Pith Number

pith:GDFHCG3L

pith:2021:GDFHCG3LIRQ4ZSXBMD5FMUIMNY

not attested not anchored not stored refs pending

Deep calibration of the quadratic rough Heston model

Jianfei Zhang, Mathieu Rosenbaum

arxiv:2107.01611 v2 · 2021-07-04 · q-fin.CP · q-fin.MF · q-fin.PR · q-fin.RM

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{GDFHCG3LIRQ4ZSXBMD5FMUIMNY}

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.

Cited by

1 paper in Pith

Joint deep calibration of the 4-factor PDV model

Receipt and verification

First computed	2026-07-05T04:27:06.353989Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

30ca711b6b4461cccae160fa56510c6e1d9282e849059676a5e0bf3fd0b8a4e5

Aliases

arxiv: 2107.01611 · arxiv_version: 2107.01611v2 · doi: 10.48550/arxiv.2107.01611 · pith_short_12: GDFHCG3LIRQ4 · pith_short_16: GDFHCG3LIRQ4ZSXB · pith_short_8: GDFHCG3L

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/GDFHCG3LIRQ4ZSXBMD5FMUIMNY \
  | 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: 30ca711b6b4461cccae160fa56510c6e1d9282e849059676a5e0bf3fd0b8a4e5

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "81ae546f3835fe03c7f52d9acbfea3fa57d96b887232c092c2d341213a182738",
    "cross_cats_sorted": [
      "q-fin.MF",
      "q-fin.PR",
      "q-fin.RM"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2021-07-04T12:52:19Z",
    "title_canon_sha256": "4bb2de7eed7321da78e2b7aa6563f3c0a4da1a8b2faf2ee442b8c368dbd11d95"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2107.01611",
    "kind": "arxiv",
    "version": 2
  }
}