Pith Number

pith:ZNDBML5O

pith:2012:ZNDBML5OW7CE6XKKDYY6OMUUL4

not attested not anchored not stored refs pending

Variance Swaps on Defaultable Assets and Market Implied Time-Changes

Matthew Lorig, Oriol Lozano Carbasse, Rafael Mendoza-Arriaga

arxiv:1209.0697 v4 · 2012-09-04 · q-fin.PR · q-fin.CP

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{ZNDBML5OW7CE6XKKDYY6OMUUL4}

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	2026-05-18T03:19:33.096296Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

cb46162faeb7c44f5d4a1e31e732945f348253c11523f9afacc854254ba51f79

Aliases

arxiv: 1209.0697 · arxiv_version: 1209.0697v4 · doi: 10.48550/arxiv.1209.0697 · pith_short_12: ZNDBML5OW7CE · pith_short_16: ZNDBML5OW7CE6XKK · pith_short_8: ZNDBML5O

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/ZNDBML5OW7CE6XKKDYY6OMUUL4 \
  | 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: cb46162faeb7c44f5d4a1e31e732945f348253c11523f9afacc854254ba51f79

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "e61d252c4c6d118e1c4b0e3544ffdff533f65c8113163bc99efb2471865e1606",
    "cross_cats_sorted": [
      "q-fin.CP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2012-09-04T16:40:36Z",
    "title_canon_sha256": "4cbf51a68a836a9bce92be1d49602ec2ce331e710e2f5ccee500c4f3073174c8"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1209.0697",
    "kind": "arxiv",
    "version": 4
  }
}