pith. sign in
Pith Number

pith:ECVS6CGM

pith:2012:ECVS6CGMGILQ6WZY5QMCC3MTZ2
not attested not anchored not stored refs pending

European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis

C. Sgarra, G. Gambino, M. Sammartino, R. E. Caflisch

arxiv:1211.4396 v1 · 2012-11-19 · q-fin.PR · math.DS

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{ECVS6CGMGILQ6WZY5QMCC3MTZ2}

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 2026-05-18T03:40:27.100048Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

20ab2f08cc32170f5b38ec18216d93ce8580b79898e9431e7671dad23288ff1b

Aliases

arxiv: 1211.4396 · arxiv_version: 1211.4396v1 · doi: 10.48550/arxiv.1211.4396 · pith_short_12: ECVS6CGMGILQ · pith_short_16: ECVS6CGMGILQ6WZY · pith_short_8: ECVS6CGM
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/ECVS6CGMGILQ6WZY5QMCC3MTZ2 \
  | 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: 20ab2f08cc32170f5b38ec18216d93ce8580b79898e9431e7671dad23288ff1b
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "4fb5f6fcceb7447337286a3b7d43261425440d52d08e6cab56971a791d3aa004",
    "cross_cats_sorted": [
      "math.DS"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2012-11-19T13:01:58Z",
    "title_canon_sha256": "681a16f8dbc0ecd2c38ee54fe1857a2c7a62daa0d9b93d38e965aaeefc854ce5"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1211.4396",
    "kind": "arxiv",
    "version": 1
  }
}