Pith. sign in
Pith Number

pith:MTCANPFQ

pith:2019:MTCANPFQUZNGKAG4C32H3EAVTO
not attested not anchored not stored refs pending

Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery

Andrey Itkin, Fazlollah Soleymani

arxiv:1912.08713 v1 · 2019-12-17 · q-fin.CP · q-fin.MF · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{MTCANPFQUZNGKAG4C32H3EAVTO}

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 2026-07-05T00:27:06.401971Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

64c406bcb0a65a6500dc16f47d90159b9d254579cc7b8fd6d203e051704ecdea

Aliases

arxiv: 1912.08713 · arxiv_version: 1912.08713v1 · doi: 10.48550/arxiv.1912.08713 · pith_short_12: MTCANPFQUZNG · pith_short_16: MTCANPFQUZNGKAG4 · pith_short_8: MTCANPFQ
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/MTCANPFQUZNGKAG4C32H3EAVTO \
  | 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: 64c406bcb0a65a6500dc16f47d90159b9d254579cc7b8fd6d203e051704ecdea
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "97c85d8f91c1548e604062182795fc3d93d1ba15ebb4702edeaffff27b57f5cd",
    "cross_cats_sorted": [
      "q-fin.MF",
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2019-12-17T04:23:22Z",
    "title_canon_sha256": "f0b9c90be46155f3dd8c7ac786b2b931ca3199c5b17214fed380acecb108aa62"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1912.08713",
    "kind": "arxiv",
    "version": 1
  }
}