Pith Number

pith:6GLXYTW7

pith:2004:6GLXYTW7MT3TZDDCUDLDHLN6P3

not attested not anchored not stored refs pending

Indifference pricing and hedging in stochastic volatility models

M. R. Grasselli, T. R. Hurd

arxiv:math/0404447 v1 · 2004-04-24 · math.PR · math.OC · q-fin.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{6GLXYTW7MT3TZDDCUDLDHLN6P3}

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	2026-07-04T15:33:02.452725Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

f1977c4edf64f73c8c62a0d633adbe7ed2365641e7e9030732a2dc58c6e7298d

Aliases

arxiv: math/0404447 · arxiv_version: math/0404447v1 · doi: 10.48550/arxiv.math/0404447 · pith_short_12: 6GLXYTW7MT3T · pith_short_16: 6GLXYTW7MT3TZDDC · pith_short_8: 6GLXYTW7

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/6GLXYTW7MT3TZDDCUDLDHLN6P3 \
  | 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: f1977c4edf64f73c8c62a0d633adbe7ed2365641e7e9030732a2dc58c6e7298d

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "45e15820b72e090a28485f4830e9b9d8ba231d088caea81fe241dba9e0638c6b",
    "cross_cats_sorted": [
      "math.OC",
      "q-fin.PR"
    ],
    "license": "",
    "primary_cat": "math.PR",
    "submitted_at": "2004-04-24T19:01:28Z",
    "title_canon_sha256": "8e272717b9513cabb1de7e87a01a1fb3348f98c0a999c7e352718fe81e863af7"
  },
  "schema_version": "1.0",
  "source": {
    "id": "math/0404447",
    "kind": "arxiv",
    "version": 1
  }
}