Pith Number

pith:76TGAWJT

pith:2020:76TGAWJTQNDBWOXDDZ3FG3MJLX

not attested not anchored not stored refs pending

Explicit approximations of option prices via Malliavin calculus in a general stochastic volatility framework

Kaustav Das, Nicolas Langren\'e

arxiv:2006.01542 v7 · 2020-06-02 · q-fin.MF

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{76TGAWJTQNDBWOXDDZ3FG3MJLX}

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	2026-06-02T02:04:44.404973Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

ffa660593383461b3ae31e76536d895dc60a0df195bab74e13f17c916907162e

Aliases

arxiv: 2006.01542 · arxiv_version: 2006.01542v7 · doi: 10.48550/arxiv.2006.01542 · pith_short_12: 76TGAWJTQNDB · pith_short_16: 76TGAWJTQNDBWOXD · pith_short_8: 76TGAWJT

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/76TGAWJTQNDBWOXDDZ3FG3MJLX \
  | 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: ffa660593383461b3ae31e76536d895dc60a0df195bab74e13f17c916907162e

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "d8c77aa6b6fc8b51568425152303b4d512bcf695295de0d8ff514d3069aa6269",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2020-06-02T12:07:44Z",
    "title_canon_sha256": "a695094f42ca7440a9a83773f700a271dd93f1521640ff266c0533ecade68938"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2006.01542",
    "kind": "arxiv",
    "version": 7
  }
}