Pith. sign in
Pith Number

pith:4UYQA2JU

pith:2019:4UYQA2JULXNPZTVNWL2CCUYM7H
not attested not anchored not stored refs pending

A lognormal type stochastic volatility model with quadratic drift

Peter Carr, Sander Willems

arxiv:1908.07417 v1 · 2019-08-20 · q-fin.MF · q-fin.CP · q-fin.PR · q-fin.RM

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{4UYQA2JULXNPZTVNWL2CCUYM7H}

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 2026-07-04T23:58:34.271778Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

e5310069345ddafcceadb2f421530cf9e80a51153ad7c327aa6f1dd1fe200bef

Aliases

arxiv: 1908.07417 · arxiv_version: 1908.07417v1 · doi: 10.48550/arxiv.1908.07417 · pith_short_12: 4UYQA2JULXNP · pith_short_16: 4UYQA2JULXNPZTVN · pith_short_8: 4UYQA2JU
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/4UYQA2JULXNPZTVNWL2CCUYM7H \
  | 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: e5310069345ddafcceadb2f421530cf9e80a51153ad7c327aa6f1dd1fe200bef
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "2d8318c1c2c76010632d77f7383396e8e7d2967b5a25bc98089d567771321bdb",
    "cross_cats_sorted": [
      "q-fin.CP",
      "q-fin.PR",
      "q-fin.RM"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2019-08-20T15:12:38Z",
    "title_canon_sha256": "de46d7bd337862eae10a9c2868ed71dc9fcce1aee3ad02901ee09aca6faa493b"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1908.07417",
    "kind": "arxiv",
    "version": 1
  }
}