{"entities":{"Q1040023":{"pageid":1041871,"ns":120,"title":"Item:Q1040023","lastrevid":66875049,"modified":"2026-04-12T13:27:03Z","type":"item","id":"Q1040023","labels":{"en":{"language":"en","value":"Valuation for an American continuous-installment put option on bond under Vasicek interest rate model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5637289"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$4FAB7D17-0888-495F-9FF3-EDFAB873565E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"696e17968ba8e7eb668b5372080daab7b6a64245","datavalue":{"value":{"text":"Valuation for an American continuous-installment put option on bond under Vasicek interest rate model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1040023$98B5202F-1B5B-4979-98DF-FBD5BBEBF4FB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ccf350970096384cbc2e41fb4b4b33bbe5a3309d","datavalue":{"value":"1175.91073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1040023$D074671D-AE7E-4E49-BFB9-24B0B34E62B3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"82ff40c3e5ba8c92ea65bdd8ee92ca7f648adc9c","datavalue":{"value":"10.1155/2009/215163","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1040023$BB9C7244-4EDF-43BD-B477-AFB2F1E92AE7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"76c18dccb2fb76ff0f18049382d840f20d5363e0","datavalue":{"value":{"entity-type":"item","numeric-id":1040022,"id":"Q1040022"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$959681AB-D713-4AE5-BF52-30991FCD7621","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"55fcc14c1377b2129fafc2eef8d86c04abe88907","datavalue":{"value":{"entity-type":"item","numeric-id":482014,"id":"Q482014"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$C4FAC776-E2F5-4A4F-9934-FA3F9769D1A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8807ea409e3180463cf9c4ee6f0e3cfcc83a6323","datavalue":{"value":{"entity-type":"item","numeric-id":488427,"id":"Q488427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$A7163109-EB9F-4F4F-B0B2-445825830DC3","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d127085f944eb24026719a2a4a849158864c3044","datavalue":{"value":{"entity-type":"item","numeric-id":86285,"id":"Q86285"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$9B3E450F-2674-4C74-9334-0BF7B9AF8B92","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"207cc819f2c1c2e9f32725ea6312fe2f99e880f4","datavalue":{"value":{"time":"+2009-11-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1040023$35357F75-52C4-4710-8682-53982F61FAFD","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"7a667df8679bae17ccb0c9f88b0f670b7d489286","datavalue":{"value":"https://eudml.org/doc/224523","type":"string"},"datatype":"url"},"type":"statement","id":"Q1040023$AD0A0519-4148-4E8C-B884-E18DBAC57F8E","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ddf63ef55c543f85cf0cfefeb30ac22b7beafebc","datavalue":{"value":"Summary: The valuation for an American continuous-installment put option on zero-coupon bond is considered by Kim's equations under a single factor model of the short-term interest rate, which follows the famous Vasicek model. In term of the price of this option, integral representations of both the optimal stopping and exercise boundaries are derived. A numerical method is used to approximate the optimal stopping and exercise boundaries by quadrature formulas. Numerical results and discussions are provided.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1040023$B16F50D0-27E9-445B-B961-E4DE21F5CF17","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1040023$28B18951-2C7F-4A79-8D17-0276C4C2E8D4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"365d7f8498148332738513b730b4efb006ff1ca9","datavalue":{"value":"5637289","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1040023$A24E48F3-4371-46F6-A446-3361386C8688","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"b37701eac5c61bd1c059757e86096af59ae8efed","datavalue":{"value":"Q58646823","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1040023$96B8BAFC-34B2-4395-A806-A534E601E022","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$1665CB69-7EF3-4417-93E9-1C77DD332C42","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4c52fb38ceedfe19e3257ee40618482d4cf4e395","datavalue":{"value":"W2016653036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1040023$BC468B4F-E7C6-44B9-AD99-293AE1ECD17F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"afdb88ba7b62a7cfc1fec6a140a1f757a69c2c87","datavalue":{"value":{"entity-type":"item","numeric-id":4539350,"id":"Q4539350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$59EA8C02-8548-40A5-9E75-DD817D36FB3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"575125df531e6537debec32f2c9fad0f574ae5b3","datavalue":{"value":{"entity-type":"item","numeric-id":4372015,"id":"Q4372015"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$5A8BA477-2652-49EA-A90C-E98B64634845","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38287d234da976b3b3869c1dd389925c31acb8a7","datavalue":{"value":{"entity-type":"item","numeric-id":1398678,"id":"Q1398678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$8A249456-2F37-4E92-BCF0-D7E25B42437D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"815b8f197bf87a73f6ae6396be4acd99cff049b4","datavalue":{"value":{"entity-type":"item","numeric-id":2369207,"id":"Q2369207"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$769A3131-FF22-47AC-AC0C-2F663A807C20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b26c923bb9eed3f965f6c1b7aa776acdbae3903","datavalue":{"value":{"entity-type":"item","numeric-id":4345908,"id":"Q4345908"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$46196EE0-0F41-4709-B40C-1A3E7F4328B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e7fdfe01b11b2f89345c3dccba39d4db2288bf7","datavalue":{"value":{"entity-type":"item","numeric-id":4345925,"id":"Q4345925"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$04BA94DF-E2DC-431B-82AC-C87900697B35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4821285dce98f0b1432868669541524f3a2346df","datavalue":{"value":{"entity-type":"item","numeric-id":4677660,"id":"Q4677660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$8830C9B1-AC25-45A5-A51C-1791BC52BDED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a14c7b6d735551ca5f39cce8a4ad85858d3f60c","datavalue":{"value":{"entity-type":"item","numeric-id":2575454,"id":"Q2575454"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$41A9BEFD-2AC3-440B-893C-EF9C1EA5036F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e8800986e9d509cd4cf8cb7542fe8986d3805a3","datavalue":{"value":{"entity-type":"item","numeric-id":2570163,"id":"Q2570163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$553DB0D1-198F-4BA4-B89A-1532D45B7155","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$1BA59845-B391-4A3E-BB03-9E52E604E421","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99c8533198217f458fcb8562a24fd3b34d75ffe1","datavalue":{"value":{"entity-type":"item","numeric-id":4842819,"id":"Q4842819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1040023$2D5BB326-35FB-4CA6-B896-B85E66923641","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7358b1779627a0e37749072a3ae9cd695f3d6ea9","datavalue":{"value":{"entity-type":"item","numeric-id":2369207,"id":"Q2369207"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ab588d1f3fb69ed47900037cfba476b3ff5b5a52","datavalue":{"value":{"amount":"+0.8008052110671997","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1040023$A9A36030-311B-4D05-8199-CE32CBE6B7E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"95f500581fe184d36eba968bfe49a190ad02dfcc","datavalue":{"value":{"entity-type":"item","numeric-id":5354441,"id":"Q5354441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9b053e5f564ee3c10c796b6546e3b971728b92fc","datavalue":{"value":{"amount":"+0.79215008020401","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1040023$57ABC9BF-A5DE-4A58-B3C6-2E72304EF95E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"716c9c78aa0c050847172c24dcce48e2f63ef956","datavalue":{"value":{"entity-type":"item","numeric-id":2512852,"id":"Q2512852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8a9c2108e89fc55719263d9e607f1183a778543","datavalue":{"value":{"amount":"+0.7897645235061646","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1040023$CD4B44AC-B1FC-415D-A541-CE69BCE3E8B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"19af38e720fd9a894aeb47db22fd5d17bea708e4","datavalue":{"value":{"entity-type":"item","numeric-id":2575454,"id":"Q2575454"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ef1c7b297c9da7a69e46424298749f0e222a1e45","datavalue":{"value":{"amount":"+0.7888090014457703","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1040023$4DF4FEE9-819D-4871-8440-70BC955BD014","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c00d81038411907e47959d27f8dac510a97eeda2","datavalue":{"value":{"entity-type":"item","numeric-id":4920584,"id":"Q4920584"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"197a20ee741761a8b590919575bb0597f86f1b8d","datavalue":{"value":{"amount":"+0.7863345146179199","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1040023$1DF87FDA-2FBC-4644-BEEC-7F0A0E99B750","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Valuation for an American continuous-installment put option on bond under Vasicek interest rate model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Valuation_for_an_American_continuous-installment_put_option_on_bond_under_Vasicek_interest_rate_model"}}}}}