pith. sign in
Pith Number

pith:L6C7NIGR

pith:2019:L6C7NIGRFVRD3IQ4DUNV3COYFH
not attested not anchored not stored refs pending

ADOL - Markovian approximation of rough lognormal model

Andrey Itkin, Peter Carr

arxiv:1904.09240 v1 · 2019-04-19 · q-fin.MF · q-fin.CP · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{L6C7NIGRFVRD3IQ4DUNV3COYFH}

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 2026-05-17T23:48:07.897078Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

5f85f6a0d12d623da21c1d1b5d89d829de1512c956145642cd1daea73f686d4b

Aliases

arxiv: 1904.09240 · arxiv_version: 1904.09240v1 · doi: 10.48550/arxiv.1904.09240 · pith_short_12: L6C7NIGRFVRD · pith_short_16: L6C7NIGRFVRD3IQ4 · pith_short_8: L6C7NIGR
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/L6C7NIGRFVRD3IQ4DUNV3COYFH \
  | 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: 5f85f6a0d12d623da21c1d1b5d89d829de1512c956145642cd1daea73f686d4b
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "1948503b966868d6cc84e9cbbbf3d1e5432343abd93ba46109ddd9bf3773a91c",
    "cross_cats_sorted": [
      "q-fin.CP",
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2019-04-19T15:50:16Z",
    "title_canon_sha256": "1bf31a1f1de58d10a3a29bb7e0863f5aa0dfe2ea4b90cd801257d864a80f9263"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1904.09240",
    "kind": "arxiv",
    "version": 1
  }
}