{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2010:COSKOBLRGFXI7KGRDW54DGB3LQ","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":"00af48a4814281421f8a7a6e17e389591007921fda11eb496b45cde719d9f257","cross_cats_sorted":["math.PR","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-09-23T12:54:57Z","title_canon_sha256":"9e4bd2ffbfa10d0d3fed816ac0ac99dc08522cb7dbc298d8128237ca5a13a880"},"schema_version":"1.0","source":{"id":"1009.4884","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1009.4884","created_at":"2026-05-18T02:54:38Z"},{"alias_kind":"arxiv_version","alias_value":"1009.4884v1","created_at":"2026-05-18T02:54:38Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1009.4884","created_at":"2026-05-18T02:54:38Z"},{"alias_kind":"pith_short_12","alias_value":"COSKOBLRGFXI","created_at":"2026-05-18T12:26:06Z"},{"alias_kind":"pith_short_16","alias_value":"COSKOBLRGFXI7KGR","created_at":"2026-05-18T12:26:06Z"},{"alias_kind":"pith_short_8","alias_value":"COSKOBLR","created_at":"2026-05-18T12:26:06Z"}],"graph_snapshots":[{"event_id":"sha256:0423dbcc3aebb759df0f00a6b9050c5735a07f2f4cc478949f59055add76696a","target":"graph","created_at":"2026-05-18T02:54:38Z","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":"Motivated by the pricing of lookback options in exponential L\\'evy models, we study the difference between the continuous and discrete supremum of L\\'evy processes. In particular, we extend the results of Broadie et al. (1999) to jump-diffusion models. We also derive bounds for general exponential L\\'evy models.","authors_text":"Damien Lamberton (LAMA), El Hadj Aly Dia (LAMA)","cross_cats":["math.PR","q-fin.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-09-23T12:54:57Z","title":"Connecting discrete and continuous lookback or hindsight options in exponential L\\'evy models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1009.4884","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":"sha256:5cc6a86ec0dd5fc6ee3fcd016ebe15fb34d286f85d44184c01f18e5b7038309c","target":"record","created_at":"2026-05-18T02:54:38Z","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":"00af48a4814281421f8a7a6e17e389591007921fda11eb496b45cde719d9f257","cross_cats_sorted":["math.PR","q-fin.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2010-09-23T12:54:57Z","title_canon_sha256":"9e4bd2ffbfa10d0d3fed816ac0ac99dc08522cb7dbc298d8128237ca5a13a880"},"schema_version":"1.0","source":{"id":"1009.4884","kind":"arxiv","version":1}},"canonical_sha256":"13a4a70571316e8fa8d11dbbc1983b5c17f737802b0d3867bcb6691c168626a4","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"13a4a70571316e8fa8d11dbbc1983b5c17f737802b0d3867bcb6691c168626a4","first_computed_at":"2026-05-18T02:54:38.104899Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:54:38.104899Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jsBbti0ftktuewozoa5emUqfnLh1IdlbliSDqb9qcSiLtoyslkv7pTaiTPCOGtoC0KZztJA8vbXTWRgfdtwFCw==","signature_status":"signed_v1","signed_at":"2026-05-18T02:54:38.105380Z","signed_message":"canonical_sha256_bytes"},"source_id":"1009.4884","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5cc6a86ec0dd5fc6ee3fcd016ebe15fb34d286f85d44184c01f18e5b7038309c","sha256:0423dbcc3aebb759df0f00a6b9050c5735a07f2f4cc478949f59055add76696a"],"state_sha256":"02700d5e08e603bf56d83c19b1a9e3ffd3f90f5be75e21d68c9200c82f5507e8"}