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Pith Number

pith:PPVKFRNZ

pith:2012:PPVKFRNZQMTVUM7CN3C4HXD5YP
not attested not anchored not stored refs pending

High-order short-time expansions for ATM option prices of exponential L\'evy models

Christian Houdr\'e, Jos\'e E. Figueroa-L\'opez, Ruoting Gong

arxiv:1208.5520 v5 · 2012-08-27 · q-fin.PR · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{PPVKFRNZQMTVUM7CN3C4HXD5YP}

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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 2026-05-18T02:54:47.251285Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

7beaa2c5b983275a33e26ec5c3dc7dc3e6b70317fad80163548ad2b6f58c615f

Aliases

arxiv: 1208.5520 · arxiv_version: 1208.5520v5 · doi: 10.48550/arxiv.1208.5520 · pith_short_12: PPVKFRNZQMTV · pith_short_16: PPVKFRNZQMTVUM7C · pith_short_8: PPVKFRNZ
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/PPVKFRNZQMTVUM7CN3C4HXD5YP \
  | 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: 7beaa2c5b983275a33e26ec5c3dc7dc3e6b70317fad80163548ad2b6f58c615f
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "13446f83b45f2fffe2b77379a8db2ee46e78346a478dfbb357b39ac4b53372e8",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2012-08-27T22:06:55Z",
    "title_canon_sha256": "3dedb8b2c2d9d457b2d472d8af39f123067b295e9ed8e33bebe9326f5c57d6ef"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1208.5520",
    "kind": "arxiv",
    "version": 5
  }
}