Pith Number

pith:GZZX46TI

pith:2016:GZZX46TIVUEUTKU2IINL4YC2HN

not attested not anchored not stored refs pending

The characteristic function of rough Heston models

Mathieu Rosenbaum, Omar El Euch

arxiv:1609.02108 v1 · 2016-09-07 · q-fin.MF · 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{GZZX46TIVUEUTKU2IINL4YC2HN}

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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

2 papers in Pith

Drift estimation for rough processes under small noise asymptotic : trajectory fitting method

Drift estimation for rough processes under small noise asymptotic : QMLE approach

Receipt and verification

First computed	2026-05-18T01:05:09.157913Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

36737e7a68ad0949aa9a421abe605a3b51ba5411186052ebd62fa78b99778953

Aliases

arxiv: 1609.02108 · arxiv_version: 1609.02108v1 · doi: 10.48550/arxiv.1609.02108 · pith_short_12: GZZX46TIVUEU · pith_short_16: GZZX46TIVUEUTKU2 · pith_short_8: GZZX46TI

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/GZZX46TIVUEUTKU2IINL4YC2HN \
  | 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: 36737e7a68ad0949aa9a421abe605a3b51ba5411186052ebd62fa78b99778953

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "293c790f418fc910028f107a31e88995caab4fef52af70f068787871634ec608",
    "cross_cats_sorted": [
      "q-fin.CP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2016-09-07T18:48:34Z",
    "title_canon_sha256": "71a02a18e5295c51bc0092722cd938b8beb6ceb041a5e32c82b57aaecfad0486"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1609.02108",
    "kind": "arxiv",
    "version": 1
  }
}