Pith Number

pith:TLXZ53HQ

pith:2017:TLXZ53HQGEWDHNPENK2UAOTB6E

not attested not anchored not stored refs pending

Pricing Variance Swaps on Time-Changed Markov Processes

Matthew Lorig, Peter Carr, Roger Lee

arxiv:1705.01069 v3 · 2017-05-02 · 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{TLXZ53HQGEWDHNPENK2UAOTB6E}

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	2026-07-05T00:19:17.424927Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

9aef9eecf0312c33b5e46ab5403a61f126a5bf8e9396db702544894ac8089ed4

Aliases

arxiv: 1705.01069 · arxiv_version: 1705.01069v3 · doi: 10.48550/arxiv.1705.01069 · pith_short_12: TLXZ53HQGEWD · pith_short_16: TLXZ53HQGEWDHNPE · pith_short_8: TLXZ53HQ

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/TLXZ53HQGEWDHNPENK2UAOTB6E \
  | 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: 9aef9eecf0312c33b5e46ab5403a61f126a5bf8e9396db702544894ac8089ed4

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "8301638884fb40b2821049ffe006644a245698dd02c12e26a494c6a90cc43882",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2017-05-02T16:51:01Z",
    "title_canon_sha256": "ecaab99b600e34e795a2c7894ee753072d80fffa65506858fc7505ecb17c4e09"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1705.01069",
    "kind": "arxiv",
    "version": 3
  }
}