Pith Number

pith:T2G6UT5P

pith:2014:T2G6UT5PQRAV67WYUXCJCUMXIY

not attested not anchored not stored refs pending

On a Transform Method for the Efficient Computation of Conditional VaR (and VaR) with Application to Loss Models with Jumps and Stochastic Volatility

Alessandro Ramponi

arxiv:1407.1072 v1 · 2014-07-03 · 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{T2G6UT5PQRAV67WYUXCJCUMXIY}

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	2026-05-18T02:00:02.633897Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

9e8dea4faf84415f7ed8a5c4915197462403bafeb1fdceab4708242fd5fcbaac

Aliases

arxiv: 1407.1072 · arxiv_version: 1407.1072v1 · doi: 10.48550/arxiv.1407.1072 · pith_short_12: T2G6UT5PQRAV · pith_short_16: T2G6UT5PQRAV67WY · pith_short_8: T2G6UT5P

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/T2G6UT5PQRAV67WYUXCJCUMXIY \
  | 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: 9e8dea4faf84415f7ed8a5c4915197462403bafeb1fdceab4708242fd5fcbaac

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "daab65dd8387086e4dbcfeea5c4c6f04ff9c98d8a07e6aa180ccba90d5a344c0",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.RM",
    "submitted_at": "2014-07-03T21:54:17Z",
    "title_canon_sha256": "c4fc7b02804106c9415ad56c5f14652fbf18263c96c5c447ac7bb81633403410"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1407.1072",
    "kind": "arxiv",
    "version": 1
  }
}