{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2020:AVUIEDK64WI6V3YJD5OPCHGPJA","short_pith_number":"pith:AVUIEDK6","canonical_record":{"source":{"id":"2007.01511","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-07-03T06:33:28Z","cross_cats_sorted":["q-fin.MF"],"title_canon_sha256":"09193719e472b3b94ea4356cf3c939325b53cb1c150a34004199e26c5a89db17","abstract_canon_sha256":"983c9663ac823764c3fc2a188a084eba3e5e41b55091f809d71b3ff1885e5684"},"schema_version":"1.0"},"canonical_sha256":"0568820d5ee591eaef091f5cf11ccf4824308e804475ed2e5e5257f72dc28f2b","source":{"kind":"arxiv","id":"2007.01511","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2007.01511","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"arxiv_version","alias_value":"2007.01511v1","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2007.01511","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"pith_short_12","alias_value":"AVUIEDK64WI6","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"pith_short_16","alias_value":"AVUIEDK64WI6V3YJ","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"pith_short_8","alias_value":"AVUIEDK6","created_at":"2026-07-05T01:16:02Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2020:AVUIEDK64WI6V3YJD5OPCHGPJA","target":"record","payload":{"canonical_record":{"source":{"id":"2007.01511","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-07-03T06:33:28Z","cross_cats_sorted":["q-fin.MF"],"title_canon_sha256":"09193719e472b3b94ea4356cf3c939325b53cb1c150a34004199e26c5a89db17","abstract_canon_sha256":"983c9663ac823764c3fc2a188a084eba3e5e41b55091f809d71b3ff1885e5684"},"schema_version":"1.0"},"canonical_sha256":"0568820d5ee591eaef091f5cf11ccf4824308e804475ed2e5e5257f72dc28f2b","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T01:16:02.248223Z","signature_b64":"QlM/B9Iorv9v2g9cHhYvK0wDOqwIxarp3YIt6KI8MtGsFg8aPaU+qZJt93jzBZwYe1B5MLnbLARbU15TGEzAAQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0568820d5ee591eaef091f5cf11ccf4824308e804475ed2e5e5257f72dc28f2b","last_reissued_at":"2026-07-05T01:16:02.247727Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T01:16:02.247727Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2007.01511","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":"2026-07-05T01:16:02Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"jBhcJxFi76w4fAGKJ5CVWKKxOe0G2+Lvf+5wWhYmlVI8YuFruVybIGXqge0VswGYM+9l7L6tMEwsRDRqvRNwBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-07T12:11:31.408131Z"},"content_sha256":"b18d0eea34f4848cb1102b4b724fca03218ab8416ca4b190a7d0757c08c794d4","schema_version":"1.0","event_id":"sha256:b18d0eea34f4848cb1102b4b724fca03218ab8416ca4b190a7d0757c08c794d4"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2020:AVUIEDK64WI6V3YJD5OPCHGPJA","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"q-fin.PR","authors_text":"Hyong Chol O, Tae Song Kim","submitted_at":"2020-07-03T06:33:28Z","abstract_excerpt":"In this paper, using the structural approach is derived a mathematical model of the discrete coupon bond with the provision that allow the holder to demand early redemption at any coupon dates prior to the maturity and based on this model is provided some analysis including min-max and gradient estimates of the bond price. Using these estimates the existence and uniqueness of the default boundaries and some relationships between the design parameters of the discrete coupon bond with early redemption provision are described. Then under some assumptions the existence and uniqueness of the early "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2007.01511","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2007.01511/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2026-07-05T01:16:02Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"eu8Z8X9z/fgW5JEUCFnAAHY6MG5liEocXUuKVOaTLMuePqK36HE4Wovankl8CjAXWJ87yRO6bFa5g7T2IEglBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-07T12:11:31.408513Z"},"content_sha256":"ddcbdcd359aa52b294d6f0a559991598adf28ae68240ebadf7fd91a53c0da380","schema_version":"1.0","event_id":"sha256:ddcbdcd359aa52b294d6f0a559991598adf28ae68240ebadf7fd91a53c0da380"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/AVUIEDK64WI6V3YJD5OPCHGPJA/bundle.json","state_url":"https://pith.science/pith/AVUIEDK64WI6V3YJD5OPCHGPJA/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/AVUIEDK64WI6V3YJD5OPCHGPJA/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":"2026-07-07T12:11:31Z","links":{"resolver":"https://pith.science/pith/AVUIEDK64WI6V3YJD5OPCHGPJA","bundle":"https://pith.science/pith/AVUIEDK64WI6V3YJD5OPCHGPJA/bundle.json","state":"https://pith.science/pith/AVUIEDK64WI6V3YJD5OPCHGPJA/state.json","well_known_bundle":"https://pith.science/.well-known/pith/AVUIEDK64WI6V3YJD5OPCHGPJA/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2020:AVUIEDK64WI6V3YJD5OPCHGPJA","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":"983c9663ac823764c3fc2a188a084eba3e5e41b55091f809d71b3ff1885e5684","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-07-03T06:33:28Z","title_canon_sha256":"09193719e472b3b94ea4356cf3c939325b53cb1c150a34004199e26c5a89db17"},"schema_version":"1.0","source":{"id":"2007.01511","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2007.01511","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"arxiv_version","alias_value":"2007.01511v1","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2007.01511","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"pith_short_12","alias_value":"AVUIEDK64WI6","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"pith_short_16","alias_value":"AVUIEDK64WI6V3YJ","created_at":"2026-07-05T01:16:02Z"},{"alias_kind":"pith_short_8","alias_value":"AVUIEDK6","created_at":"2026-07-05T01:16:02Z"}],"graph_snapshots":[{"event_id":"sha256:ddcbdcd359aa52b294d6f0a559991598adf28ae68240ebadf7fd91a53c0da380","target":"graph","created_at":"2026-07-05T01:16:02Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2007.01511/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In this paper, using the structural approach is derived a mathematical model of the discrete coupon bond with the provision that allow the holder to demand early redemption at any coupon dates prior to the maturity and based on this model is provided some analysis including min-max and gradient estimates of the bond price. Using these estimates the existence and uniqueness of the default boundaries and some relationships between the design parameters of the discrete coupon bond with early redemption provision are described. Then under some assumptions the existence and uniqueness of the early ","authors_text":"Hyong Chol O, Tae Song Kim","cross_cats":["q-fin.MF"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-07-03T06:33:28Z","title":"Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2007.01511","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:b18d0eea34f4848cb1102b4b724fca03218ab8416ca4b190a7d0757c08c794d4","target":"record","created_at":"2026-07-05T01:16:02Z","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":"983c9663ac823764c3fc2a188a084eba3e5e41b55091f809d71b3ff1885e5684","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2020-07-03T06:33:28Z","title_canon_sha256":"09193719e472b3b94ea4356cf3c939325b53cb1c150a34004199e26c5a89db17"},"schema_version":"1.0","source":{"id":"2007.01511","kind":"arxiv","version":1}},"canonical_sha256":"0568820d5ee591eaef091f5cf11ccf4824308e804475ed2e5e5257f72dc28f2b","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"0568820d5ee591eaef091f5cf11ccf4824308e804475ed2e5e5257f72dc28f2b","first_computed_at":"2026-07-05T01:16:02.247727Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T01:16:02.247727Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"QlM/B9Iorv9v2g9cHhYvK0wDOqwIxarp3YIt6KI8MtGsFg8aPaU+qZJt93jzBZwYe1B5MLnbLARbU15TGEzAAQ==","signature_status":"signed_v1","signed_at":"2026-07-05T01:16:02.248223Z","signed_message":"canonical_sha256_bytes"},"source_id":"2007.01511","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:b18d0eea34f4848cb1102b4b724fca03218ab8416ca4b190a7d0757c08c794d4","sha256:ddcbdcd359aa52b294d6f0a559991598adf28ae68240ebadf7fd91a53c0da380"],"state_sha256":"a82372cb56a17d8dcc65bafbef950b4de0b5c164706dca3fcdb5c9583ca7ebe0"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"E2K94YZY1Vh0Daz8xSTzKR1+/o3ZvtceXSwxviVaxNdm205EnseNa20l+PPeTP9aX50J4rLcNNDou4kMXXApDA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-07T12:11:31.410386Z","bundle_sha256":"9ddc6f0a828ee40591cb09e8ba1efeb925f7e93be59108b2c66e94c3939a5f51"}}