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Pith Number

pith:BTAGRFY4

pith:2019:BTAGRFY4EL7OEMXHUQIVT2WKA3
not attested not anchored not stored refs pending

Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach

J\'er\^ome Lelong (DAO)

arxiv:1901.05672 v2 · 2019-01-17 · q-fin.CP · math.PR

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\usepackage{pith}
\pithnumber{BTAGRFY4EL7OEMXHUQIVT2WKA3}

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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 2026-07-05T01:21:45.382097Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

0cc068971c22fee232e7a41159eaca06e697029ccfd5a255ef9449a094c0ead5

Aliases

arxiv: 1901.05672 · arxiv_version: 1901.05672v2 · doi: 10.48550/arxiv.1901.05672 · pith_short_12: BTAGRFY4EL7O · pith_short_16: BTAGRFY4EL7OEMXH · pith_short_8: BTAGRFY4
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/BTAGRFY4EL7OEMXHUQIVT2WKA3 \
  | 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: 0cc068971c22fee232e7a41159eaca06e697029ccfd5a255ef9449a094c0ead5
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "24a0cd9c9797c49eebe81fdbe14189d199bac40bf9568ba3e5f8d3f21e45239e",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2019-01-17T08:02:22Z",
    "title_canon_sha256": "f6d22684b4c7061e0bcfafb8d81e5f5ae68a54c0fecdc536e101274467015f30"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1901.05672",
    "kind": "arxiv",
    "version": 2
  }
}