Pith Number

pith:E2QNCRWU

pith:2018:E2QNCRWUQS2KWNUJ6HNKQA3KED

not attested not anchored not stored refs pending

A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model

Olesya Grishchenko, Victor Nistor, Xiao Han

arxiv:1812.09904 v1 · 2018-12-24 · q-fin.CP · math.AP · math.NA

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{E2QNCRWUQS2KWNUJ6HNKQA3KED}

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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	2026-05-17T23:57:26.458627Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

26a0d146d484b4ab3689f1daa8036a20ea9a63dba8c7b37ec4422f97c2e76294

Aliases

arxiv: 1812.09904 · arxiv_version: 1812.09904v1 · doi: 10.48550/arxiv.1812.09904 · pith_short_12: E2QNCRWUQS2K · pith_short_16: E2QNCRWUQS2KWNUJ · pith_short_8: E2QNCRWU

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/E2QNCRWUQS2KWNUJ6HNKQA3KED \
  | 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: 26a0d146d484b4ab3689f1daa8036a20ea9a63dba8c7b37ec4422f97c2e76294

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "e171a2be0a09e8d607ab2ca9335d49813de7355dde672a3a39a784ecd278dc49",
    "cross_cats_sorted": [
      "math.AP",
      "math.NA"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2018-12-24T12:05:38Z",
    "title_canon_sha256": "21d97eaffabc2b734f8da3cc2b0cedd825b390f08e52da179be300e805d23024"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1812.09904",
    "kind": "arxiv",
    "version": 1
  }
}