Pith Number

pith:HWS4GVT4

pith:2011:HWS4GVT4BBXAIND4767IKTZFW5

not attested not anchored not stored refs pending

Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models

Aleksandar Mijatovic, Antoine Jacquier, Martin Keller-Ressel

arxiv:1108.3998 v1 · 2011-08-19 · q-fin.PR · math.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{HWS4GVT4BBXAIND4767IKTZFW5}

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	2026-05-18T04:15:05.730362Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

3da5c3567c086e04347cffbe854f25b7654d330f809808ded801b8af7ae4befd

Aliases

arxiv: 1108.3998 · arxiv_version: 1108.3998v1 · doi: 10.48550/arxiv.1108.3998 · pith_short_12: HWS4GVT4BBXA · pith_short_16: HWS4GVT4BBXAIND4 · pith_short_8: HWS4GVT4

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/HWS4GVT4BBXAIND4767IKTZFW5 \
  | 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: 3da5c3567c086e04347cffbe854f25b7654d330f809808ded801b8af7ae4befd

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "79140de4f19c3d8cd2413d6ebed0772d0c321c734a05c22a979b5f50af51139d",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2011-08-19T16:24:10Z",
    "title_canon_sha256": "8a27785108a1b942b58b216d69e7720a2c33a02b2c1de3d5512fd49366acf351"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1108.3998",
    "kind": "arxiv",
    "version": 1
  }
}