pith. sign in
Pith Number

pith:XBCWEEC7

pith:2010:XBCWEEC7TOOMI52YWTYZM2J7LG
not attested not anchored not stored refs pending

Is the minimum value of an option on variance generated by local volatility?

Mathias Beiglboeck, Peter Friz, Stephan Sturm

arxiv:1001.4031 v3 · 2010-01-22 · q-fin.CP · math.PR · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{XBCWEEC7TOOMI52YWTYZM2J7LG}

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 2026-05-18T01:09:07.441433Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

b84562105f9b9cc47758b4f196693f598fecd2142dcc4df9578b615f04456fff

Aliases

arxiv: 1001.4031 · arxiv_version: 1001.4031v3 · doi: 10.48550/arxiv.1001.4031 · pith_short_12: XBCWEEC7TOOM · pith_short_16: XBCWEEC7TOOMI52Y · pith_short_8: XBCWEEC7
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/XBCWEEC7TOOMI52YWTYZM2J7LG \
  | 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: b84562105f9b9cc47758b4f196693f598fecd2142dcc4df9578b615f04456fff
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "4937ca4d5064c649de0ecebffe726c8249f0b5217af763b8896908852d2553cb",
    "cross_cats_sorted": [
      "math.PR",
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2010-01-22T15:54:39Z",
    "title_canon_sha256": "4e74889ba8418222e1a00b7c7bfed29493526982ee84d20244a17fcc5efb07e1"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1001.4031",
    "kind": "arxiv",
    "version": 3
  }
}