pith. sign in
Pith Number

pith:2VKGEF5H

pith:2017:2VKGEF5HI6G372ELTZT4LB3W6B
not attested not anchored not stored refs pending

The implied volatility of Forward-Start options: ATM short-time level, skew and curvature

Antoine Jacquier, Elisa Alos, Jorge Leon

arxiv:1710.11232 v1 · 2017-10-30 · q-fin.PR · q-fin.CP

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{2VKGEF5HI6G372ELTZT4LB3W6B}

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 2026-05-18T00:31:44.523193Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

d5546217a7478dbfe88b9e67c58776f049bd6fe5c23c2067b8834655f5f2904d

Aliases

arxiv: 1710.11232 · arxiv_version: 1710.11232v1 · doi: 10.48550/arxiv.1710.11232 · pith_short_12: 2VKGEF5HI6G3 · pith_short_16: 2VKGEF5HI6G372EL · pith_short_8: 2VKGEF5H
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/2VKGEF5HI6G372ELTZT4LB3W6B \
  | 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: d5546217a7478dbfe88b9e67c58776f049bd6fe5c23c2067b8834655f5f2904d
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "e154a219042a85ccf0c5070e49235dd638ad6a2012042c07d0fe764006cb9fd1",
    "cross_cats_sorted": [
      "q-fin.CP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2017-10-30T20:40:15Z",
    "title_canon_sha256": "c37ef6164381071a5a4fe73b1c9ed9c3b26b531f8157ef789ba0fec14b99d2f3"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1710.11232",
    "kind": "arxiv",
    "version": 1
  }
}