Pith Number

pith:LTK3RSLW

pith:2022:LTK3RSLWZTSREFBUEWJHULIH7U

not attested not anchored not stored refs pending

Rough volatility: fact or artefact?

Purba Das, Rama Cont

arxiv:2203.13820 v3 · 2022-03-24 · q-fin.ST · math.PR · math.ST · stat.TH

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{LTK3RSLWZTSREFBUEWJHULIH7U}

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.

Cited by

1 paper in Pith

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates

Receipt and verification

First computed	2026-07-05T06:28:51.996401Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

5cd5b8c976cce512143425927a2d07fd3573b54ba3eaf59bd3199050ccbef3ec

Aliases

arxiv: 2203.13820 · arxiv_version: 2203.13820v3 · doi: 10.48550/arxiv.2203.13820 · pith_short_12: LTK3RSLWZTSR · pith_short_16: LTK3RSLWZTSREFBU · pith_short_8: LTK3RSLW

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/LTK3RSLWZTSREFBUEWJHULIH7U \
  | 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: 5cd5b8c976cce512143425927a2d07fd3573b54ba3eaf59bd3199050ccbef3ec

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "e9e13a97f4cff54f1e155dd13480ab99896383aed68b3cc6cf87c63e0592b3a4",
    "cross_cats_sorted": [
      "math.PR",
      "math.ST",
      "stat.TH"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2022-03-24T18:59:12Z",
    "title_canon_sha256": "6a8a1f844bea3a8080759177c213a780d303772891e559c958f962ba8fed4f6a"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2203.13820",
    "kind": "arxiv",
    "version": 3
  }
}