Pith Number

pith:QTQ4D25X

pith:2007:QTQ4D25XTWDM3Q3LDO5GHBOBV5

not attested not anchored not stored refs pending

A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options

Daniel Egloff, Michael Kohler, Nebojsa Todorovic

arxiv:0710.3640 v1 · 2007-10-19 · math.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{QTQ4D25XTWDM3Q3LDO5GHBOBV5}

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	2026-07-04T15:53:00.199918Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

84e1c1ebb79d86cdc36b1bba6385c1af7d2e01b835d4a3b590e3e6b7bb1ebfa8

Aliases

arxiv: 0710.3640 · arxiv_version: 0710.3640v1 · doi: 10.48550/arxiv.0710.3640 · pith_short_12: QTQ4D25XTWDM · pith_short_16: QTQ4D25XTWDM3Q3L · pith_short_8: QTQ4D25X

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/QTQ4D25XTWDM3Q3LDO5GHBOBV5 \
  | 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: 84e1c1ebb79d86cdc36b1bba6385c1af7d2e01b835d4a3b590e3e6b7bb1ebfa8

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "5ee52136d0f730998c9b77686e3d946a462f66469cce051fc96de699417ede85",
    "cross_cats_sorted": [],
    "license": "",
    "primary_cat": "math.PR",
    "submitted_at": "2007-10-19T07:13:08Z",
    "title_canon_sha256": "23ec1e5d16a1b640dd319ea723f4188d5106c0873d3bdf8852cb040250cc3e92"
  },
  "schema_version": "1.0",
  "source": {
    "id": "0710.3640",
    "kind": "arxiv",
    "version": 1
  }
}