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Pith Number

pith:ARQTYO72

pith:2020:ARQTYO72CHCYKEHHF6ZJMXIVMS
not attested not anchored not stored refs pending

A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics

Gerald H. L. Cheang, Len Patrick Dominic M. Garces

arxiv:2002.10194 v1 · 2020-02-24 · q-fin.MF · q-fin.PR

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\usepackage{pith}
\pithnumber{ARQTYO72CHCYKEHHF6ZJMXIVMS}

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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.
Receipt and verification
First computed 2026-07-05T00:43:15.405004Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

04613c3bfa11c58510e72fb2965d1564b942b2d534a4805e1e348a2f0dddf42c

Aliases

arxiv: 2002.10194 · arxiv_version: 2002.10194v1 · doi: 10.48550/arxiv.2002.10194 · pith_short_12: ARQTYO72CHCY · pith_short_16: ARQTYO72CHCYKEHH · pith_short_8: ARQTYO72
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/ARQTYO72CHCYKEHHF6ZJMXIVMS \
  | 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: 04613c3bfa11c58510e72fb2965d1564b942b2d534a4805e1e348a2f0dddf42c
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "5fa69319c19bdfa42bfb0466fac967d055f263031e3fc7eac0be0606f47b192a",
    "cross_cats_sorted": [
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2020-02-24T12:21:26Z",
    "title_canon_sha256": "30044715dd075dff941d961c3f82482350da579504df7ac6670029c1dc43b96e"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2002.10194",
    "kind": "arxiv",
    "version": 1
  }
}