pith. sign in
Pith Number

pith:ALJXGDA6

pith:2015:ALJXGDA6P6YOCVSXIKOVJFNIQQ
not attested not anchored not stored refs pending

Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model

Geoffrey Lee, Nicolas Langren\'e, Zili Zhu

arxiv:1507.02847 v2 · 2015-07-10 · q-fin.CP · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{ALJXGDA6P6YOCVSXIKOVJFNIQQ}

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 2026-05-17T23:42:09.156244Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

02d3730c1e7fb0e15657429d5495a8841f2f143c1d6c6b90b115bd3b651ac4c4

Aliases

arxiv: 1507.02847 · arxiv_version: 1507.02847v2 · doi: 10.48550/arxiv.1507.02847 · pith_short_12: ALJXGDA6P6YO · pith_short_16: ALJXGDA6P6YOCVSX · pith_short_8: ALJXGDA6
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/ALJXGDA6P6YOCVSXIKOVJFNIQQ \
  | 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: 02d3730c1e7fb0e15657429d5495a8841f2f143c1d6c6b90b115bd3b651ac4c4
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "dc8446a6a0783719ed78edc428aa35e9cf3204777ade4c3f44a40c645ab372c4",
    "cross_cats_sorted": [
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2015-07-10T11:03:17Z",
    "title_canon_sha256": "8ba13d0963ade9edbc6b9ef813000c6c3e1460378718cb7bc3843dff360b1d83"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1507.02847",
    "kind": "arxiv",
    "version": 2
  }
}