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Pith Number

pith:X4IXMXWB

pith:2012:X4IXMXWBA3HJBZVT5E3B6IWP5Q
not attested not anchored not stored refs pending

Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities

Anatoliy V. Swishchuk, Giovanni Salvi

arxiv:1205.5565 v1 · 2012-05-24 · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{X4IXMXWBA3HJBZVT5E3B6IWP5Q}

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 2026-05-18T03:54:59.832647Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

bf11765ec106ce90e6b3e9361f22cfec388c409912df4e193d7aebfdfca05cb1

Aliases

arxiv: 1205.5565 · arxiv_version: 1205.5565v1 · doi: 10.48550/arxiv.1205.5565 · pith_short_12: X4IXMXWBA3HJ · pith_short_16: X4IXMXWBA3HJBZVT · pith_short_8: X4IXMXWB
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/X4IXMXWBA3HJBZVT5E3B6IWP5Q \
  | 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: bf11765ec106ce90e6b3e9361f22cfec388c409912df4e193d7aebfdfca05cb1
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "27dbd2bdeb73b70b9c85ae53da49e91c932c962991fb997ed73fa02a190ee28a",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2012-05-24T20:42:01Z",
    "title_canon_sha256": "d7dc3e09159cf4aedbb109c2c220b580c6c38ae757bc7d009cb0a5cd2b563d91"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1205.5565",
    "kind": "arxiv",
    "version": 1
  }
}