Pith Number

pith:6FFAF6BV

pith:2017:6FFAF6BVAFRPVL3BZF4XA4JIWV

not attested not anchored not stored refs pending

Rough volatility: evidence from option prices

Andrea Pallavicini, Giulia Livieri, Mathieu Rosenbaum, Saad Mouti

arxiv:1702.02777 v1 · 2017-02-09 · q-fin.ST · q-fin.MF

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{6FFAF6BVAFRPVL3BZF4XA4JIWV}

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	2026-05-18T00:51:02.528800Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

f14a02f8350162faaf61c979707128b5417b8de6ffef20cb7ea36b04997bcd79

Aliases

arxiv: 1702.02777 · arxiv_version: 1702.02777v1 · doi: 10.48550/arxiv.1702.02777 · pith_short_12: 6FFAF6BVAFRP · pith_short_16: 6FFAF6BVAFRPVL3B · pith_short_8: 6FFAF6BV

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/6FFAF6BVAFRPVL3BZF4XA4JIWV \
  | 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: f14a02f8350162faaf61c979707128b5417b8de6ffef20cb7ea36b04997bcd79

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "f06ca5336fca9cca22b4379e8940d7e599a591dc7f7ce8a7519a546e4b10fa50",
    "cross_cats_sorted": [
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2017-02-09T10:08:38Z",
    "title_canon_sha256": "c86f0154332d8be48f22307f4ecf4f9eb47033e30879e9c3c0fbc1d094f0749d"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1702.02777",
    "kind": "arxiv",
    "version": 1
  }
}