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Pith Number

pith:VZ22KUX5

pith:2018:VZ22KUX5OS2JVNITQ4C2OGWSEI
not attested not anchored not stored refs pending

Volatility options in rough volatility models

Antoine Jacquier, Blanka Horvath, Peter Tankov

arxiv:1802.01641 v2 · 2018-02-05 · q-fin.PR · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{VZ22KUX5OS2JVNITQ4C2OGWSEI}

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 2026-05-17T23:55:07.953070Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

ae75a552fd74b49ab5138705a71ad2220ce853152fc72a6741572b07f393bdba

Aliases

arxiv: 1802.01641 · arxiv_version: 1802.01641v2 · doi: 10.48550/arxiv.1802.01641 · pith_short_12: VZ22KUX5OS2J · pith_short_16: VZ22KUX5OS2JVNIT · pith_short_8: VZ22KUX5
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/VZ22KUX5OS2JVNITQ4C2OGWSEI \
  | 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: ae75a552fd74b49ab5138705a71ad2220ce853152fc72a6741572b07f393bdba
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "32f72b2109ded60dec994b7e711bac7751fb003df526d59822de8c28893fdb39",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2018-02-05T20:35:30Z",
    "title_canon_sha256": "0997430121b951cb488947a25d5df2d1d88b74d39ff3b6d822e671ae5bb1f932"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1802.01641",
    "kind": "arxiv",
    "version": 2
  }
}