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Pith Number

pith:V7C45XSZ

pith:2008:V7C45XSZBIAPQJ7SWVQW2B72AX
not attested not anchored not stored refs pending

Chi-square simulation of the CIR process and the Heston model

Anke Wiese, Simon J. A. Malham

arxiv:0802.4411 v5 · 2008-02-29 · q-fin.CP · math.NA · math.PR · math.ST · q-fin.PR · stat.TH

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{V7C45XSZBIAPQJ7SWVQW2B72AX}

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 2026-05-18T03:52:12.878616Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

afc5cede590a00f827f2b5616d07fa05c9b803a414ff241cf7e753ece0dd321f

Aliases

arxiv: 0802.4411 · arxiv_version: 0802.4411v5 · doi: 10.48550/arxiv.0802.4411 · pith_short_12: V7C45XSZBIAP · pith_short_16: V7C45XSZBIAPQJ7S · pith_short_8: V7C45XSZ
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/V7C45XSZBIAPQJ7SWVQW2B72AX \
  | 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: afc5cede590a00f827f2b5616d07fa05c9b803a414ff241cf7e753ece0dd321f
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "808a0e00b036b87a7e5f7304150546ddd334769d87dc693087bd0f3bea55c6a3",
    "cross_cats_sorted": [
      "math.NA",
      "math.PR",
      "math.ST",
      "q-fin.PR",
      "stat.TH"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2008-02-29T15:45:47Z",
    "title_canon_sha256": "6b4a8ef832a96a1d1e28da22396ce1d5fcef56a3074e2ff8d226739561dffa03"
  },
  "schema_version": "1.0",
  "source": {
    "id": "0802.4411",
    "kind": "arxiv",
    "version": 5
  }
}