Pith Number

pith:APQ3W5MT

pith:2023:APQ3W5MTI73OQLL7OSFGZCHYIO

not attested not anchored not stored refs pending

Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin calculus approach

Jan Posp\'i\v{s}il, Josep Vives, Mishari Al-Foraih, \`Oscar Bur\'es

arxiv:2312.00405 v2 · 2023-12-01 · q-fin.MF

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\usepackage{pith}
\pithnumber{APQ3W5MTI73OQLL7OSFGZCHYIO}

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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.

Cited by

1 paper in Pith

Functional integration by parts formulae for stochastic Volterra processes

Receipt and verification

First computed	2026-07-05T11:31:37.357153Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

03e1bb759347f6e82d7f748a6c88f843b359456833fe5ec90d2a3b348e02a2c6

Aliases

arxiv: 2312.00405 · arxiv_version: 2312.00405v2 · doi: 10.48550/arxiv.2312.00405 · pith_short_12: APQ3W5MTI73O · pith_short_16: APQ3W5MTI73OQLL7 · pith_short_8: APQ3W5MT

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/APQ3W5MTI73OQLL7OSFGZCHYIO \
  | 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: 03e1bb759347f6e82d7f748a6c88f843b359456833fe5ec90d2a3b348e02a2c6

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "e7b6a5fd7f7640052097ef923fe8650d1260a5e5a9b6785c00856d8e513055cb",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2023-12-01T07:55:04Z",
    "title_canon_sha256": "330ff98e7ca1a660768156d35bd34267a153ab0f65f54a5b8e20537a4e78897a"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2312.00405",
    "kind": "arxiv",
    "version": 2
  }
}