{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2016:NUUFYIMHYRWNYHYTM2FQ2GKKOY","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":"272caa1c4d7a70979cbac411b9677be2901eb7010e6eacbb37a3f8f2beb3e5f6","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2016-02-17T17:01:28Z","title_canon_sha256":"c5ceb7dac61c96cc7decf49affd79e3544491bdd915507cac3a0febecb02cd2c"},"schema_version":"1.0","source":{"id":"1602.05484","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1602.05484","created_at":"2026-05-18T01:07:56Z"},{"alias_kind":"arxiv_version","alias_value":"1602.05484v2","created_at":"2026-05-18T01:07:56Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1602.05484","created_at":"2026-05-18T01:07:56Z"},{"alias_kind":"pith_short_12","alias_value":"NUUFYIMHYRWN","created_at":"2026-05-18T12:30:36Z"},{"alias_kind":"pith_short_16","alias_value":"NUUFYIMHYRWNYHYT","created_at":"2026-05-18T12:30:36Z"},{"alias_kind":"pith_short_8","alias_value":"NUUFYIMH","created_at":"2026-05-18T12:30:36Z"}],"graph_snapshots":[{"event_id":"sha256:cc74be6b0741084d8d62a9b8d3e5979b6fd91d35022acc2e7ffc2c92a136cfda","target":"graph","created_at":"2026-05-18T01:07:56Z","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":"In this paper we study mean-variance hedging under the G-expectation framework. Our analysis is carried out by exploiting the G-martingale representation theorem and the related probabilistic tools, in a contin- uous financial market with two assets, where the discounted risky one is modeled as a symmetric G-martingale. By tackling progressively larger classes of contingent claims, we are able to explicitly compute the optimal strategy under general assumptions on the form of the contingent claim.","authors_text":"Francesca Biagini, Jacopo Mancin, Thilo Meyer Brandis","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2016-02-17T17:01:28Z","title":"Robust Mean-Variance Hedging via G-Expectation"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1602.05484","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":"sha256:5d43d6217b944e548e0f88542d9a2a952e8066e71dca6f0608807f559ebb92a7","target":"record","created_at":"2026-05-18T01:07:56Z","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":"272caa1c4d7a70979cbac411b9677be2901eb7010e6eacbb37a3f8f2beb3e5f6","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2016-02-17T17:01:28Z","title_canon_sha256":"c5ceb7dac61c96cc7decf49affd79e3544491bdd915507cac3a0febecb02cd2c"},"schema_version":"1.0","source":{"id":"1602.05484","kind":"arxiv","version":2}},"canonical_sha256":"6d285c2187c46cdc1f13668b0d194a762803849a265cfbf4e105bc0fa77ae0e2","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"6d285c2187c46cdc1f13668b0d194a762803849a265cfbf4e105bc0fa77ae0e2","first_computed_at":"2026-05-18T01:07:56.826855Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:07:56.826855Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Zc6rz4PDsxiLKAy290jMAxxOYMzX50b8vWSkHnW9Q00cBhZRkuuzOSwykL4JB5AthH4TUhc9JRaVQW9MMZlGDw==","signature_status":"signed_v1","signed_at":"2026-05-18T01:07:56.827459Z","signed_message":"canonical_sha256_bytes"},"source_id":"1602.05484","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5d43d6217b944e548e0f88542d9a2a952e8066e71dca6f0608807f559ebb92a7","sha256:cc74be6b0741084d8d62a9b8d3e5979b6fd91d35022acc2e7ffc2c92a136cfda"],"state_sha256":"8b4f2c477527bad687cd6391ddbcb260f6127372d44762c8d3171ca7118a9151"}