Pith Number

pith:JHUEMKU4

pith:2017:JHUEMKU4PICYQJ6MYKOU5SGSCC

not attested not anchored not stored refs pending

Unspanned Stochastic Volatility in the Multi-factor CIR Model

Damir Filipovi\'c, Francesco Statti, Martin Larsson

arxiv:1705.02789 v4 · 2017-05-08 · 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{JHUEMKU4PICYQJ6MYKOU5SGSCC}

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	2026-05-18T00:18:31.850005Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

49e8462a9c7a058827ccc29d4ec8d210911bd300fd62a75f9740b740a1d8b4e6

Aliases

arxiv: 1705.02789 · arxiv_version: 1705.02789v4 · doi: 10.48550/arxiv.1705.02789 · pith_short_12: JHUEMKU4PICY · pith_short_16: JHUEMKU4PICYQJ6M · pith_short_8: JHUEMKU4

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/JHUEMKU4PICYQJ6MYKOU5SGSCC \
  | 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: 49e8462a9c7a058827ccc29d4ec8d210911bd300fd62a75f9740b740a1d8b4e6

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "3ec492468537bebce0ab82825fe81c65e23d7dc43b4d85c95f5e4adb443b109f",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2017-05-08T09:10:53Z",
    "title_canon_sha256": "cfcd9481cf9a77d234a2ff27e2be5cd5d0c4ea006ebbb9583f350cf6f2683ea4"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1705.02789",
    "kind": "arxiv",
    "version": 4
  }
}