Pith. sign in
Pith Number

pith:K3QO62RC

pith:2022:K3QO62RC5QOBENYTIJUAHQA2OG
not attested not anchored not stored refs pending

Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model

Kirill V. Golubnichiy, Wanchaloem Wunkaew, Yuqing Liu

arxiv:2207.09033 v3 · 2022-07-19 · math.NA · cs.NA

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\usepackage{pith}
\pithnumber{K3QO62RC5QOBENYTIJUAHQA2OG}

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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.
Receipt and verification
First computed 2026-07-05T10:06:00.590043Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

56e0ef6a22ec1c123713426803c01a71a644e00336c5bf3dab30942e8a11ff47

Aliases

arxiv: 2207.09033 · arxiv_version: 2207.09033v3 · doi: 10.48550/arxiv.2207.09033 · pith_short_12: K3QO62RC5QOB · pith_short_16: K3QO62RC5QOBENYT · pith_short_8: K3QO62RC
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/K3QO62RC5QOBENYTIJUAHQA2OG \
  | 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: 56e0ef6a22ec1c123713426803c01a71a644e00336c5bf3dab30942e8a11ff47
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "743b077aaadd3da060ce550d25ca19ad63b69a8ec4cfd91869b04202f6e653f1",
    "cross_cats_sorted": [
      "cs.NA"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "math.NA",
    "submitted_at": "2022-07-19T02:47:29Z",
    "title_canon_sha256": "add05ed1f0d9637775905e9e9c281a20c4e260b96ba694118f2cdc4471a8e3c0"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2207.09033",
    "kind": "arxiv",
    "version": 3
  }
}