{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2012:ECDUTOYOZZFXSFSKXPMHPAVLGG","short_pith_number":"pith:ECDUTOYO","schema_version":"1.0","canonical_sha256":"208749bb0ece4b79164abbd87782ab31b4aebc9ea4ce39317b6483f419e1fe2b","source":{"kind":"arxiv","id":"1205.2866","version":1},"attestation_state":"computed","paper":{"title":"The fractional volatility model: No-arbitrage, leverage and completeness","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"A.M. Rodrigues, M. J. Oliveira, R. Vilela Mendes","submitted_at":"2012-05-13T14:21:24Z","abstract_excerpt":"Based on a criterion of mathematical simplicity and consistency with empirical market data, a stochastic volatility model has been obtained with the volatility process driven by fractional noise. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behavior. Here, the no-arbitrage and completeness properties of the models are studied."},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1205.2866","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-05-13T14:21:24Z","cross_cats_sorted":[],"title_canon_sha256":"62de5844cad644b6a2d67c7ee2170c15dc462f902404cfa278a33c47ec294653","abstract_canon_sha256":"72748854a3e2661c5ed5889275c8bb9b0d55dddb8b457bde251ea6fcbf0b1459"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:57:32.799693Z","signature_b64":"qtlrc6ICReIAV/GWaqM2ZeUs0EyVsgE+ZPJToPPoRW+OamTvMe67Dd8YWoTY6hVBN7PRSIMaBmwP6qfj7X7sDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"208749bb0ece4b79164abbd87782ab31b4aebc9ea4ce39317b6483f419e1fe2b","last_reissued_at":"2026-05-18T01:57:32.799208Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:57:32.799208Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"The fractional volatility model: No-arbitrage, leverage and completeness","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"A.M. Rodrigues, M. J. Oliveira, R. Vilela Mendes","submitted_at":"2012-05-13T14:21:24Z","abstract_excerpt":"Based on a criterion of mathematical simplicity and consistency with empirical market data, a stochastic volatility model has been obtained with the volatility process driven by fractional noise. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behavior. Here, the no-arbitrage and completeness properties of the models are studied."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1205.2866","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1205.2866","created_at":"2026-05-18T01:57:32.799280+00:00"},{"alias_kind":"arxiv_version","alias_value":"1205.2866v1","created_at":"2026-05-18T01:57:32.799280+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1205.2866","created_at":"2026-05-18T01:57:32.799280+00:00"},{"alias_kind":"pith_short_12","alias_value":"ECDUTOYOZZFX","created_at":"2026-05-18T12:27:04.183437+00:00"},{"alias_kind":"pith_short_16","alias_value":"ECDUTOYOZZFXSFSK","created_at":"2026-05-18T12:27:04.183437+00:00"},{"alias_kind":"pith_short_8","alias_value":"ECDUTOYO","created_at":"2026-05-18T12:27:04.183437+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG","json":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG.json","graph_json":"https://pith.science/api/pith-number/ECDUTOYOZZFXSFSKXPMHPAVLGG/graph.json","events_json":"https://pith.science/api/pith-number/ECDUTOYOZZFXSFSKXPMHPAVLGG/events.json","paper":"https://pith.science/paper/ECDUTOYO"},"agent_actions":{"view_html":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG","download_json":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG.json","view_paper":"https://pith.science/paper/ECDUTOYO","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1205.2866&json=true","fetch_graph":"https://pith.science/api/pith-number/ECDUTOYOZZFXSFSKXPMHPAVLGG/graph.json","fetch_events":"https://pith.science/api/pith-number/ECDUTOYOZZFXSFSKXPMHPAVLGG/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG/action/timestamp_anchor","attest_storage":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG/action/storage_attestation","attest_author":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG/action/author_attestation","sign_citation":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG/action/citation_signature","submit_replication":"https://pith.science/pith/ECDUTOYOZZFXSFSKXPMHPAVLGG/action/replication_record"}},"created_at":"2026-05-18T01:57:32.799280+00:00","updated_at":"2026-05-18T01:57:32.799280+00:00"}