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Pith Number

pith:KEQA4RWA

pith:2014:KEQA4RWA7TD7Z7T53DBEOPX3DI
not attested not anchored not stored refs pending

Short-time expansions for close-to-the-money options under a L\'evy jump model with stochastic volatility

Jos\'e E. Figueroa-L\'opez, Sveinn \'Olafsson

arxiv:1404.0601 v3 · 2014-04-02 · q-fin.PR · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{KEQA4RWA7TD7Z7T53DBEOPX3DI}

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 2026-05-18T02:40:38.551627Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

51200e46c0fcc7fcfe7dd8c2473efb1a2ebee345ac039407c47a88c4298d4fff

Aliases

arxiv: 1404.0601 · arxiv_version: 1404.0601v3 · doi: 10.48550/arxiv.1404.0601 · pith_short_12: KEQA4RWA7TD7 · pith_short_16: KEQA4RWA7TD7Z7T5 · pith_short_8: KEQA4RWA
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/KEQA4RWA7TD7Z7T53DBEOPX3DI \
  | 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: 51200e46c0fcc7fcfe7dd8c2473efb1a2ebee345ac039407c47a88c4298d4fff
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "855f842afe901b794fa8980d36264fc6327c0c5501aab7ba37d7ff2cd1fa18c6",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2014-04-02T16:14:25Z",
    "title_canon_sha256": "0e9018dcda10d4ef517b86d4c23ae3d25453a3b1ab09b414dffedb2cf29f24c6"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1404.0601",
    "kind": "arxiv",
    "version": 3
  }
}