Pith Number

pith:OBRDZYWQ

pith:2026:OBRDZYWQ7BSSPYILKF74A6NRQH

not attested not anchored not stored refs pending

Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models

Elisa Al\`os, \`Oscar Bur\'es

arxiv:2606.26024 v1 · 2026-06-24 · 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{OBRDZYWQ7BSSPYILKF74A6NRQH}

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	2026-06-25T01:18:46.170821Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

70623ce2d0f86527e10b517fc079b181f19b0ee9939595677d06d14071771ccb

Aliases

arxiv: 2606.26024 · arxiv_version: 2606.26024v1 · doi: 10.48550/arxiv.2606.26024 · pith_short_12: OBRDZYWQ7BSS · pith_short_16: OBRDZYWQ7BSSPYIL · pith_short_8: OBRDZYWQ

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/OBRDZYWQ7BSSPYILKF74A6NRQH \
  | 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: 70623ce2d0f86527e10b517fc079b181f19b0ee9939595677d06d14071771ccb

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "c2c7e7aabf60b1be7413d5e66bcb48548304e548fc76ca9ec4cecb848244ee4b",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2026-06-24T16:50:47Z",
    "title_canon_sha256": "1e88a37cb0e035a1439cdebbb8c5a64d8a82eba9c0d1c25d4cfd6b1f3005deec"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2606.26024",
    "kind": "arxiv",
    "version": 1
  }
}