Pith Number

pith:JUDIZDB4

pith:2021:JUDIZDB43OI5WLBCXKBYAGED5D

not attested not anchored not stored refs pending

Least squares Monte Carlo methods in stochastic Volterra rough volatility models

Henrique Guerreiro, Jo\~ao Guerra

arxiv:2105.04511 v1 · 2021-05-10 · q-fin.PR · 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{JUDIZDB43OI5WLBCXKBYAGED5D}

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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

1 paper in Pith

Joint deep calibration of the 4-factor PDV model

Receipt and verification

First computed	2026-07-05T07:08:38.604342Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

4d068c8c3cdb91db2c22ba83801883e8ea742590d6b57693e1e162407736ec86

Aliases

arxiv: 2105.04511 · arxiv_version: 2105.04511v1 · doi: 10.48550/arxiv.2105.04511 · pith_short_12: JUDIZDB43OI5 · pith_short_16: JUDIZDB43OI5WLBC · pith_short_8: JUDIZDB4

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/JUDIZDB43OI5WLBCXKBYAGED5D \
  | 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: 4d068c8c3cdb91db2c22ba83801883e8ea742590d6b57693e1e162407736ec86

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "a88cbde41bcdf385f2524189757d0d85a6728dce4023e9538dc39a831e96d4e4",
    "cross_cats_sorted": [
      "q-fin.CP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2021-05-10T17:03:22Z",
    "title_canon_sha256": "2a872655bf7e8b0ac1b135930a18e1b6b77b8dc38627ef12391d9295854b7438"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2105.04511",
    "kind": "arxiv",
    "version": 1
  }
}