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Pith Number

pith:V7FUKZLU

pith:2015:V7FUKZLUWNNYEX474ZCZ67OBD7
not attested not anchored not stored refs pending

The asymptotic smile of a multiscaling stochastic volatility model

Francesco Caravenna, Jacopo Corbetta

arxiv:1501.03387 v4 · 2015-01-14 · math.PR · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{V7FUKZLUWNNYEX474ZCZ67OBD7}

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 2026-05-18T00:40:52.076890Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

afcb456574b35b825f9fe6459f7dc11fc5c17d4e23c37ae567654c78937a70a2

Aliases

arxiv: 1501.03387 · arxiv_version: 1501.03387v4 · doi: 10.48550/arxiv.1501.03387 · pith_short_12: V7FUKZLUWNNY · pith_short_16: V7FUKZLUWNNYEX47 · pith_short_8: V7FUKZLU
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/V7FUKZLUWNNYEX474ZCZ67OBD7 \
  | 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: afcb456574b35b825f9fe6459f7dc11fc5c17d4e23c37ae567654c78937a70a2
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "6e7ab1f77d0b0427b43393d174f8f235c45206b404d0a2effada35401327e5a5",
    "cross_cats_sorted": [
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.PR",
    "submitted_at": "2015-01-14T16:10:32Z",
    "title_canon_sha256": "a7e64bc870c654d1c7e884845d93560229ef2a59c5659cabb2be0a5c2e901b92"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1501.03387",
    "kind": "arxiv",
    "version": 4
  }
}