Pith Number
pith:X4IXMXWB
pith:2012:X4IXMXWBA3HJBZVT5E3B6IWP5Q
not attested
not anchored
not stored
refs pending
Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities
arxiv:1205.5565 v1 · 2012-05-24 · q-fin.PR
Add to your LaTeX paper
\usepackage{pith}
\pithnumber{X4IXMXWBA3HJBZVT5E3B6IWP5Q}
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
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claim
4
Citations
5
Replications
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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 | 2026-05-18T03:54:59.832647Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
bf11765ec106ce90e6b3e9361f22cfec388c409912df4e193d7aebfdfca05cb1
Aliases
· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/X4IXMXWBA3HJBZVT5E3B6IWP5Q \
| 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: bf11765ec106ce90e6b3e9361f22cfec388c409912df4e193d7aebfdfca05cb1
Canonical record JSON
{
"metadata": {
"abstract_canon_sha256": "27dbd2bdeb73b70b9c85ae53da49e91c932c962991fb997ed73fa02a190ee28a",
"cross_cats_sorted": [],
"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"primary_cat": "q-fin.PR",
"submitted_at": "2012-05-24T20:42:01Z",
"title_canon_sha256": "d7dc3e09159cf4aedbb109c2c220b580c6c38ae757bc7d009cb0a5cd2b563d91"
},
"schema_version": "1.0",
"source": {
"id": "1205.5565",
"kind": "arxiv",
"version": 1
}
}