Pith Number

pith:AQNFHHWT

pith:2021:AQNFHHWTQHS4OTMFFTJ3DA7WLG

not attested not anchored not stored refs pending

Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions

Matthew Lorig, Peter Carr, Roger Lee

arxiv:2107.00554 v1 · 2021-07-01 · q-fin.MF

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{AQNFHHWTQHS4OTMFFTJ3DA7WLG}

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	2026-07-05T02:54:25.742114Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

041a539ed381e5c74d852cd3b183f65984acc9c6186dd3271f12f3273d5353d1

Aliases

arxiv: 2107.00554 · arxiv_version: 2107.00554v1 · doi: 10.48550/arxiv.2107.00554 · pith_short_12: AQNFHHWTQHS4 · pith_short_16: AQNFHHWTQHS4OTMF · pith_short_8: AQNFHHWT

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/AQNFHHWTQHS4OTMFFTJ3DA7WLG \
  | 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: 041a539ed381e5c74d852cd3b183f65984acc9c6186dd3271f12f3273d5353d1

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "6f5848dd14f9badbc4616cf9fc8800c63d3d1ca22b3015a32af1c3cbd0e33569",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2021-07-01T15:49:23Z",
    "title_canon_sha256": "630778129278ddaa10ead1c8f9c1fa529db648677e50688e39a9668b512da023"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2107.00554",
    "kind": "arxiv",
    "version": 1
  }
}