pith. sign in
Pith Number

pith:VYOHFNSX

pith:2015:VYOHFNSXVW4PSW4SYO5JFEQ5YI
not attested not anchored not stored refs pending

Black-Scholes in a CEV random environment

Antoine Jacquier, Patrick Roome

arxiv:1503.08082 v3 · 2015-03-27 · q-fin.PR · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{VYOHFNSXVW4PSW4SYO5JFEQ5YI}

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 2026-05-18T00:29:33.874578Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

ae1c72b657adb8f95b92c3ba92921dc2010c64f7b234e14b3a4c47e026b22b06

Aliases

arxiv: 1503.08082 · arxiv_version: 1503.08082v3 · doi: 10.48550/arxiv.1503.08082 · pith_short_12: VYOHFNSXVW4P · pith_short_16: VYOHFNSXVW4PSW4S · pith_short_8: VYOHFNSX
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/VYOHFNSXVW4PSW4SYO5JFEQ5YI \
  | 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: ae1c72b657adb8f95b92c3ba92921dc2010c64f7b234e14b3a4c47e026b22b06
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "59c30ed9b41ca09546d1c936e0695c0a1b36edabe950d4a9df714cbe7b395a6b",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2015-03-27T14:05:21Z",
    "title_canon_sha256": "1857e4c7347c003f519e0c2ef15faf0ce136c6c894690eff0578558e49ae6f39"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1503.08082",
    "kind": "arxiv",
    "version": 3
  }
}