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Pith Number

pith:NPQ4PGDG

pith:2024:NPQ4PGDGFD7ONTULXADA272XU3
not attested not anchored not stored refs pending

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

Boris Ter-Avanesov, Gunter A. Meissner

arxiv:2411.16617 v1 · 2024-11-25 · q-fin.PR · q-fin.CP · q-fin.MF

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\usepackage{pith}
\pithnumber{NPQ4PGDGFD7ONTULXADA272XU3}

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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 2026-07-05T09:40:11.916520Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

6be1c7986628fee6ce8bb8060d7f57a6d38e4d3b958104d203b8fca9928b92f0

Aliases

arxiv: 2411.16617 · arxiv_version: 2411.16617v1 · doi: 10.48550/arxiv.2411.16617 · pith_short_12: NPQ4PGDGFD7O · pith_short_16: NPQ4PGDGFD7ONTUL · pith_short_8: NPQ4PGDG
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/NPQ4PGDGFD7ONTULXADA272XU3 \
  | 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: 6be1c7986628fee6ce8bb8060d7f57a6d38e4d3b958104d203b8fca9928b92f0
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "65d968f70297ffd80f95c0f0ee5be36c0003632f4a86d873c6fb8e0d51127c11",
    "cross_cats_sorted": [
      "q-fin.CP",
      "q-fin.MF"
    ],
    "license": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2024-11-25T17:56:10Z",
    "title_canon_sha256": "9529ac059119cbd02706c48e897d7390505a3560612c3f6e5d90779b303bd922"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2411.16617",
    "kind": "arxiv",
    "version": 1
  }
}