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Pith Number

pith:DDO5KHMJ

pith:2011:DDO5KHMJCP3RROG3G3TK74P7OL
not attested not anchored not stored refs pending

Power Series Representations for European Option Prices under Stochastic Volatility Models

Giorgio Ferrari, Lucia Caramellino, Roberta Piersimoni

arxiv:1105.0068 v2 · 2011-04-30 · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{DDO5KHMJCP3RROG3G3TK74P7OL}

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 2026-05-18T04:19:21.572665Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

18ddd51d8913f718b8db36e6aff1ff72f5be10b6621f37d235a3adfa66610d1b

Aliases

arxiv: 1105.0068 · arxiv_version: 1105.0068v2 · doi: 10.48550/arxiv.1105.0068 · pith_short_12: DDO5KHMJCP3R · pith_short_16: DDO5KHMJCP3RROG3 · pith_short_8: DDO5KHMJ
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/DDO5KHMJCP3RROG3G3TK74P7OL \
  | 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: 18ddd51d8913f718b8db36e6aff1ff72f5be10b6621f37d235a3adfa66610d1b
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "996a8091c7d046fbacc6951b42f5550fbb0d565e0101f9ba1f4c4f33d4dd3db4",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2011-04-30T10:10:49Z",
    "title_canon_sha256": "f9393dfa4225280d10986e5f9cdb8ca9659dcd0ade2af94d9ee567ce677b4cba"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1105.0068",
    "kind": "arxiv",
    "version": 2
  }
}