Pith Number

pith:4OJF5UCV

pith:2024:4OJF5UCVBL6HVX46FNH2NATH72

not attested not anchored not stored refs pending

Multivariate Rough Volatility

Giacomo Giorgio, Paolo Pigato, Ranieri Dugo

arxiv:2412.14353 v4 · 2024-12-18 · q-fin.ST

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{4OJF5UCVBL6HVX46FNH2NATH72}

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.

Cited by

1 paper in Pith

Multivariate Rough Volatility

Receipt and verification

First computed	2026-05-20T00:05:26.633938Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

e3925ed0550afc7adf9e2b4fa68267feab636a7f3f82a039b611095704bc7d9b

Aliases

arxiv: 2412.14353 · arxiv_version: 2412.14353v4 · doi: 10.48550/arxiv.2412.14353 · pith_short_12: 4OJF5UCVBL6H · pith_short_16: 4OJF5UCVBL6HVX46 · pith_short_8: 4OJF5UCV

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/4OJF5UCVBL6HVX46FNH2NATH72 \
  | 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: e3925ed0550afc7adf9e2b4fa68267feab636a7f3f82a039b611095704bc7d9b

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "faec375643bb2ce32cc18c012f7722dbb79cbfad61c52b7cf4f7bf96a4e73723",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2024-12-18T21:40:36Z",
    "title_canon_sha256": "236dce7ea0c9b1ac3e9050ccc90ab9411d7fd052bd693c628de878b8aa878d38"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2412.14353",
    "kind": "arxiv",
    "version": 4
  }
}