pith. sign in
Pith Number

pith:4BUMHURE

pith:2019:4BUMHUREBXKLD32YEXBFFOQULI
not attested not anchored not stored refs pending

A model-free backward and forward nonlinear PDEs for implied volatility

Andrey Itkin, Peter Carr, Sasha Stoikov

arxiv:1907.07305 v1 · 2019-07-17 · q-fin.CP · q-fin.MF · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{4BUMHUREBXKLD32YEXBFFOQULI}

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 2026-05-17T23:40:22.754548Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

e068c3d2240dd4b1ef5825c252ba145a2b5a6a8e572bf97bf20c2a324303bcd0

Aliases

arxiv: 1907.07305 · arxiv_version: 1907.07305v1 · doi: 10.48550/arxiv.1907.07305 · pith_short_12: 4BUMHUREBXKL · pith_short_16: 4BUMHUREBXKLD32Y · pith_short_8: 4BUMHURE
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/4BUMHUREBXKLD32YEXBFFOQULI \
  | 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: e068c3d2240dd4b1ef5825c252ba145a2b5a6a8e572bf97bf20c2a324303bcd0
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "5331bbdd0e3e1ce6fda5d8388041e313d08032d68b4900da757b7b06c202db64",
    "cross_cats_sorted": [
      "q-fin.MF",
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2019-07-17T02:13:46Z",
    "title_canon_sha256": "d68e01756f3bb1650de689db92e541ccfefb2e2baf65910d8e9029dcc396c475"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1907.07305",
    "kind": "arxiv",
    "version": 1
  }
}