Pith Number

pith:YW72IIWE

pith:2011:YW72IIWEI23GJNWOHSDLPJHVEM

not attested not anchored not stored refs pending

Calculating Variable Annuity Liability 'Greeks' Using Monte Carlo Simulation

Alexander J. McNeil, Mark J. Cathcart, Steven Morrison

arxiv:1110.4516 v1 · 2011-10-20 · q-fin.RM · q-fin.CP

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{YW72IIWEI23GJNWOHSDLPJHVEM}

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	2026-05-18T04:10:36.560371Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

c5bfa422c446b664b6ce3c86b7a4f52336aadad337bc704415fdf2ae676fdfc9

Aliases

arxiv: 1110.4516 · arxiv_version: 1110.4516v1 · doi: 10.48550/arxiv.1110.4516 · pith_short_12: YW72IIWEI23G · pith_short_16: YW72IIWEI23GJNWO · pith_short_8: YW72IIWE

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/YW72IIWEI23GJNWOHSDLPJHVEM \
  | 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: c5bfa422c446b664b6ce3c86b7a4f52336aadad337bc704415fdf2ae676fdfc9

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "0bf51efae53f45de72f996bba7227df4b785802c18de0591636ac4db3dfd8002",
    "cross_cats_sorted": [
      "q-fin.CP"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.RM",
    "submitted_at": "2011-10-20T13:00:33Z",
    "title_canon_sha256": "a8c9ce6ab8c1d3d2081262d4e75525b7cc2e5cea19331ca441e03a63b5d17565"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1110.4516",
    "kind": "arxiv",
    "version": 1
  }
}