Pith Number

pith:OQ35HERY

pith:2010:OQ35HERYJX644PIDDYRWYTBMF3

not attested not anchored not stored refs pending

Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models

Jean-Pierre Fouque, Matthew Lorig, Sebastian Jaimungal

arxiv:1007.4361 v2 · 2010-07-25 · q-fin.PR · q-fin.GN

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{OQ35HERYJX644PIDDYRWYTBMF3}

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	2026-05-18T03:55:47.252035Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

7437d392384dfdce3d031e236c4c2c2ef6759897bdf632c13a611187eda0b200

Aliases

arxiv: 1007.4361 · arxiv_version: 1007.4361v2 · doi: 10.48550/arxiv.1007.4361 · pith_short_12: OQ35HERYJX64 · pith_short_16: OQ35HERYJX644PID · pith_short_8: OQ35HERY

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/OQ35HERYJX644PIDDYRWYTBMF3 \
  | 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: 7437d392384dfdce3d031e236c4c2c2ef6759897bdf632c13a611187eda0b200

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "bc36d79236a458826f8ad90ae44877dfc17f60a299313cc66cf71f2c61ba12bf",
    "cross_cats_sorted": [
      "q-fin.GN"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2010-07-25T23:58:43Z",
    "title_canon_sha256": "883a7e319dd7d585a01c1aa85fa68eabc9d8ba3961eba6f1ab03a9ba9af706fa"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1007.4361",
    "kind": "arxiv",
    "version": 2
  }
}