pith. sign in
Pith Number

pith:5TJNDJFK

pith:2016:5TJNDJFKUPFW5C54GDMMUARA4O
not attested not anchored not stored refs pending

Disentangling wrong-way risk: pricing CVA via change of measures and drift adjustment

Damiano Brigo, Fr\'ed\'eric Vrins

arxiv:1611.02877 v1 · 2016-11-09 · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{5TJNDJFKUPFW5C54GDMMUARA4O}

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 2026-05-18T00:59:43.332977Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

ecd2d1a4aaa3cb6e8bbc30d8ca0220e382a363bf43a700ab6215b167b9b8225d

Aliases

arxiv: 1611.02877 · arxiv_version: 1611.02877v1 · doi: 10.48550/arxiv.1611.02877 · pith_short_12: 5TJNDJFKUPFW · pith_short_16: 5TJNDJFKUPFW5C54 · pith_short_8: 5TJNDJFK
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/5TJNDJFKUPFW5C54GDMMUARA4O \
  | 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: ecd2d1a4aaa3cb6e8bbc30d8ca0220e382a363bf43a700ab6215b167b9b8225d
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "958077bfddb6f1c1ae88d91fd39a3e03b8cef232bfe1f526eb2cc75c869fe6cb",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2016-11-09T10:15:10Z",
    "title_canon_sha256": "46d56d494f8dce84ea79b78f81bd02266efcbfe23e5495bdfb5f64c8977b0d9f"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1611.02877",
    "kind": "arxiv",
    "version": 1
  }
}