{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:DJF5VURP5B5RMRSCZNBPR3Q4E6","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":"6dac70c94f81ac3fb811c1530e3cdda7e6f24939b337242c9a97b878eecb91a8","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.AP","submitted_at":"2011-02-17T07:52:06Z","title_canon_sha256":"893e53cf4883120584a9475b72294906f642dabb111e45af5d8b05d01f781081"},"schema_version":"1.0","source":{"id":"1102.3516","kind":"arxiv","version":6}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1102.3516","created_at":"2026-05-18T02:51:06Z"},{"alias_kind":"arxiv_version","alias_value":"1102.3516v6","created_at":"2026-05-18T02:51:06Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1102.3516","created_at":"2026-05-18T02:51:06Z"},{"alias_kind":"pith_short_12","alias_value":"DJF5VURP5B5R","created_at":"2026-05-18T12:26:26Z"},{"alias_kind":"pith_short_16","alias_value":"DJF5VURP5B5RMRSC","created_at":"2026-05-18T12:26:26Z"},{"alias_kind":"pith_short_8","alias_value":"DJF5VURP","created_at":"2026-05-18T12:26:26Z"}],"graph_snapshots":[{"event_id":"sha256:375d4fdfbd46bbcf196365c7ced7ebb3d550f28d1a00e625e2337839296e6cc7","target":"graph","created_at":"2026-05-18T02:51:06Z","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":"We characterize the price of a European option on several assets for a very risk averse seller, in a market with small transaction costs as a solution of a nonlinear diffusion equation. This problem turns out to be one of asymptotic analysis of parabolic PDE, and the interesting feature is the role of a nonlinear PDE eigenvalue problem. In particular, we generalize previous work of Guy Barles and H. Mete Soner who studied this problem for a European option on a single asset.","authors_text":"Ryan Hynd","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.AP","submitted_at":"2011-02-17T07:52:06Z","title":"Option pricing in the large risk aversion, small transaction cost limit"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1102.3516","kind":"arxiv","version":6},"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:c3fb03abe293c01022b2ddbd53b99d6eeed0831de7144463570532e37916c6ef","target":"record","created_at":"2026-05-18T02:51:06Z","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":"6dac70c94f81ac3fb811c1530e3cdda7e6f24939b337242c9a97b878eecb91a8","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.AP","submitted_at":"2011-02-17T07:52:06Z","title_canon_sha256":"893e53cf4883120584a9475b72294906f642dabb111e45af5d8b05d01f781081"},"schema_version":"1.0","source":{"id":"1102.3516","kind":"arxiv","version":6}},"canonical_sha256":"1a4bdad22fe87b164642cb42f8ee1c27be63eb2fb6007f08731294462ba68e30","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"1a4bdad22fe87b164642cb42f8ee1c27be63eb2fb6007f08731294462ba68e30","first_computed_at":"2026-05-18T02:51:06.802793Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:51:06.802793Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"KSUx2o+stBRi60T1zrfazbZEtJpzCI9AvSqx8dARwnHguhEclxQoHpS+39KcRBAiPJBws28Vvv6bOQOLHEVYBw==","signature_status":"signed_v1","signed_at":"2026-05-18T02:51:06.803236Z","signed_message":"canonical_sha256_bytes"},"source_id":"1102.3516","source_kind":"arxiv","source_version":6}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:c3fb03abe293c01022b2ddbd53b99d6eeed0831de7144463570532e37916c6ef","sha256:375d4fdfbd46bbcf196365c7ced7ebb3d550f28d1a00e625e2337839296e6cc7"],"state_sha256":"eeeb6b03408c99a33547ce88a4e5ca33cbc452e18af4d81f7e23f4c898d36c79"}