Pith Number

pith:2KRY7KPD

pith:2015:2KRY7KPDKVVEGHSUIEO7ZOCVIR

not attested not anchored not stored refs pending

Implied volatility in strict local martingale models

Antoine Jacquier, Martin Keller-Ressel

arxiv:1508.04351 v1 · 2015-08-18 · q-fin.MF · math.PR

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{2KRY7KPDKVVEGHSUIEO7ZOCVIR}

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	2026-05-18T01:35:05.549313Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

d2a38fa9e3556a431e54411dfcb855447440c6a1139cc1563a77ef5a172882e8

Aliases

arxiv: 1508.04351 · arxiv_version: 1508.04351v1 · doi: 10.48550/arxiv.1508.04351 · pith_short_12: 2KRY7KPDKVVE · pith_short_16: 2KRY7KPDKVVEGHSU · pith_short_8: 2KRY7KPD

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/2KRY7KPDKVVEGHSUIEO7ZOCVIR \
  | 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: d2a38fa9e3556a431e54411dfcb855447440c6a1139cc1563a77ef5a172882e8

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "0b0ada06ff282e38adbf993707aee9054e8a50b2ff5c463ab8d0d74d37e9d67a",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2015-08-18T15:27:55Z",
    "title_canon_sha256": "c0771a145049b4f462ab5b5a388d4e5f0abc457ed6d69d986ca5f5fd007a9adc"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1508.04351",
    "kind": "arxiv",
    "version": 1
  }
}