Pith Number

pith:ADJD2SS3

pith:2015:ADJD2SS3USR7GNR43DBBISHHWV

not attested not anchored not stored refs pending

Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations & Implied Sharpe Ratio

Matthew Lorig, Ronnie Sircar

arxiv:1506.06180 v1 · 2015-06-19 · q-fin.CP

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{ADJD2SS3USR7GNR43DBBISHHWV}

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	2026-05-18T01:41:58.520859Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

00d23d4a5ba4a3f3363cd8c21448e7b556a8cb4ed0228d104ce074753a38c021

Aliases

arxiv: 1506.06180 · arxiv_version: 1506.06180v1 · doi: 10.48550/arxiv.1506.06180 · pith_short_12: ADJD2SS3USR7 · pith_short_16: ADJD2SS3USR7GNR4 · pith_short_8: ADJD2SS3

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/ADJD2SS3USR7GNR43DBBISHHWV \
  | 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: 00d23d4a5ba4a3f3363cd8c21448e7b556a8cb4ed0228d104ce074753a38c021

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "5c5bdf2b4ce2fe8b3150e6d42bbd2fca81398d967916700b29d5f0bd050a95db",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2015-06-19T23:30:14Z",
    "title_canon_sha256": "68f52e57fe9756500a6796eb789f00a3e15306a42dff41bb08c32d265c517daa"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1506.06180",
    "kind": "arxiv",
    "version": 1
  }
}