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Integrity report for A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model

A machine-verified record of the checks Pith has run against this paper: detector runs, findings, signed bundle events, and canonical identifiers.

arXiv:1812.09904 · pith:2018:E2QNCRWUQS2KWNUJ6HNKQA3KED

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Paper page arXiv integrity.json bundle.json

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Signed record

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