pith. sign in
Pith Number

pith:XWGAN5Q3

pith:2016:XWGAN5Q3FKZOXE6VKWBOXR4GVW
not attested not anchored not stored refs pending

Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential L\'evy models With Local Volatility

Jos\'e E. Figueroa-L\'opez, Matthew Lorig, Ruoting Gong

arxiv:1608.07863 v3 · 2016-08-28 · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{XWGAN5Q3FKZOXE6VKWBOXR4GVW}

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 2026-05-18T00:41:58.269246Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

bd8c06f61b2ab2eb93d55582ebc786adabcbe1c3a78696b9d14fc32cc73efff0

Aliases

arxiv: 1608.07863 · arxiv_version: 1608.07863v3 · doi: 10.48550/arxiv.1608.07863 · pith_short_12: XWGAN5Q3FKZO · pith_short_16: XWGAN5Q3FKZOXE6V · pith_short_8: XWGAN5Q3
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/XWGAN5Q3FKZOXE6VKWBOXR4GVW \
  | 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: bd8c06f61b2ab2eb93d55582ebc786adabcbe1c3a78696b9d14fc32cc73efff0
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "a7565c59899fb1522f4f7d9383ace5f1b01b139189f155e5f63a6b9903e19436",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2016-08-28T22:34:39Z",
    "title_canon_sha256": "c9b36ef28ae1f61ba2b54c93eceeb2590921ddc81902ecc38f9ddc94217b9c58"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1608.07863",
    "kind": "arxiv",
    "version": 3
  }
}