value":"1409.5142v1","created_at":"2026-05-18T02:42:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1409.5142","created_at":"2026-05-18T02:42:36Z"},{"alias_kind":"pith_short_12","alias_value":"YORINKBJEFF2","created_at":"2026-05-18T12:28:57Z"},{"alias_kind":"pith_short_16","alias_value":"YORINKBJEFF23YME","created_at":"2026-05-18T12:28:57Z"},{"alias_kind":"pith_short_8","alias_value":"YORINKBJ","created_at":"2026-05-18T12:28:57Z"}],"graph_snapshots":[{"event_id":"sha256:5066f0cb6a6344449c70897b9371bc4085e01d176e3f818a85642512b110adb2","target":"graph","created_at":"2026-05-18T02:42:36Z","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":"The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To overcome some of the well-known problems of the Heston model, and more generally of the affine models, we define a new specification for the dynamics of the stock and its volatility. Within this framework we develop all the key elements to perform the pricing of vanilla European options as well as of volatility derivatives. We clarify the conditions under which the stock price is a martingale and illustrate how the model can be implemented.","authors_text":"Claude Martini, Jos\\'e Da Fonseca","cross_cats":["q-fin.MF"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-09-17T20:43:54Z","title":"The $\\alpha$-Hypergeometric Stochastic Volatility Model"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1409.5142","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":"sha256:970b3600f0d20e6ad89a82aa8fc29b6c4dadf424e1659f2b9da90924b5fbf6ac","target":"record","created_at":"2026-05-18T02:42:36Z","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":"a5c3aca5c742dfcabf0afa6fb4d4e9938c68105a5206eda47ab3dfdbaec0cf19","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-09-17T20:43:54Z","title_canon_sha256":"18d482ec8d54ac67370b5a495a1c44c20222e9b2dee6267a76788e558c3298c1"},"schema_version":"1.0","source":{"id":"1409.5142","kind":"arxiv","version":1}},"canonical_sha256":"c3a286a829214bade184ee5e733684203de193d9d82ba9ad09f45f3b80764ea0","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"c3a286a829214bade184ee5e733684203de193d9d82ba9ad09f45f3b80764ea0","first_computed_at":"2026-05-18T02:42:36.640255Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:42:36.640255Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"O4/jDZodUuD761zVTIwUHzb5AY5q2oBmm+/+8Y8F9AFNY72UYtFltoQc6DWZT5njMEgKlZdyInpJgzsEGgXSDQ==","signature_status":"signed_v1","signed_at":"2026-05-18T02:42:36.640813Z","signed_message":"canonical_sha256_bytes"},"source_id":"1409.5142","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:970b3600f0d20e6ad89a82aa8fc29b6c4dadf424e1659f2b9da90924b5fbf6ac","sha256:5066f0cb6a6344449c70897b9371bc4085e01d176e3f818a85642512b110adb2"],"state_sha256":"02f39b54605e8a9d7a708bd468b7a58240e2a34b19af6b9ab74c49b24a89c5dd"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"NseHfmsrjAQMPt0CWJhWbf/MsdAXBeXuErRTjzozlhCvXMMFvp8TQOdRP5gDE9YkXzfQE0zFqVN8mQNdHZLKAQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-03T21:33:05.551912Z","bundle_sha256":"1f3e3354f5c6a5c636d68a1fd622e05b1cceee52318ae984c74b294f2c0cf6cd"}}