Pith. sign in
Pith Number

pith:QHJQNYUI

pith:2023:QHJQNYUIBZBEI7JRWWH2YFRGTG
not attested not anchored not stored refs pending

Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps

Andrey Itkin

arxiv:2308.08760 v2 · 2023-08-17 · q-fin.PR · q-fin.CP · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{QHJQNYUIBZBEI7JRWWH2YFRGTG}

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 2026-07-05T07:43:54.948430Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

81d306e2880e42447d31b58fac162699a9f67b481b8b008ccaae4ce4b5fbad3e

Aliases

arxiv: 2308.08760 · arxiv_version: 2308.08760v2 · doi: 10.48550/arxiv.2308.08760 · pith_short_12: QHJQNYUIBZBE · pith_short_16: QHJQNYUIBZBEI7JR · pith_short_8: QHJQNYUI
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/QHJQNYUIBZBEI7JRWWH2YFRGTG \
  | 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: 81d306e2880e42447d31b58fac162699a9f67b481b8b008ccaae4ce4b5fbad3e
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "798c144421f2cec243cbff19be8c3e91436a4cb7413edbc973c8c00070465627",
    "cross_cats_sorted": [
      "q-fin.CP",
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2023-08-17T03:19:34Z",
    "title_canon_sha256": "23e655e7c94b5168d5c265611f400bd80c51b6d7524594f719ae5810ec9698bd"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2308.08760",
    "kind": "arxiv",
    "version": 2
  }
}