Pith Number

pith:2L3RS6HF

pith:2020:2L3RS6HFMUPPJ7NNBZD6DQFV2M

not attested not anchored not stored refs pending

Simulation of conditional expectations under fast mean-reverting stochastic volatility models

Andrei Cozma, Christoph Reisinger

arxiv:2012.09726 v2 · 2020-12-17 · math.NA · cs.NA · q-fin.CP

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{2L3RS6HFMUPPJ7NNBZD6DQFV2M}

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	2026-07-05T03:21:41.387002Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

d2f71978e5651ef4fdad0e47e1c0b5d32c2ba45962a1cd99dfff594143091bd9

Aliases

arxiv: 2012.09726 · arxiv_version: 2012.09726v2 · doi: 10.48550/arxiv.2012.09726 · pith_short_12: 2L3RS6HFMUPP · pith_short_16: 2L3RS6HFMUPPJ7NN · pith_short_8: 2L3RS6HF

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/2L3RS6HFMUPPJ7NNBZD6DQFV2M \
  | 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: d2f71978e5651ef4fdad0e47e1c0b5d32c2ba45962a1cd99dfff594143091bd9

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "548ba5d9a5ff8e4efa40fc6ab94c93ef14d240e828974abe3dd2cb832a5b2a02",
    "cross_cats_sorted": [
      "cs.NA",
      "q-fin.CP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.NA",
    "submitted_at": "2020-12-17T16:44:07Z",
    "title_canon_sha256": "9c0d839f08b9067450f09d35411d0312f6f748de28e8d9a4022b1a4befe6da24"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2012.09726",
    "kind": "arxiv",
    "version": 2
  }
}