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Pith Number

pith:HH63MTIK

pith:2012:HH63MTIKCBO6ZZDP2OHN2STPT7
not attested not anchored not stored refs pending

Asymptotics of forward implied volatility

Antoine Jacquier, Patrick Roome

arxiv:1212.0779 v4 · 2012-12-04 · q-fin.PR · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{HH63MTIKCBO6ZZDP2OHN2STPT7}

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 2026-05-18T02:27:58.960931Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

39fdb64d0a105dece46fd38edd4a6f9fc6cca1c6cf6ebbeaeaa8bd338117c854

Aliases

arxiv: 1212.0779 · arxiv_version: 1212.0779v4 · doi: 10.48550/arxiv.1212.0779 · pith_short_12: HH63MTIKCBO6 · pith_short_16: HH63MTIKCBO6ZZDP · pith_short_8: HH63MTIK
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/HH63MTIKCBO6ZZDP2OHN2STPT7 \
  | 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: 39fdb64d0a105dece46fd38edd4a6f9fc6cca1c6cf6ebbeaeaa8bd338117c854
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "166b9c92342afd4b2ceff1ae7c6616acbf3cb016ab255f198bd492dde3aa30d2",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2012-12-04T16:18:49Z",
    "title_canon_sha256": "88a940f43f33d22dbbebdd55a75b2ccbef7844cac1f7c82fb05a5ff21faca626"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1212.0779",
    "kind": "arxiv",
    "version": 4
  }
}