pith. sign in
Pith Number

pith:CJ5FYSBK

pith:2016:CJ5FYSBKPGU3TAB5C2LSB7IHMH
not attested not anchored not stored refs pending

Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs

Christoph Czichowsky, Junjian Yang, R\'emi Peyre, Walter Schachermayer

arxiv:1608.01415 v1 · 2016-08-04 · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{CJ5FYSBKPGU3TAB5C2LSB7IHMH}

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 2026-05-18T01:09:52.508176Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

127a5c482a79a9b9803d169720fd0761d4af3845fe580a42ef031a70a17b0b28

Aliases

arxiv: 1608.01415 · arxiv_version: 1608.01415v1 · doi: 10.48550/arxiv.1608.01415 · pith_short_12: CJ5FYSBKPGU3 · pith_short_16: CJ5FYSBKPGU3TAB5 · pith_short_8: CJ5FYSBK
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/CJ5FYSBKPGU3TAB5C2LSB7IHMH \
  | 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: 127a5c482a79a9b9803d169720fd0761d4af3845fe580a42ef031a70a17b0b28
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "b5d54893573ef5e06b3155820707c7754a4a59be4a548b788e53e85f2f02bf13",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2016-08-04T02:08:45Z",
    "title_canon_sha256": "2b0fc654c1e8cf9d098f0625921021a87b223d375fc9745bb2cf057013218bad"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1608.01415",
    "kind": "arxiv",
    "version": 1
  }
}