Pith Number

pith:YLZRW2PG

pith:2026:YLZRW2PGGHJX2AO5IWCISDQGIQ

not attested not anchored not stored refs pending

A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model

Mara Kalicanin Dimitrov, Ying Ni

arxiv:2606.11237 v1 · 2026-05-29 · q-fin.PR · math.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{YLZRW2PGGHJX2AO5IWCISDQGIQ}

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	2026-06-11T00:08:14.282237Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

c2f31b69e631d37d01dd4584890e06442bcc2bcadec8b9804a13159a42571e0c

Aliases

arxiv: 2606.11237 · arxiv_version: 2606.11237v1 · doi: 10.48550/arxiv.2606.11237 · pith_short_12: YLZRW2PGGHJX · pith_short_16: YLZRW2PGGHJX2AO5 · pith_short_8: YLZRW2PG

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/YLZRW2PGGHJX2AO5IWCISDQGIQ \
  | 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: c2f31b69e631d37d01dd4584890e06442bcc2bcadec8b9804a13159a42571e0c

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "67a62506fab889e4b35a8dc0066da63e9f35be5a7d6000ba7bf6de452b9873a0",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2026-05-29T10:45:31Z",
    "title_canon_sha256": "c380e46d98ee025a99c1571a2635d94314efa975c2821f1aa4d69293ec8b60e8"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2606.11237",
    "kind": "arxiv",
    "version": 1
  }
}