Pith Number

pith:F2G6Q2PH

pith:2017:F2G6Q2PH6AGLJBKFJR3YHC7ZKJ

not attested not anchored not stored refs pending

Option Pricing under Fast-varying and Rough Stochastic Volatility

Josselin Garnier, Knut Solna

arxiv:1707.00610 v2 · 2017-06-29 · q-fin.PR · math.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{F2G6Q2PH6AGLJBKFJR3YHC7ZKJ}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more

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	2026-05-18T00:18:31.755185Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

2e8de869e7f00cb485454c77838bf9527e4279242775a75c00dace11495a92d9

Aliases

arxiv: 1707.00610 · arxiv_version: 1707.00610v2 · doi: 10.48550/arxiv.1707.00610 · pith_short_12: F2G6Q2PH6AGL · pith_short_16: F2G6Q2PH6AGLJBKF · pith_short_8: F2G6Q2PH

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/F2G6Q2PH6AGLJBKFJR3YHC7ZKJ \
  | 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: 2e8de869e7f00cb485454c77838bf9527e4279242775a75c00dace11495a92d9

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "4fd215569c871250554733fe521dfb6887a327f91ed22a828742b3928d5b83c9",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2017-06-29T22:48:18Z",
    "title_canon_sha256": "0897039e43b92c11cfca99978ebbf9182ac36e33b0f4277d8b62abf1ef14a3a1"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1707.00610",
    "kind": "arxiv",
    "version": 2
  }
}