Pith Number

pith:FWAVDDLV

pith:2018:FWAVDDLVQUEQM3S37GRR5JKK5Q

not attested not anchored not stored refs pending

Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution

Alan L. Lewis

arxiv:1809.08635 v2 · 2018-09-23 · q-fin.CP

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{FWAVDDLVQUEQM3S37GRR5JKK5Q}

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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.

Cited by

1 paper in Pith

A lognormal type stochastic volatility model with quadratic drift

Receipt and verification

First computed	2026-05-17T23:45:09.602902Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

2d81518d758509066e5bf9a31ea54aec3bd80964498cfa4f7112acae08da8970

Aliases

arxiv: 1809.08635 · arxiv_version: 1809.08635v2 · doi: 10.48550/arxiv.1809.08635 · pith_short_12: FWAVDDLVQUEQ · pith_short_16: FWAVDDLVQUEQM3S3 · pith_short_8: FWAVDDLV

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/FWAVDDLVQUEQM3S37GRR5JKK5Q \
  | 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: 2d81518d758509066e5bf9a31ea54aec3bd80964498cfa4f7112acae08da8970

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "3c73e4e8a364a60d3c5381b77a8a7b7af05d6efb2df007751116416c2e5a464d",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2018-09-23T17:11:25Z",
    "title_canon_sha256": "b86ab4343c7fab8690bb9ec57d1696f39e71b8029fdf66ea79306c16c83f7a27"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1809.08635",
    "kind": "arxiv",
    "version": 2
  }
}