Pith Number

pith:CK3FKHIB

pith:2017:CK3FKHIBYHM2I7I6NGHCPJQHU4

not attested not anchored not stored refs pending

Short-time near-the-money skew in rough fractional volatility models

Archil Gulisashvili, Benjamin Stemper, Blanka Horvath, Christian Bayer, Peter K. Friz

arxiv:1703.05132 v2 · 2017-03-15 · q-fin.PR · math.PR

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{CK3FKHIBYHM2I7I6NGHCPJQHU4}

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	2026-05-18T00:21:41.183675Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

12b6551d01c1d9a47d1e698e27a607a7083cdddbea57a7aae1cb0ba061b287bd

Aliases

arxiv: 1703.05132 · arxiv_version: 1703.05132v2 · doi: 10.48550/arxiv.1703.05132 · pith_short_12: CK3FKHIBYHM2 · pith_short_16: CK3FKHIBYHM2I7I6 · pith_short_8: CK3FKHIB

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/CK3FKHIBYHM2I7I6NGHCPJQHU4 \
  | 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: 12b6551d01c1d9a47d1e698e27a607a7083cdddbea57a7aae1cb0ba061b287bd

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "2cbe2bdef87716549174abc48e82148edf7eda08f46ae9b4a72d3d3d81212741",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2017-03-15T13:04:04Z",
    "title_canon_sha256": "b31643a755a50faadf473e3eea307a0603e2884e5b0d5cb92056c544a4e9d6b2"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1703.05132",
    "kind": "arxiv",
    "version": 2
  }
}