Pith Number

pith:UGIXYI3V

pith:2024:UGIXYI3VIYCMYHFP6AGW5FC2LI

not attested not anchored not stored refs pending

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models

Dennis Schroers

arxiv:2406.19412 v1 · 2024-06-17 · q-fin.ST · econ.EM · 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{UGIXYI3VIYCMYHFP6AGW5FC2LI}

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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.

Cited by

1 paper in Pith

Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models

Receipt and verification

First computed	2026-07-05T08:37:39.394810Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

a1917c23754604cc1caff00d6e945a5a31e565b59acbfeb73af0845dde2aa378

Aliases

arxiv: 2406.19412 · arxiv_version: 2406.19412v1 · doi: 10.48550/arxiv.2406.19412 · pith_short_12: UGIXYI3VIYCM · pith_short_16: UGIXYI3VIYCMYHFP · pith_short_8: UGIXYI3V

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/UGIXYI3VIYCMYHFP6AGW5FC2LI \
  | 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: a1917c23754604cc1caff00d6e945a5a31e565b59acbfeb73af0845dde2aa378

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "f4092a34b516eb83cd868a4621564ceecf37b49dd85b0fe7e371480cced720ca",
    "cross_cats_sorted": [
      "econ.EM",
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2024-06-17T15:30:18Z",
    "title_canon_sha256": "0b1cca7cba6e2587863edc9c7f1a1356c473aa741a5b03278dd07af2c43a41f9"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2406.19412",
    "kind": "arxiv",
    "version": 1
  }
}