Pith Number

pith:OIPAYU67

pith:2016:OIPAYU67ONKNRSNTRTKXB6QZAN

not attested not anchored not stored refs pending

Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching

Jiling Cao, Teh Raihana Nazirah Roslan, Wenjun Zhang

arxiv:1603.08289 v1 · 2016-03-28 · q-fin.MF · 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{OIPAYU67ONKNRSNTRTKXB6QZAN}

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	2026-05-18T01:18:12.597786Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

721e0c53df7354d8c9b38cd570fa190368a27417b80818515bcfe4ed99d1fb7a

Aliases

arxiv: 1603.08289 · arxiv_version: 1603.08289v1 · doi: 10.48550/arxiv.1603.08289 · pith_short_12: OIPAYU67ONKN · pith_short_16: OIPAYU67ONKNRSNT · pith_short_8: OIPAYU67

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/OIPAYU67ONKNRSNTRTKXB6QZAN \
  | 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: 721e0c53df7354d8c9b38cd570fa190368a27417b80818515bcfe4ed99d1fb7a

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "812fd2118f7ae0077ce10cf440702103802b48d66d70946f49573db25c0d3e27",
    "cross_cats_sorted": [
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2016-03-28T03:29:35Z",
    "title_canon_sha256": "5e81a2f3d801ffdc20c6496579d7841c03b1eeb0ac396b530df5da871f9b9e76"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1603.08289",
    "kind": "arxiv",
    "version": 1
  }
}