Pith Number

pith:UMS6HFWD

pith:2022:UMS6HFWDNVC6AYW6ODTVHYVM54

not attested not anchored not stored refs pending

Local volatility under rough volatility

Florian Bourgey, Paolo Pigato, Peter K. Friz, Stefano De Marco

arxiv:2204.02376 v2 · 2022-04-05 · 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{UMS6HFWDNVC6AYW6ODTVHYVM54}

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.

Cited by

1 paper in Pith

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates

Receipt and verification

First computed	2026-07-05T05:15:59.830888Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

a325e396c36d45e062de70e753e2acef21a2db1b6df512066d2095e9d11bb855

Aliases

arxiv: 2204.02376 · arxiv_version: 2204.02376v2 · doi: 10.48550/arxiv.2204.02376 · pith_short_12: UMS6HFWDNVC6 · pith_short_16: UMS6HFWDNVC6AYW6 · pith_short_8: UMS6HFWD

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/UMS6HFWDNVC6AYW6ODTVHYVM54 \
  | 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: a325e396c36d45e062de70e753e2acef21a2db1b6df512066d2095e9d11bb855

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "4921027f695d09f30422550650bf53b61410015c5b7d01621866f67f782efa22",
    "cross_cats_sorted": [],
    "license": "http://creativecommons.org/publicdomain/zero/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2022-04-05T17:30:06Z",
    "title_canon_sha256": "ef67cf53196d2b614a8f7d65c2b326d7d561060d6a61f13c885f512e96a4aab3"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2204.02376",
    "kind": "arxiv",
    "version": 2
  }
}