Pith Number

pith:MESUZK5D

pith:2024:MESUZK5D2FTWLIA7K5TYZF25LX

not attested not anchored not stored refs pending

Heat modulated affine stochastic volatility models for forward curve dynamics

Sven Karbach

arxiv:2409.13070 v2 · 2024-09-19 · q-fin.MF · math.PR · q-fin.PR

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

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{MESUZK5D2FTWLIA7K5TYZF25LX}

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.

Cited by

2 papers in Pith

Hedging Maturity-Specific Risk in Forward Curve Derivatives under Stochastic Volatility

Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models

Receipt and verification

First computed	2026-07-03T01:17:10.298689Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

61254caba3d16765a01f57678c975d5dc61090a0ab5e38121905838accf5e576

Aliases

arxiv: 2409.13070 · arxiv_version: 2409.13070v2 · doi: 10.48550/arxiv.2409.13070 · pith_short_12: MESUZK5D2FTW · pith_short_16: MESUZK5D2FTWLIA7 · pith_short_8: MESUZK5D

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/MESUZK5D2FTWLIA7K5TYZF25LX \
  | 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: 61254caba3d16765a01f57678c975d5dc61090a0ab5e38121905838accf5e576

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "0717826541a8e1d52570fd1c41e464251b8cb60fc7476d62762ac6e0c4bf4d56",
    "cross_cats_sorted": [
      "math.PR",
      "q-fin.PR"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2024-09-19T20:06:35Z",
    "title_canon_sha256": "127b56b65d38a0aea2638d3ef8fc5569dec26476a5bd68ddc5c3142669505967"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2409.13070",
    "kind": "arxiv",
    "version": 2
  }
}