Pith Number

pith:OGLN7HSU

pith:2025:OGLN7HSU5ZK27NXX36MLC24CYC

not attested not anchored not stored refs pending

Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation

Erik Schl\"ogl, Mesias Alfeus, Nelson Kyakutwika

arxiv:2506.23409 v1 · 2025-06-29 · q-fin.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{OGLN7HSU5ZK27NXX36MLC24CYC}

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	2026-07-05T11:29:21.208526Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

7196df9e54ee55afb6f7df98b16b82c09c913e5d161d3b8b15b2d84e8dbebb7b

Aliases

arxiv: 2506.23409 · arxiv_version: 2506.23409v1 · doi: 10.48550/arxiv.2506.23409 · pith_short_12: OGLN7HSU5ZK2 · pith_short_16: OGLN7HSU5ZK27NXX · pith_short_8: OGLN7HSU

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/OGLN7HSU5ZK27NXX36MLC24CYC \
  | 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: 7196df9e54ee55afb6f7df98b16b82c09c913e5d161d3b8b15b2d84e8dbebb7b

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "889d2243af6fba725d3c93f1dc196d188eed7fca653d30435f3256e43a00bf61",
    "cross_cats_sorted": [],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2025-06-29T22:10:16Z",
    "title_canon_sha256": "a06c06fcbae86ea3e8481a6229020bc83825b2e7d6b91707a788f28f3ede26b4"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2506.23409",
    "kind": "arxiv",
    "version": 1
  }
}