Pith Number

pith:OKPPHHV5

pith:2019:OKPPHHV52BQXEXG77CPQEV2BY6

not attested not anchored not stored refs pending

Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models

Takuji Arai

arxiv:1904.12260 v1 · 2019-04-28 · q-fin.MF

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{OKPPHHV52BQXEXG77CPQEV2BY6}

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	2026-05-17T23:47:36.915030Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

729ef39ebdd061725cdff89f025741c7997d68dfbcf03cf3bc616a275463fe1c

Aliases

arxiv: 1904.12260 · arxiv_version: 1904.12260v1 · doi: 10.48550/arxiv.1904.12260 · pith_short_12: OKPPHHV52BQX · pith_short_16: OKPPHHV52BQXEXG7 · pith_short_8: OKPPHHV5

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/OKPPHHV52BQXEXG77CPQEV2BY6 \
  | 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: 729ef39ebdd061725cdff89f025741c7997d68dfbcf03cf3bc616a275463fe1c

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "575efc8412e97c8e68e37a00eac04a228ac6c25e1f046ceb648a04120dbd0e2e",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2019-04-28T05:24:35Z",
    "title_canon_sha256": "876f75c3986f203ed9570cc7740d6fa0739932d87a0fc8e0ac5cb12a00394914"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1904.12260",
    "kind": "arxiv",
    "version": 1
  }
}