Pith Number

pith:CHON4WMJ

pith:2019:CHON4WMJKQT265H5225MB3INIH

not attested not anchored not stored refs pending

On deep calibration of (rough) stochastic volatility models

Aitor Muguruza, Benjamin Stemper, Blanka Horvath, Christian Bayer, Mehdi Tomas

arxiv:1908.08806 v1 · 2019-08-22 · q-fin.MF

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\usepackage{pith}
\pithnumber{CHON4WMJKQT265H5225MB3INIH}

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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

4 papers in Pith

Signature-based identification of volatility models from path geometry

Robust financial calibration: a Bayesian approach for neural SDEs

Multivariate Rough Volatility

Deep Learning-Enhanced Calibration of the Heston Model: A Unified Framework

Receipt and verification

First computed	2026-07-04T23:59:24.163885Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

11dcde59895427af74fdd6bac0ed0d41e5766d253f531b830a99c855f2e2fea1

Aliases

arxiv: 1908.08806 · arxiv_version: 1908.08806v1 · doi: 10.48550/arxiv.1908.08806 · pith_short_12: CHON4WMJKQT2 · pith_short_16: CHON4WMJKQT265H5 · pith_short_8: CHON4WMJ

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/CHON4WMJKQT265H5225MB3INIH \
  | 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: 11dcde59895427af74fdd6bac0ed0d41e5766d253f531b830a99c855f2e2fea1

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "da9327344e6589cf6d2780c33302b395a92d770fc1b503c836402313e26e2149",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2019-08-22T16:59:24Z",
    "title_canon_sha256": "afda6c1001ce31a3056c20aece6b3b6f0dba2b3ba5d0ffb24fbcfeedb4cece24"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1908.08806",
    "kind": "arxiv",
    "version": 1
  }
}