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Pith Number

pith:27V5EW4S

pith:2015:27V5EW4SKBKK2RNLZQTYBKELEX
not attested not anchored not stored refs pending

Arbitrage, hedging and utility maximization using semi-static trading strategies with American options

Erhan Bayraktar, Zhou Zhou

arxiv:1502.06681 v5 · 2015-02-24 · q-fin.MF · math.OC · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{27V5EW4SKBKK2RNLZQTYBKELEX}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp
2 Internet Archive
3 Author claim open · sign in to claim
4 Citations open
5 Replications open
Portable graph bundle live · download bundle · merged state
The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.
Receipt and verification
First computed 2026-05-18T01:21:13.527303Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

d7ebd25b925054ad45abcc2780a88b25cc785c6e04e1ac9471c5953b333dd335

Aliases

arxiv: 1502.06681 · arxiv_version: 1502.06681v5 · doi: 10.48550/arxiv.1502.06681 · pith_short_12: 27V5EW4SKBKK · pith_short_16: 27V5EW4SKBKK2RNL · pith_short_8: 27V5EW4S
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/27V5EW4SKBKK2RNLZQTYBKELEX \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: d7ebd25b925054ad45abcc2780a88b25cc785c6e04e1ac9471c5953b333dd335
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "b8da5f170700a2bacdf4cfb5013097b80388079fad1104edcab075cbf3f5a4c3",
    "cross_cats_sorted": [
      "math.OC",
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2015-02-24T03:15:42Z",
    "title_canon_sha256": "772eef1138f431d0dc128f9cf46bbd8d9abd4eef2ef234934704756654ae8a1f"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1502.06681",
    "kind": "arxiv",
    "version": 5
  }
}