pith. sign in
Pith Number

pith:ZGZP3QRX

pith:2015:ZGZP3QRXUW7SP2HD5IL6TPR2DJ
not attested not anchored not stored refs pending

Short-time asymptotics for the implied volatility skew under a stochastic volatility model with L\'evy jumps

Jos\'e E. Figueroa-L\'opez, Sveinn \'Olafsson

arxiv:1502.02595 v3 · 2015-02-09 · q-fin.MF · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{ZGZP3QRXUW7SP2HD5IL6TPR2DJ}

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 2026-05-18T01:24:30.423654Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

c9b2fdc237a5bf27e8e3ea17e9be3a1a55e7e7132f5f1d45d9eacb7b792429c0

Aliases

arxiv: 1502.02595 · arxiv_version: 1502.02595v3 · doi: 10.48550/arxiv.1502.02595 · pith_short_12: ZGZP3QRXUW7S · pith_short_16: ZGZP3QRXUW7SP2HD · pith_short_8: ZGZP3QRX
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/ZGZP3QRXUW7SP2HD5IL6TPR2DJ \
  | 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: c9b2fdc237a5bf27e8e3ea17e9be3a1a55e7e7132f5f1d45d9eacb7b792429c0
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "1e14830a17b9752769ace4553431e637836170d11b22402f2f2c1b36dc77241d",
    "cross_cats_sorted": [
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2015-02-09T18:35:56Z",
    "title_canon_sha256": "3f81f5ebb8b3c8b02e6f9b2e0eeeffe4c17b57f618057956e9277aaa025b38c5"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1502.02595",
    "kind": "arxiv",
    "version": 3
  }
}