Pith Number

pith:V5WSBRL2

pith:2025:V5WSBRL2NGQLSACT7FWN35Q7PP

not attested not anchored not stored refs pending

Pricing American options under rough volatility using deep-signatures and signature-kernels

Christian Bayer, Jia-Jie Zhu, Luca Pelizzari

arxiv:2501.06758 v2 · 2025-01-12 · 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{V5WSBRL2NGQLSACT7FWN35Q7PP}

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

3 papers in Pith

Affine Structure of the Brownian Signature

The Volterra signature

Valuation of variable annuities under the Volterra mortality and rough Heston models

Receipt and verification

First computed	2026-07-05T11:19:23.582218Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

af6d20c57a69a0b90053f96cddf61f7bf3ab447d575f9a3a2db8daf0e373472b

Aliases

arxiv: 2501.06758 · arxiv_version: 2501.06758v2 · doi: 10.48550/arxiv.2501.06758 · pith_short_12: V5WSBRL2NGQL · pith_short_16: V5WSBRL2NGQLSACT · pith_short_8: V5WSBRL2

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/V5WSBRL2NGQLSACT7FWN35Q7PP \
  | 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: af6d20c57a69a0b90053f96cddf61f7bf3ab447d575f9a3a2db8daf0e373472b

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "4c2994957052b2373d1b9f6a34dba1c111a7508156ef1f9376db4fc74b02e895",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2025-01-12T09:40:49Z",
    "title_canon_sha256": "e05f142fe9cbb1a47d8feba81ea1190ec996cb0bbaa81696bc0171dadd324cf6"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2501.06758",
    "kind": "arxiv",
    "version": 2
  }
}