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Pith Number

pith:ZEWNSTUK

pith:2017:ZEWNSTUKAABEB6SRBFOFZWBZYY
not attested not anchored not stored refs pending

Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps

Andrey Itkin

arxiv:1701.02821 v2 · 2017-01-11 · q-fin.CP · math.NA · q-fin.MF · q-fin.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{ZEWNSTUKAABEB6SRBFOFZWBZYY}

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 2026-05-18T00:52:30.636065Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

c92cd94e8a000240fa51095c5cd839c6152df5af55c0fdefeef692f95df2b0ba

Aliases

arxiv: 1701.02821 · arxiv_version: 1701.02821v2 · doi: 10.48550/arxiv.1701.02821 · pith_short_12: ZEWNSTUKAABE · pith_short_16: ZEWNSTUKAABEB6SR · pith_short_8: ZEWNSTUK
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/ZEWNSTUKAABEB6SRBFOFZWBZYY \
  | 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: c92cd94e8a000240fa51095c5cd839c6152df5af55c0fdefeef692f95df2b0ba
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "9cc30d653791860bb420cdc91f2ab4a37fb68f683a52025a75f1210e3f96e868",
    "cross_cats_sorted": [
      "math.NA",
      "q-fin.MF",
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2017-01-11T01:23:27Z",
    "title_canon_sha256": "db90ba2ea1113fba2c914e5d0d77b08469a14d6b67b262e73a94b46456648d7e"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1701.02821",
    "kind": "arxiv",
    "version": 2
  }
}