Pith Number

pith:QW2SAII3

pith:2015:QW2SAII3FYIKOT26TAQ5R33ULD

not attested not anchored not stored refs pending

Correction to Black-Scholes formula due to fractional stochastic volatility

Josselin Garnier, Knut Solna

arxiv:1509.01175 v2 · 2015-09-03 · q-fin.MF

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{QW2SAII3FYIKOT26TAQ5R33ULD}

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	2026-05-18T00:48:28.647501Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

85b520211b2e10a74f5e9821d8ef7458d51e8896bbbf76287ba737dc4a6923f6

Aliases

arxiv: 1509.01175 · arxiv_version: 1509.01175v2 · doi: 10.48550/arxiv.1509.01175 · pith_short_12: QW2SAII3FYIK · pith_short_16: QW2SAII3FYIKOT26 · pith_short_8: QW2SAII3

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/QW2SAII3FYIKOT26TAQ5R33ULD \
  | 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: 85b520211b2e10a74f5e9821d8ef7458d51e8896bbbf76287ba737dc4a6923f6

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "a499e61253aa0117b7b807131f3c9d49d976d0661ab08c64af268dd120320b81",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2015-09-03T17:41:00Z",
    "title_canon_sha256": "6a66731141d7f67eaab5e9782ce87224b4afdc89fc4ccac7c82c4b8e5fae9cc6"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1509.01175",
    "kind": "arxiv",
    "version": 2
  }
}