Pith. sign in
Pith Number

pith:LQACZQZN

pith:2021:LQACZQZN2FW3TJ6UXCJZ2Q3GKU
not attested not anchored not stored refs pending

Semi-analytical pricing of barrier options in the time-dependent $\lambda$-SABR model

Andrey Itkin, Dmitry Muravey

arxiv:2109.02134 v1 · 2021-09-05 · q-fin.PR · q-fin.CP · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{LQACZQZN2FW3TJ6UXCJZ2Q3GKU}

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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 2026-07-05T03:11:39.305928Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

5c002cc32dd16db9a7d4b8939d4366551f8783e4a765e45df743295522551c93

Aliases

arxiv: 2109.02134 · arxiv_version: 2109.02134v1 · doi: 10.48550/arxiv.2109.02134 · pith_short_12: LQACZQZN2FW3 · pith_short_16: LQACZQZN2FW3TJ6U · pith_short_8: LQACZQZN
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/LQACZQZN2FW3TJ6UXCJZ2Q3GKU \
  | 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: 5c002cc32dd16db9a7d4b8939d4366551f8783e4a765e45df743295522551c93
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "57d5184492d72ed5b78161c1804f3c1716cc0eab0031b1632debcb115ae0caac",
    "cross_cats_sorted": [
      "q-fin.CP",
      "q-fin.MF"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2021-09-05T18:18:29Z",
    "title_canon_sha256": "aa6bd71ef612db396675c6cf1a530a13672060436fa129ee2c6a2db6d361c064"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2109.02134",
    "kind": "arxiv",
    "version": 1
  }
}