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Pith Number

pith:QRKQ3FNQ

pith:2012:QRKQ3FNQ36TGCWH7XFHPCFAS4X
not attested not anchored not stored refs pending

Quadratic hedging schemes for non-Gaussian GARCH models

Alexandru Badescu, Juan-Pablo Ortega, Robert J. Elliott

arxiv:1209.5976 v4 · 2012-09-26 · q-fin.PR · q-fin.RM

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{QRKQ3FNQ36TGCWH7XFHPCFAS4X}

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 2026-05-18T03:05:28.434635Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

84550d95b0dfa66158ffb94ef11412e5d76d76ba4b08327db62cfe25ce2801ca

Aliases

arxiv: 1209.5976 · arxiv_version: 1209.5976v4 · doi: 10.48550/arxiv.1209.5976 · pith_short_12: QRKQ3FNQ36TG · pith_short_16: QRKQ3FNQ36TGCWH7 · pith_short_8: QRKQ3FNQ
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/QRKQ3FNQ36TGCWH7XFHPCFAS4X \
  | 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: 84550d95b0dfa66158ffb94ef11412e5d76d76ba4b08327db62cfe25ce2801ca
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "345d9588e7519761585aa736914ea533b067a73cb9f6b93295b2c8a88c0f2228",
    "cross_cats_sorted": [
      "q-fin.RM"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2012-09-26T15:42:47Z",
    "title_canon_sha256": "f76e80fe10372c364ca0395ecb2d0965648d4f67c4d8cbd2caac5126344fd931"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1209.5976",
    "kind": "arxiv",
    "version": 4
  }
}