Pith Number

pith:7FDJT4WB

pith:2017:7FDJT4WBU7G4O2UUN6ST3K5CPG

not attested not anchored not stored refs pending

A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data

Antoine Lejay (TOSCA, IECL), Paolo Pigato (WIAS)

arxiv:1712.08329 v4 · 2017-12-22 · q-fin.CP · math.PR · stat.AP

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{7FDJT4WBU7G4O2UUN6ST3K5CPG}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more

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	2026-05-17T23:53:01.328411Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

f94699f2c1a7cdc76a946fa53daba2799ff052ec781ce291cacb271291c1bc74

Aliases

arxiv: 1712.08329 · arxiv_version: 1712.08329v4 · doi: 10.48550/arxiv.1712.08329 · pith_short_12: 7FDJT4WBU7G4 · pith_short_16: 7FDJT4WBU7G4O2UU · pith_short_8: 7FDJT4WB

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/7FDJT4WBU7G4O2UUN6ST3K5CPG \
  | 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: f94699f2c1a7cdc76a946fa53daba2799ff052ec781ce291cacb271291c1bc74

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "42db0da3f8a94a0574d8d9e7967c27c239fa48f153833f792bf3c1abea23fbd5",
    "cross_cats_sorted": [
      "math.PR",
      "stat.AP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2017-12-22T07:42:13Z",
    "title_canon_sha256": "2ffa98757ae32a949b1b42e3c6f86d9433e8d49685577f4b8826cfa7b0d65ab1"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1712.08329",
    "kind": "arxiv",
    "version": 4
  }
}