Pith Number

pith:QLT2E337

pith:2016:QLT2E337VIL6D6DVDHKCXPNOYA

not attested not anchored not stored refs pending

Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function

Daniel Sevcovic, Maria do Rosario Grossinho, Yaser Kord Faghan

arxiv:1611.00885 v2 · 2016-11-03 · 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{QLT2E337VIL6D6DVDHKCXPNOYA}

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	2026-05-18T00:31:03.156550Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

82e7a26f7faa17e1f87519d42bbdaec0271769c41aa18a3212287058cedec695

Aliases

arxiv: 1611.00885 · arxiv_version: 1611.00885v2 · doi: 10.48550/arxiv.1611.00885 · pith_short_12: QLT2E337VIL6 · pith_short_16: QLT2E337VIL6D6DV · pith_short_8: QLT2E337

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/QLT2E337VIL6D6DVDHKCXPNOYA \
  | 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: 82e7a26f7faa17e1f87519d42bbdaec0271769c41aa18a3212287058cedec695

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "60d6995faf7d845a274a3f765cfb6b39c604e5dbb1451b735b14fa98bb7fa7d8",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2016-11-03T05:30:13Z",
    "title_canon_sha256": "55eeaca4589efa2afb76d332c989e2bdafef135af22ce03d191690cad0a486ce"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1611.00885",
    "kind": "arxiv",
    "version": 2
  }
}