Pith Number

pith:KVPKTIPG

pith:2017:KVPKTIPGG6ASXFRDFQ3GJ74ZMI

not attested not anchored not stored refs pending

Functional central limit theorems for rough volatility

Aitor Muguruza, Andreas Sojmark, Antoine Jacquier, Blanka Horvath

arxiv:1711.03078 v4 · 2017-11-08 · math.PR · q-fin.PR

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Add to your LaTeX paper

\usepackage{pith}
\pithnumber{KVPKTIPGG6ASXFRDFQ3GJ74ZMI}

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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

On deep calibration of (rough) stochastic volatility models

Receipt and verification

First computed	2026-07-05T07:11:31.251254Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

555ea9a1e637812b96232c3664ff99620145a81a85539f5893bf6ea748a8da75

Aliases

arxiv: 1711.03078 · arxiv_version: 1711.03078v4 · doi: 10.48550/arxiv.1711.03078 · pith_short_12: KVPKTIPGG6AS · pith_short_16: KVPKTIPGG6ASXFRD · pith_short_8: KVPKTIPG

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/KVPKTIPGG6ASXFRDFQ3GJ74ZMI \
  | 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: 555ea9a1e637812b96232c3664ff99620145a81a85539f5893bf6ea748a8da75

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "0c4a1deac025fc5d0f13f1b4997bccd70701ff9ee736d4b7a8140368c0192543",
    "cross_cats_sorted": [
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.PR",
    "submitted_at": "2017-11-08T18:19:12Z",
    "title_canon_sha256": "6a5e4c9faa57d0a1ecaaf599d1ffa137436c506bda666f0f7e5b7e23a038c236"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1711.03078",
    "kind": "arxiv",
    "version": 4
  }
}