pith. sign in
Pith Number

pith:6NTQ5CEG

pith:2016:6NTQ5CEG5OSVDM53CKYGMDLKVT
not attested not anchored not stored refs pending

No-arbitrage bounds for the forward smile given marginals

Antoine Jacquier, Daphne Qing Liu, Patrick Roome, Sergey Badikov

arxiv:1603.06389 v2 · 2016-03-21 · q-fin.PR · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{6NTQ5CEG5OSVDM53CKYGMDLKVT}

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 2026-05-18T01:03:06.111764Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

f3670e8886eba551b3bb12b0660d6aacf17bb116bb849a05a766ddb0e43b1108

Aliases

arxiv: 1603.06389 · arxiv_version: 1603.06389v2 · doi: 10.48550/arxiv.1603.06389 · pith_short_12: 6NTQ5CEG5OSV · pith_short_16: 6NTQ5CEG5OSVDM53 · pith_short_8: 6NTQ5CEG
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/6NTQ5CEG5OSVDM53CKYGMDLKVT \
  | 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: f3670e8886eba551b3bb12b0660d6aacf17bb116bb849a05a766ddb0e43b1108
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "406bff9bd7d40eefe465956d6e4f440518944c4b3769cd92f33d2ca520766c94",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2016-03-21T11:27:54Z",
    "title_canon_sha256": "20518302974bc4ca1b0b0a446e43c460dcbe6bc2b5446b338c4e4e16104490d3"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1603.06389",
    "kind": "arxiv",
    "version": 2
  }
}