pith. sign in
Pith Number

pith:AYKGNFU7

pith:2016:AYKGNFU7SU7DS6RUERYBEPIJP4
not attested not anchored not stored refs pending

Semi-analytic path integral solution of SABR and Heston equations: pricing Vanilla and Asian options

Jan Kuklinski, Kevin Tyloo

arxiv:1605.00307 v1 · 2016-05-01 · q-fin.CP · q-fin.MF · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{AYKGNFU7SU7DS6RUERYBEPIJP4}

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 2026-05-18T01:15:56.220663Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

061466969f953e397a342470123d097f1b29d0639c6f616ad58267a9bdfb3ddf

Aliases

arxiv: 1605.00307 · arxiv_version: 1605.00307v1 · doi: 10.48550/arxiv.1605.00307 · pith_short_12: AYKGNFU7SU7D · pith_short_16: AYKGNFU7SU7DS6RU · pith_short_8: AYKGNFU7
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/AYKGNFU7SU7DS6RUERYBEPIJP4 \
  | 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: 061466969f953e397a342470123d097f1b29d0639c6f616ad58267a9bdfb3ddf
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "ddeb7606fc1d0f5fe3cb3022e62219e45893373e0373dcab0f899d4e5171eb20",
    "cross_cats_sorted": [
      "q-fin.MF",
      "q-fin.PR"
    ],
    "license": "http://creativecommons.org/licenses/by-nc-sa/4.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2016-05-01T20:50:32Z",
    "title_canon_sha256": "e5c6804bfe20c89d6b44454a0462a5dbb64a6247e52dc36c4173d9174c973baf"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1605.00307",
    "kind": "arxiv",
    "version": 1
  }
}