Pith Number

pith:L5TEYGUN

pith:2009:L5TEYGUNDJ3LBJEXAMESA63ESJ

not attested not anchored not stored refs pending

Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model

Danilo Delpini, Giacomo Bormetti, Valentina Cazzola

arxiv:0905.1882 v3 · 2009-05-12 · q-fin.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{L5TEYGUNDJ3LBJEXAMESA63ESJ}

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	2026-05-18T04:35:05.382207Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

5f664c1a8d1a76b0a4970309207b64927e8954af98d9558b46ed037ddeefb94b

Aliases

arxiv: 0905.1882 · arxiv_version: 0905.1882v3 · doi: 10.48550/arxiv.0905.1882 · pith_short_12: L5TEYGUNDJ3L · pith_short_16: L5TEYGUNDJ3LBJEX · pith_short_8: L5TEYGUN

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/L5TEYGUNDJ3LBJEXAMESA63ESJ \
  | 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: 5f664c1a8d1a76b0a4970309207b64927e8954af98d9558b46ed037ddeefb94b

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "3b28ba7cf440e5ac299651b73831cadcf4044ecadd3816bee1df5929fe304f8d",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2009-05-12T15:40:33Z",
    "title_canon_sha256": "3b288d2fd805adfabb60dbc8936fde9b88891478b0a640ea5a23d190b49b3f51"
  },
  "schema_version": "1.0",
  "source": {
    "id": "0905.1882",
    "kind": "arxiv",
    "version": 3
  }
}