{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2015:2CCKAHMP72DSQIEDRXLK6BVUEA","short_pith_number":"pith:2CCKAHMP","canonical_record":{"source":{"id":"1508.00668","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2015-08-04T05:58:20Z","cross_cats_sorted":[],"title_canon_sha256":"f776c98b4a7cd08c741ecdb4336238ce3e44ecfb7ec226cd259147167de36c66","abstract_canon_sha256":"36515ca726a417b973b208440d83656a16e779441f53fff35481588095ff3757"},"schema_version":"1.0"},"canonical_sha256":"d084a01d8ffe872820838dd6af06b42025b567d1db6b72733e5773199b3135cf","source":{"kind":"arxiv","id":"1508.00668","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1508.00668","created_at":"2026-05-18T00:44:58Z"},{"alias_kind":"arxiv_version","alias_value":"1508.00668v2","created_at":"2026-05-18T00:44:58Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1508.00668","created_at":"2026-05-18T00:44:58Z"},{"alias_kind":"pith_short_12","alias_value":"2CCKAHMP72DS","created_at":"2026-05-18T12:28:59Z"},{"alias_kind":"pith_short_16","alias_value":"2CCKAHMP72DSQIED","created_at":"2026-05-18T12:28:59Z"},{"alias_kind":"pith_short_8","alias_value":"2CCKAHMP","created_at":"2026-05-18T12:28:59Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2015:2CCKAHMP72DSQIEDRXLK6BVUEA","target":"record","payload":{"canonical_record":{"source":{"id":"1508.00668","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2015-08-04T05:58:20Z","cross_cats_sorted":[],"title_canon_sha256":"f776c98b4a7cd08c741ecdb4336238ce3e44ecfb7ec226cd259147167de36c66","abstract_canon_sha256":"36515ca726a417b973b208440d83656a16e779441f53fff35481588095ff3757"},"schema_version":"1.0"},"canonical_sha256":"d084a01d8ffe872820838dd6af06b42025b567d1db6b72733e5773199b3135cf","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:44:58.321072Z","signature_b64":"VJu71qhG0qz0RPdbj/1R7u6khkZaAjHfYMweQaDI2PZOK/NYu9+snkf1GjGOojzxzQAZjcqD7tcT6WN5X6P9Dg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"d084a01d8ffe872820838dd6af06b42025b567d1db6b72733e5773199b3135cf","last_reissued_at":"2026-05-18T00:44:58.320673Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:44:58.320673Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1508.00668","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:44:58Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"yKJL7/33X2+jHCKd8p1VHzs32oOlbQm3xtkXU0tHXx062SXIERTlzA4811hh7ghOIf/m3ZwO+QwhqTl/Nm8EAw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-25T19:44:22.769760Z"},"content_sha256":"ca27152d93c4440aeb46479fcfba5fedfd69931db37975a2fc8ff2963aa68773","schema_version":"1.0","event_id":"sha256:ca27152d93c4440aeb46479fcfba5fedfd69931db37975a2fc8ff2963aa68773"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2015:2CCKAHMP72DSQIEDRXLK6BVUEA","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Valuation of capital protection options","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PR","authors_text":"Pavel V. Shevchenko, Xiaolin Luo","submitted_at":"2015-08-04T05:58:20Z","abstract_excerpt":"This paper presents numerical algorithm and results for pricing a capital protection option offered by many asset managers for investment portfolios to take advantage of market growth and protect savings. Under optimal withdrawal policyholder behaviour the pricing of such a product is an optimal stochastic control problem that cannot be solved using Monte Carlo method. In low dimension case, it can be solved using PDE based methods such as finite difference. In this paper, we develop a much more efficient Gauss-Hermite quadrature method with a one-dimensional cubic spline for calculation of th"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1508.00668","kind":"arxiv","version":2},"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":"2026-05-18T00:44:58Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"8H6CxZqn12FPMtt0VJb6vWelAs7OmpDZjZl0stwlayvBUGbRYO2VdIpdCgBA3pU8jZTGj0FWuH93/Z+CWdCoBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-25T19:44:22.770105Z"},"content_sha256":"f21ddd3c954c64632bdcb99dc0304a235eec540c7f01f577edb8bce286241671","schema_version":"1.0","event_id":"sha256:f21ddd3c954c64632bdcb99dc0304a235eec540c7f01f577edb8bce286241671"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/2CCKAHMP72DSQIEDRXLK6BVUEA/bundle.json","state_url":"https://pith.science/pith/2CCKAHMP72DSQIEDRXLK6BVUEA/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/2CCKAHMP72DSQIEDRXLK6BVUEA/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":"2026-06-25T19:44:22Z","links":{"resolver":"https://pith.science/pith/2CCKAHMP72DSQIEDRXLK6BVUEA","bundle":"https://pith.science/pith/2CCKAHMP72DSQIEDRXLK6BVUEA/bundle.json","state":"https://pith.science/pith/2CCKAHMP72DSQIEDRXLK6BVUEA/state.json","well_known_bundle":"https://pith.science/.well-known/pith/2CCKAHMP72DSQIEDRXLK6BVUEA/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:2CCKAHMP72DSQIEDRXLK6BVUEA","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":"36515ca726a417b973b208440d83656a16e779441f53fff35481588095ff3757","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2015-08-04T05:58:20Z","title_canon_sha256":"f776c98b4a7cd08c741ecdb4336238ce3e44ecfb7ec226cd259147167de36c66"},"schema_version":"1.0","source":{"id":"1508.00668","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1508.00668","created_at":"2026-05-18T00:44:58Z"},{"alias_kind":"arxiv_version","alias_value":"1508.00668v2","created_at":"2026-05-18T00:44:58Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1508.00668","created_at":"2026-05-18T00:44:58Z"},{"alias_kind":"pith_short_12","alias_value":"2CCKAHMP72DS","created_at":"2026-05-18T12:28:59Z"},{"alias_kind":"pith_short_16","alias_value":"2CCKAHMP72DSQIED","created_at":"2026-05-18T12:28:59Z"},{"alias_kind":"pith_short_8","alias_value":"2CCKAHMP","created_at":"2026-05-18T12:28:59Z"}],"graph_snapshots":[{"event_id":"sha256:f21ddd3c954c64632bdcb99dc0304a235eec540c7f01f577edb8bce286241671","target":"graph","created_at":"2026-05-18T00:44:58Z","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":"This paper presents numerical algorithm and results for pricing a capital protection option offered by many asset managers for investment portfolios to take advantage of market growth and protect savings. Under optimal withdrawal policyholder behaviour the pricing of such a product is an optimal stochastic control problem that cannot be solved using Monte Carlo method. In low dimension case, it can be solved using PDE based methods such as finite difference. In this paper, we develop a much more efficient Gauss-Hermite quadrature method with a one-dimensional cubic spline for calculation of th","authors_text":"Pavel V. Shevchenko, Xiaolin Luo","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2015-08-04T05:58:20Z","title":"Valuation of capital protection options"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1508.00668","kind":"arxiv","version":2},"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:ca27152d93c4440aeb46479fcfba5fedfd69931db37975a2fc8ff2963aa68773","target":"record","created_at":"2026-05-18T00:44:58Z","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":"36515ca726a417b973b208440d83656a16e779441f53fff35481588095ff3757","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2015-08-04T05:58:20Z","title_canon_sha256":"f776c98b4a7cd08c741ecdb4336238ce3e44ecfb7ec226cd259147167de36c66"},"schema_version":"1.0","source":{"id":"1508.00668","kind":"arxiv","version":2}},"canonical_sha256":"d084a01d8ffe872820838dd6af06b42025b567d1db6b72733e5773199b3135cf","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"d084a01d8ffe872820838dd6af06b42025b567d1db6b72733e5773199b3135cf","first_computed_at":"2026-05-18T00:44:58.320673Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:44:58.320673Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"VJu71qhG0qz0RPdbj/1R7u6khkZaAjHfYMweQaDI2PZOK/NYu9+snkf1GjGOojzxzQAZjcqD7tcT6WN5X6P9Dg==","signature_status":"signed_v1","signed_at":"2026-05-18T00:44:58.321072Z","signed_message":"canonical_sha256_bytes"},"source_id":"1508.00668","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ca27152d93c4440aeb46479fcfba5fedfd69931db37975a2fc8ff2963aa68773","sha256:f21ddd3c954c64632bdcb99dc0304a235eec540c7f01f577edb8bce286241671"],"state_sha256":"39887cc51c8e2dfd82de8b22c1e2fd4651c98724fab956b6b98f4686bf6ce03f"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"90JcVjBI2rsvDn+rZQ23LKVhrH4hN8DhtUC74iRCT2RPJiAZrEPke3knpkItXMTEGAsAO5vdZa7oMGwhxZoECQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-25T19:44:22.772074Z","bundle_sha256":"16bc45d97a84c9b9926c77a508d2971e7d61d59121186427cc6ab55e48c7e3d5"}}