{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:XSH3QFC42VME5BR3CPBHPGCRGH","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":"b318dfd37ae2dc5a105b4f4b4afa7dedcf26856272a0b6a1e12929a500079dbc","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-01-12T03:13:54Z","title_canon_sha256":"fb0c83a98e0d3232756ede92840941615df375c7b4d7426b38e021cbd3b37083"},"schema_version":"1.0","source":{"id":"1801.04045","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1801.04045","created_at":"2026-05-18T00:26:12Z"},{"alias_kind":"arxiv_version","alias_value":"1801.04045v1","created_at":"2026-05-18T00:26:12Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1801.04045","created_at":"2026-05-18T00:26:12Z"},{"alias_kind":"pith_short_12","alias_value":"XSH3QFC42VME","created_at":"2026-05-18T12:33:01Z"},{"alias_kind":"pith_short_16","alias_value":"XSH3QFC42VME5BR3","created_at":"2026-05-18T12:33:01Z"},{"alias_kind":"pith_short_8","alias_value":"XSH3QFC4","created_at":"2026-05-18T12:33:01Z"}],"graph_snapshots":[{"event_id":"sha256:af195e55be5c7e4f6b464c31cc088b3b98145ddbc959bd0a8c60e037dea5c3e5","target":"graph","created_at":"2026-05-18T00:26:12Z","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 is a continuation of Akahori-Barsotti-Imamura (2017) and where the authors i) showed that a payment at a random time, which we call timing risk, is decomposed into an integral of static positions of knock-in type barrier options, ii) proposed an iteration of static hedge of a timing risk by regarding the hedging error by a static hedge strategy of Bowie-Carr type with respect to a barrier option as a timing risk, and iii) showed that the error converges to zero by infinitely many times of iteration under a condition on the integrability of a relevant function. Even though many diffu","authors_text":"Flavia Barsotti, Jiro Akahori, Yuri Imamura","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-01-12T03:13:54Z","title":"Asymptotic Static Hedge via Symmetrization"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.04045","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":"sha256:03c1c29b27153ffd107055690db50811965bd26ad616ab16b7436e1eeba74fd3","target":"record","created_at":"2026-05-18T00:26:12Z","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":"b318dfd37ae2dc5a105b4f4b4afa7dedcf26856272a0b6a1e12929a500079dbc","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2018-01-12T03:13:54Z","title_canon_sha256":"fb0c83a98e0d3232756ede92840941615df375c7b4d7426b38e021cbd3b37083"},"schema_version":"1.0","source":{"id":"1801.04045","kind":"arxiv","version":1}},"canonical_sha256":"bc8fb8145cd5584e863b13c277985131c746bdc4917626f10b29e70fb3a6e706","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"bc8fb8145cd5584e863b13c277985131c746bdc4917626f10b29e70fb3a6e706","first_computed_at":"2026-05-18T00:26:12.059205Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:26:12.059205Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"6P6c33vsBL22eVr4xSifjpdBvcTXuh80iURAnT7u3QPHwViwgIn37uPKBcyutZQykxfoE+FhgWnKyhcsszHHCw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:26:12.059695Z","signed_message":"canonical_sha256_bytes"},"source_id":"1801.04045","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:03c1c29b27153ffd107055690db50811965bd26ad616ab16b7436e1eeba74fd3","sha256:af195e55be5c7e4f6b464c31cc088b3b98145ddbc959bd0a8c60e037dea5c3e5"],"state_sha256":"46a53037dffdcf7dea428be107d0694df97f62e113be58feda11ecf293e744af"}