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Integrity report for Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential L\'evy models With Local Volatility

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

arXiv:1608.07863 · pith:2016:XWGAN5Q3FKZOXE6VKWBOXR4GVW

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Last checked

Paper page arXiv integrity.json bundle.json

Detector runs

Findings

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Signed record

The machine-readable record for this paper lives at /pith/XWGAN5Q3/integrity.json. Pith Number bundles also include signed pith.integrity.v1 events where a Pith Number exists.