Pith Number

pith:VAMMNMOQ

pith:2015:VAMMNMOQXWO74GUVYBU2HI2Z63

not attested not anchored not stored refs pending

Approximations of Bond and Swaption Prices in a Black-Karasi\'{n}ski Model

Andrzej Daniluk, Rafa{\l} Muchorski

arxiv:1506.00697 v1 · 2015-06-01 · q-fin.CP

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{VAMMNMOQXWO74GUVYBU2HI2Z63}

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

Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Lo\`eve expansions

Receipt and verification

First computed	2026-05-18T01:59:52.947736Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

a818c6b1d0bd9dfe1a95c069a3a359f6d1b9d72b5ee899879f9ee4040d48167c

Aliases

arxiv: 1506.00697 · arxiv_version: 1506.00697v1 · doi: 10.48550/arxiv.1506.00697 · pith_short_12: VAMMNMOQXWO7 · pith_short_16: VAMMNMOQXWO74GUV · pith_short_8: VAMMNMOQ

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/VAMMNMOQXWO74GUVYBU2HI2Z63 \
  | 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: a818c6b1d0bd9dfe1a95c069a3a359f6d1b9d72b5ee899879f9ee4040d48167c

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "58904ed973cc4b0dff11763010ca44a6d256eadc6e2e29f3101f4ae1ae40213e",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2015-06-01T22:44:08Z",
    "title_canon_sha256": "9ae6e20c84fab3f6179cdffe69e566d1365c4fdca3a61cdbb88d02309f6763b5"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1506.00697",
    "kind": "arxiv",
    "version": 1
  }
}