pith. sign in
Pith Number

pith:DQWFN4CZ

pith:2011:DQWFN4CZGJVD2MHN2LNAYNSTN6
not attested not anchored not stored refs pending

Discretely sampled variance and volatility swaps versus their continuous approximations

Martin Larsson, Philip Protter, Robert Jarrow, Younes Kchia

arxiv:1103.1374 v1 · 2011-03-07 · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{DQWFN4CZGJVD2MHN2LNAYNSTN6}

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 2026-05-18T04:27:16.559754Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

1c2c56f059326a3d30edd2da0c36536faef49f75556fd7f01dc1ab9511449ea6

Aliases

arxiv: 1103.1374 · arxiv_version: 1103.1374v1 · doi: 10.48550/arxiv.1103.1374 · pith_short_12: DQWFN4CZGJVD · pith_short_16: DQWFN4CZGJVD2MHN · pith_short_8: DQWFN4CZ
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/DQWFN4CZGJVD2MHN2LNAYNSTN6 \
  | 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: 1c2c56f059326a3d30edd2da0c36536faef49f75556fd7f01dc1ab9511449ea6
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "4769e8cba420b39477503c042592eb89c1bf36a66f511fb7978f342ee57e8985",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.PR",
    "submitted_at": "2011-03-07T20:56:09Z",
    "title_canon_sha256": "cf6bb2ef7385954c92323e410f6c8fc84dee500b40866e158aaff7988ef8168b"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1103.1374",
    "kind": "arxiv",
    "version": 1
  }
}