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Pith Number

pith:D7WYGZMK

pith:2015:D7WYGZMKU3MEBTOMSYSR2SD7YW
not attested not anchored not stored refs pending

Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium

Takuji Arai

arxiv:1506.01477 v1 · 2015-06-04 · q-fin.MF · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{D7WYGZMKU3MEBTOMSYSR2SD7YW}

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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.
Receipt and verification
First computed 2026-05-18T01:57:41.324625Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

1fed83658aa6d840cdcc96251d487fc5a976a1915a944718b6fd4dad0fb5f6b6

Aliases

arxiv: 1506.01477 · arxiv_version: 1506.01477v1 · doi: 10.48550/arxiv.1506.01477 · pith_short_12: D7WYGZMKU3ME · pith_short_16: D7WYGZMKU3MEBTOM · pith_short_8: D7WYGZMK
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/D7WYGZMKU3MEBTOMSYSR2SD7YW \
  | 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: 1fed83658aa6d840cdcc96251d487fc5a976a1915a944718b6fd4dad0fb5f6b6
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "052e1cd68b4fa0bfa743157174946680ef983ea28b9e94a89bedeefc8cbce503",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2015-06-04T06:55:50Z",
    "title_canon_sha256": "ad867e8a0fe8e7317e2ac43dee8645df2b09a98142441d47107e535249852b56"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1506.01477",
    "kind": "arxiv",
    "version": 1
  }
}