Pith Number

pith:IVU5WYMO

pith:2024:IVU5WYMONTSE6RZAMX6XGBOHT2

not attested not anchored not stored refs pending

A nonparametric test for rough volatility

Carsten H. Chong, Viktor Todorov

arxiv:2407.10659 v1 · 2024-07-15 · math.ST · econ.EM · q-fin.MF · q-fin.RM · q-fin.ST · stat.TH

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{IVU5WYMONTSE6RZAMX6XGBOHT2}

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

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates

Receipt and verification

First computed	2026-07-05T08:44:02.574717Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

4569db618e6ce44f472065fd7305c79eaa768b7c33b49ccc0c6cc59c02d757dd

Aliases

arxiv: 2407.10659 · arxiv_version: 2407.10659v1 · doi: 10.48550/arxiv.2407.10659 · pith_short_12: IVU5WYMONTSE · pith_short_16: IVU5WYMONTSE6RZA · pith_short_8: IVU5WYMO

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/IVU5WYMONTSE6RZAMX6XGBOHT2 \
  | 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: 4569db618e6ce44f472065fd7305c79eaa768b7c33b49ccc0c6cc59c02d757dd

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "3c712c00c3b2f7ebc70d7897ad17d16e2b045891449bf23e92a577fce8aea4e9",
    "cross_cats_sorted": [
      "econ.EM",
      "q-fin.MF",
      "q-fin.RM",
      "q-fin.ST",
      "stat.TH"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.ST",
    "submitted_at": "2024-07-15T12:19:43Z",
    "title_canon_sha256": "b29107a49e3226d3c915dc5408d78ededc15a15e1699162b0571ebce11a3f838"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2407.10659",
    "kind": "arxiv",
    "version": 1
  }
}