Pith Number

pith:DCJWNIVS

pith:2015:DCJWNIVSLVBMY2EAML27FRPGZN

not attested not anchored not stored refs pending

Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model

Shane Chern, Shenghong Li, Wei Lin, Xingguo Luo

arxiv:1510.01172 v2 · 2015-10-05 · q-fin.CP

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{DCJWNIVSLVBMY2EAML27FRPGZN}

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	2026-05-18T01:27:53.458662Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

189366a2b25d42cc688062f5f2c5e6cb64321847a6ca8ce92f68b26c7a35772c

Aliases

arxiv: 1510.01172 · arxiv_version: 1510.01172v2 · doi: 10.48550/arxiv.1510.01172 · pith_short_12: DCJWNIVSLVBM · pith_short_16: DCJWNIVSLVBMY2EA · pith_short_8: DCJWNIVS

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/DCJWNIVSLVBMY2EAML27FRPGZN \
  | 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: 189366a2b25d42cc688062f5f2c5e6cb64321847a6ca8ce92f68b26c7a35772c

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "4cf6969203b0699e54ae7e9b20b53a4deef26ce5bd6bbb8e91ef35bf3dddafcd",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2015-10-05T14:46:22Z",
    "title_canon_sha256": "134f6a6c733dbb3806a0755528f34820973f0fb436a31145cedf4fe0081f9061"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1510.01172",
    "kind": "arxiv",
    "version": 2
  }
}