Pith Number

pith:QFAPNBVT

pith:2011:QFAPNBVTP26NMJHQERMP47TUCT

not attested not anchored not stored refs pending

Hedging of time discrete auto-regressive stochastic volatility options

Joan del Castillo, Juan-Pablo Ortega

arxiv:1110.6322 v1 · 2011-10-28 · q-fin.PR · q-fin.RM

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{QFAPNBVTP26NMJHQERMP47TUCT}

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	2026-05-18T04:09:57.056704Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

8140f686b37ebcd624f02458fe7e7414ebb50f2a6455568ff97a60b5374289c1

Aliases

arxiv: 1110.6322 · arxiv_version: 1110.6322v1 · doi: 10.48550/arxiv.1110.6322 · pith_short_12: QFAPNBVTP26N · pith_short_16: QFAPNBVTP26NMJHQ · pith_short_8: QFAPNBVT

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/QFAPNBVTP26NMJHQERMP47TUCT \
  | 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: 8140f686b37ebcd624f02458fe7e7414ebb50f2a6455568ff97a60b5374289c1

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "87ff191b6b7e1d8baa80ac7c396ff8e8968fdd7d96c012086366b6aaab997e1f",
    "cross_cats_sorted": [
      "q-fin.RM"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2011-10-28T12:53:10Z",
    "title_canon_sha256": "0e7d5c40394b2fcd28fd1857370784e82ad27c9401f8efa3d48e99e1f42e8b04"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1110.6322",
    "kind": "arxiv",
    "version": 1
  }
}