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Pith Number

pith:VKR3OFYY

pith:2024:VKR3OFYYU7OAS4EJ7NG7QLVTPK
not attested not anchored not stored refs pending

Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport

Johan Karlsson, Linn Engstr\"om, Sigrid K\"allblad

arxiv:2406.09959 v2 · 2024-06-14 · q-fin.CP · math.OC · math.PR · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{VKR3OFYYU7OAS4EJ7NG7QLVTPK}

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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

Receipt and verification
First computed 2026-07-05T10:35:33.652085Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

aaa3b71718a7dc097089fb4df82eb37a883526b6ec09980f24969778fbaf8bde

Aliases

arxiv: 2406.09959 · arxiv_version: 2406.09959v2 · doi: 10.48550/arxiv.2406.09959 · pith_short_12: VKR3OFYYU7OA · pith_short_16: VKR3OFYYU7OAS4EJ · pith_short_8: VKR3OFYY
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/VKR3OFYYU7OAS4EJ7NG7QLVTPK \
  | 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: aaa3b71718a7dc097089fb4df82eb37a883526b6ec09980f24969778fbaf8bde
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "16d82cf2c01ee50b528f05bbc5acdeda08e4caf376957f32508f072eb7e4f068",
    "cross_cats_sorted": [
      "math.OC",
      "math.PR",
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2024-06-14T12:06:21Z",
    "title_canon_sha256": "12a2be047b89cfbeb0695d8eabdb658bdd03375bcd06a5d999f20db7388d83ad"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2406.09959",
    "kind": "arxiv",
    "version": 2
  }
}