{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2010:ZVAWAIWGM23ULF3LAJ5NFPC7NX","short_pith_number":"pith:ZVAWAIWG","canonical_record":{"source":{"id":"1004.2947","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-04-17T08:02:36Z","cross_cats_sorted":["math.PR","q-fin.PM"],"title_canon_sha256":"6c7ddcfae16862d9fe73306a4289cabb647c08013b8c8fb65599d5c0d0928bd9","abstract_canon_sha256":"8b79203187a3c3bb16cd00894648cb67431157eca0d5a99e7f647a75d5d9851e"},"schema_version":"1.0"},"canonical_sha256":"cd416022c666b745976b027ad2bc5f6de58d06d606cfd28750a0dd636b15bc54","source":{"kind":"arxiv","id":"1004.2947","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1004.2947","created_at":"2026-05-18T03:18:32Z"},{"alias_kind":"arxiv_version","alias_value":"1004.2947v1","created_at":"2026-05-18T03:18:32Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1004.2947","created_at":"2026-05-18T03:18:32Z"},{"alias_kind":"pith_short_12","alias_value":"ZVAWAIWGM23U","created_at":"2026-05-18T12:26:18Z"},{"alias_kind":"pith_short_16","alias_value":"ZVAWAIWGM23ULF3L","created_at":"2026-05-18T12:26:18Z"},{"alias_kind":"pith_short_8","alias_value":"ZVAWAIWG","created_at":"2026-05-18T12:26:18Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2010:ZVAWAIWGM23ULF3LAJ5NFPC7NX","target":"record","payload":{"canonical_record":{"source":{"id":"1004.2947","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-04-17T08:02:36Z","cross_cats_sorted":["math.PR","q-fin.PM"],"title_canon_sha256":"6c7ddcfae16862d9fe73306a4289cabb647c08013b8c8fb65599d5c0d0928bd9","abstract_canon_sha256":"8b79203187a3c3bb16cd00894648cb67431157eca0d5a99e7f647a75d5d9851e"},"schema_version":"1.0"},"canonical_sha256":"cd416022c666b745976b027ad2bc5f6de58d06d606cfd28750a0dd636b15bc54","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:18:32.265076Z","signature_b64":"aI1ZdeACNvlrQa1YmmeFkNBwo3lkIdEc46CurLZ97PJ+19VVSz+4cLMtrZNZb3QaCAheas/Sz+JkxfBPJIl/BQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"cd416022c666b745976b027ad2bc5f6de58d06d606cfd28750a0dd636b15bc54","last_reissued_at":"2026-05-18T03:18:32.264274Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:18:32.264274Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1004.2947","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":"2026-05-18T03:18:32Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"NlhSTvI/d97ySY2D8EEj2Xbju1hbeSfTxsF4tSmlBMGLIaLlvLydC5QOoo613WCg11VMp3nrdVeDOUf1/08yBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-08T12:16:49.281476Z"},"content_sha256":"5b5a3e634dfeecf6f1557756065f58574da0b4524a842401d869c36ee81771ef","schema_version":"1.0","event_id":"sha256:5b5a3e634dfeecf6f1557756065f58574da0b4524a842401d869c36ee81771ef"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2010:ZVAWAIWGM23ULF3LAJ5NFPC7NX","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Optimal closing of a pair trade with a model containing jumps","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","q-fin.PM"],"primary_cat":"q-fin.CP","authors_text":"Carl Lindberg, Marcus Warfheimer, Stig Larsson","submitted_at":"2010-04-17T08:02:36Z","abstract_excerpt":"A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely applied investment strategy in the financial industry. Recently, Ekstr\\\"om, Lindberg and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In this paper we study the same problem, but the model is generalized to also include jumps. More precisely we assume that the above difference is an Ornstein-Uhlenbeck type process, driven by a L\\'evy process of finite activity. We p"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1004.2947","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":"2026-05-18T03:18:32Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"mCfONVlUU0HVp+3O8r8gTL0QDUndGaVFhcoINL9/BVQD7wvKoUAx9y3UUE0p4LUWtoJUng0JB/KhzmsXi2ccDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-08T12:16:49.281816Z"},"content_sha256":"067c9dda50fdc557ac5d7f884e52ebd601eb3edfe0721bd5acbba6587c5264b6","schema_version":"1.0","event_id":"sha256:067c9dda50fdc557ac5d7f884e52ebd601eb3edfe0721bd5acbba6587c5264b6"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/ZVAWAIWGM23ULF3LAJ5NFPC7NX/bundle.json","state_url":"https://pith.science/pith/ZVAWAIWGM23ULF3LAJ5NFPC7NX/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/ZVAWAIWGM23ULF3LAJ5NFPC7NX/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":"2026-06-08T12:16:49Z","links":{"resolver":"https://pith.science/pith/ZVAWAIWGM23ULF3LAJ5NFPC7NX","bundle":"https://pith.science/pith/ZVAWAIWGM23ULF3LAJ5NFPC7NX/bundle.json","state":"https://pith.science/pith/ZVAWAIWGM23ULF3LAJ5NFPC7NX/state.json","well_known_bundle":"https://pith.science/.well-known/pith/ZVAWAIWGM23ULF3LAJ5NFPC7NX/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2010:ZVAWAIWGM23ULF3LAJ5NFPC7NX","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":"8b79203187a3c3bb16cd00894648cb67431157eca0d5a99e7f647a75d5d9851e","cross_cats_sorted":["math.PR","q-fin.PM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-04-17T08:02:36Z","title_canon_sha256":"6c7ddcfae16862d9fe73306a4289cabb647c08013b8c8fb65599d5c0d0928bd9"},"schema_version":"1.0","source":{"id":"1004.2947","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1004.2947","created_at":"2026-05-18T03:18:32Z"},{"alias_kind":"arxiv_version","alias_value":"1004.2947v1","created_at":"2026-05-18T03:18:32Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1004.2947","created_at":"2026-05-18T03:18:32Z"},{"alias_kind":"pith_short_12","alias_value":"ZVAWAIWGM23U","created_at":"2026-05-18T12:26:18Z"},{"alias_kind":"pith_short_16","alias_value":"ZVAWAIWGM23ULF3L","created_at":"2026-05-18T12:26:18Z"},{"alias_kind":"pith_short_8","alias_value":"ZVAWAIWG","created_at":"2026-05-18T12:26:18Z"}],"graph_snapshots":[{"event_id":"sha256:067c9dda50fdc557ac5d7f884e52ebd601eb3edfe0721bd5acbba6587c5264b6","target":"graph","created_at":"2026-05-18T03:18:32Z","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":"A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely applied investment strategy in the financial industry. Recently, Ekstr\\\"om, Lindberg and Tysk studied the problem of optimally closing a pair trading strategy when the difference of the two assets is modelled by an Ornstein-Uhlenbeck process. In this paper we study the same problem, but the model is generalized to also include jumps. More precisely we assume that the above difference is an Ornstein-Uhlenbeck type process, driven by a L\\'evy process of finite activity. We p","authors_text":"Carl Lindberg, Marcus Warfheimer, Stig Larsson","cross_cats":["math.PR","q-fin.PM"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-04-17T08:02:36Z","title":"Optimal closing of a pair trade with a model containing jumps"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1004.2947","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":"sha256:5b5a3e634dfeecf6f1557756065f58574da0b4524a842401d869c36ee81771ef","target":"record","created_at":"2026-05-18T03:18:32Z","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":"8b79203187a3c3bb16cd00894648cb67431157eca0d5a99e7f647a75d5d9851e","cross_cats_sorted":["math.PR","q-fin.PM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-04-17T08:02:36Z","title_canon_sha256":"6c7ddcfae16862d9fe73306a4289cabb647c08013b8c8fb65599d5c0d0928bd9"},"schema_version":"1.0","source":{"id":"1004.2947","kind":"arxiv","version":1}},"canonical_sha256":"cd416022c666b745976b027ad2bc5f6de58d06d606cfd28750a0dd636b15bc54","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"cd416022c666b745976b027ad2bc5f6de58d06d606cfd28750a0dd636b15bc54","first_computed_at":"2026-05-18T03:18:32.264274Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:18:32.264274Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"aI1ZdeACNvlrQa1YmmeFkNBwo3lkIdEc46CurLZ97PJ+19VVSz+4cLMtrZNZb3QaCAheas/Sz+JkxfBPJIl/BQ==","signature_status":"signed_v1","signed_at":"2026-05-18T03:18:32.265076Z","signed_message":"canonical_sha256_bytes"},"source_id":"1004.2947","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5b5a3e634dfeecf6f1557756065f58574da0b4524a842401d869c36ee81771ef","sha256:067c9dda50fdc557ac5d7f884e52ebd601eb3edfe0721bd5acbba6587c5264b6"],"state_sha256":"451848f4a2ab4939e6423958cb721bd7d3fed635a21ed0537332afc37c0a2a65"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"S5WDPZ9GRf+mYc8IEKHOBpwLwGG8oYHhjuT9tWDrT8H9HIpzHoKDQA8m1EjO3ARatVFZB3nXVORb6WPwRuINAw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-08T12:16:49.283648Z","bundle_sha256":"d8e17a63794e1034d5039a72220d7482e5ced0bce00b6378cabc2ac435c8b16a"}}