Pith Number

pith:OWURNE44

pith:2016:OWURNE44BFLHFGOO54HPM67GXW

not attested not anchored not stored refs pending

The Jacobi Stochastic Volatility Model

Damien Ackerer, Damir Filipovi\'c, Sergio Pulido

arxiv:1605.07099 v4 · 2016-05-23 · q-fin.MF · q-fin.CP

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{OWURNE44BFLHFGOO54HPM67GXW}

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.

Cited by

1 paper in Pith

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook

Receipt and verification

First computed	2026-05-18T00:02:02.382785Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

75a916939c09567299ceef0ef67be6bd87c25e04f4a86f0d44379c56d32fab7e

Aliases

arxiv: 1605.07099 · arxiv_version: 1605.07099v4 · doi: 10.48550/arxiv.1605.07099 · pith_short_12: OWURNE44BFLH · pith_short_16: OWURNE44BFLHFGOO · pith_short_8: OWURNE44

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/OWURNE44BFLHFGOO54HPM67GXW \
  | 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: 75a916939c09567299ceef0ef67be6bd87c25e04f4a86f0d44379c56d32fab7e

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "55ab9a8773a779c115c174b944db656205d722dd45776acbcc9821d5c2ac1433",
    "cross_cats_sorted": [
      "q-fin.CP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2016-05-23T17:14:19Z",
    "title_canon_sha256": "620309246fdfe1cf13d45aeb2ac05eae2fa7682d3ebab4176ebdc1768573cad8"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1605.07099",
    "kind": "arxiv",
    "version": 4
  }
}