pith. sign in
Pith Number

pith:XXJ2OGXD

pith:2017:XXJ2OGXDU2C4TBM7SFGNBUN3I7
not attested not anchored not stored refs pending

Moment generating functions and Normalized implied volatilities: unification and extension via Fukasawa's pricing formula

Claude Martini, Stefano De Marco

arxiv:1703.00957 v2 · 2017-03-02 · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{XXJ2OGXDU2C4TBM7SFGNBUN3I7}

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 2026-05-18T00:45:06.103372Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

bdd3a71ae3a685c9859f914cd0d1bb47c7536f6f43217d25dd314004ff524425

Aliases

arxiv: 1703.00957 · arxiv_version: 1703.00957v2 · doi: 10.48550/arxiv.1703.00957 · pith_short_12: XXJ2OGXDU2C4 · pith_short_16: XXJ2OGXDU2C4TBM7 · pith_short_8: XXJ2OGXD
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/XXJ2OGXDU2C4TBM7SFGNBUN3I7 \
  | 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: bdd3a71ae3a685c9859f914cd0d1bb47c7536f6f43217d25dd314004ff524425
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "37521cfd224992443d88fddc7e074c575e67a40eecc616235ca9de3bf1f34105",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2017-03-02T21:31:56Z",
    "title_canon_sha256": "3a9b9305b4caa12dbd634221c9c5fbdb31eb8526376d1d285bc83e4edbaf8702"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1703.00957",
    "kind": "arxiv",
    "version": 2
  }
}