Pith. sign in
Pith Number

pith:BLKHOR45

pith:2020:BLKHOR45U2WEI65ZXC6OZ3UU2P
not attested not anchored not stored refs pending

PCA for Implied Volatility Surfaces

Andrew Papanicolaou, Brian Healy, George Papanicolaou, Marco Avellaneda

arxiv:2002.00085 v1 · 2020-01-31 · q-fin.ST

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{BLKHOR45U2WEI65ZXC6OZ3UU2P}

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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

Receipt and verification
First computed 2026-07-05T00:37:51.637358Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

0ad477479da6ac447bb9b8bcecee94d3e265f3e168e96f1a1fbc2ba95f0f4c86

Aliases

arxiv: 2002.00085 · arxiv_version: 2002.00085v1 · doi: 10.48550/arxiv.2002.00085 · pith_short_12: BLKHOR45U2WE · pith_short_16: BLKHOR45U2WEI65Z · pith_short_8: BLKHOR45
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/BLKHOR45U2WEI65ZXC6OZ3UU2P \
  | 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: 0ad477479da6ac447bb9b8bcecee94d3e265f3e168e96f1a1fbc2ba95f0f4c86
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "f8afcc2b0376a230383fd185c63fe0ec0ac32c5eb34d5c62ca147ba46ea264ea",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2020-01-31T22:50:58Z",
    "title_canon_sha256": "64aa8914813ba4cce5ab3beb95f67853539ac25801d06a5fe70752d82443f3d3"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2002.00085",
    "kind": "arxiv",
    "version": 1
  }
}