pith. sign in
Pith Number

pith:JQLI3MVX

pith:2016:JQLI3MVXNQ7P3IE2PD35KPTW6B
not attested not anchored not stored refs pending

Pricing Bounds for VIX Derivatives via Least Squares Monte Carlo

Gregoire Loeper, Ivan Guo

arxiv:1611.00464 v1 · 2016-11-02 · q-fin.CP · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{JQLI3MVXNQ7P3IE2PD35KPTW6B}

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 2026-05-18T01:00:32.777659Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

4c168db2b76c3efda09a78f7d53e76f061e5f5220f5b4df5aaad88929f149ada

Aliases

arxiv: 1611.00464 · arxiv_version: 1611.00464v1 · doi: 10.48550/arxiv.1611.00464 · pith_short_12: JQLI3MVXNQ7P · pith_short_16: JQLI3MVXNQ7P3IE2 · pith_short_8: JQLI3MVX
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/JQLI3MVXNQ7P3IE2PD35KPTW6B \
  | 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: 4c168db2b76c3efda09a78f7d53e76f061e5f5220f5b4df5aaad88929f149ada
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "580ff6e257ab20080b0f113fe4f2a5b26597b1031c1cf25c61ed1620de3a9f2b",
    "cross_cats_sorted": [
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2016-11-02T04:14:10Z",
    "title_canon_sha256": "2759aec358d7d7e3364ed4b2af53aea0dff8a04a25c3fa251b89cf6f8f8069da"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1611.00464",
    "kind": "arxiv",
    "version": 1
  }
}