Pith Number

pith:X4ZP5IWO

pith:2026:X4ZP5IWOV2NUC4SYDHBAXDJFLR

not attested not anchored not stored refs pending

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model

Jayen Tan, Robert Jarrow

arxiv:2608.03925 v1 · 2026-08-04 · q-fin.MF · q-fin.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{X4ZP5IWOV2NUC4SYDHBAXDJFLR}

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	2026-08-05T01:37:31.520729Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

bf32fea2ceae9b41725819c20b8d255c754bd852bccb8af90e6e98dc00b2c6bb

Aliases

arxiv: 2608.03925 · arxiv_version: 2608.03925v1 · doi: 10.48550/arxiv.2608.03925 · pith_short_12: X4ZP5IWOV2NU · pith_short_16: X4ZP5IWOV2NUC4SY · pith_short_8: X4ZP5IWO

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/X4ZP5IWOV2NUC4SYDHBAXDJFLR \
  | 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: bf32fea2ceae9b41725819c20b8d255c754bd852bccb8af90e6e98dc00b2c6bb

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "9232bb73bab56d7332cd5a228d169274293e9ce68b61c29923a35fdab28aacdb",
    "cross_cats_sorted": [
      "q-fin.PR"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2026-08-04T16:57:12Z",
    "title_canon_sha256": "b989bc5f14410229eb412b57e25128f6e6e53847ea347f93dde83a6e4b524823"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2608.03925",
    "kind": "arxiv",
    "version": 1
  }
}