{"entities":{"Q1297915":{"pageid":1308665,"ns":120,"title":"Item:Q1297915","lastrevid":46662030,"modified":"2025-12-25T08:51:05Z","type":"item","id":"Q1297915","labels":{"en":{"language":"en","value":"Hedging and liquidation under transaction costs in currency markets"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1336679"}},"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":"Q1297915$8E352505-83BF-4356-A739-91710394BFC8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"63f1e0984cdc8bacb981bdb6f59b2a7ce1d8d503","datavalue":{"value":{"text":"Hedging and liquidation under transaction costs in currency markets","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1297915$8BF3A54E-3415-4765-A956-0290D6133913","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c94878aef728f7f40c84ed5275ca089aa35b94fd","datavalue":{"value":"0926.60036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1297915$E1D9921A-9B75-43BB-9394-055DEC405C7E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1297915$0852A2CD-E479-4502-9CA0-83418276C3C4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b4297ec79a5682b9b76f73920b9542007332ff55","datavalue":{"value":{"time":"+1999-09-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1297915$DD8F1E16-12E0-4CE8-99F7-A67D5B65FECD","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d6a24c26de31ac205df6a50dab701cddab51bfe0","datavalue":{"value":"The author considers a general semimartingale model of a security market with transaction costs. In contrast with a majority of previous works the author looks for the multi-asset case and gives a dual description of the set of hedging endowments extending the results of \\textit{J. Cvitani\u0107} and \\textit{I. Karatzas} [Math. Finance 6, No. 2, 133-165 (1996; Zbl 0919.90007)], up to those on the optimization of the expected utility from terminal wealth. The key issue in the approach is the partial ordering induced by the solvency cone, which can be extended without any difficulties to the case where transaction costs are random processes.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1297915$3089BFC0-4455-4A9F-905B-537FD4C40A6B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1297915$8247ECA4-ADA2-43B1-B42B-668FDCF51DB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1297915$B496FFB2-4CAC-4509-AEC0-41C645A77EB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1297915$7CD45A6E-8D44-4BE4-AD45-F4002B30B737","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"91e9b777da7ff53f9b4db1f172b337fb9c500c57","datavalue":{"value":"1336679","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1297915$950FE3E5-1698-4BFA-B66F-27E4621743FA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4f7f355f85d74f0373d9b03ddbc6d38e0348e900","datavalue":{"value":"currency market","type":"string"},"datatype":"string"},"type":"statement","id":"Q1297915$892EFCA6-6147-47D8-B939-402B56106D60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8e3aa01817cc14d8f3869f3618f82f5e31949ed7","datavalue":{"value":"contingent claim","type":"string"},"datatype":"string"},"type":"statement","id":"Q1297915$E4BB704E-2BB9-4924-AC18-63EB7ECF24F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3bcd38a58c276ae7f8433ea8f9f8e6996b37b7fa","datavalue":{"value":"transaction cost","type":"string"},"datatype":"string"},"type":"statement","id":"Q1297915$92603E5A-B3B1-4D07-B0C7-7A1543847D26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9892bc6aa983d007e8b62d576da101f0a03cddf5","datavalue":{"value":"hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q1297915$9C7ACD82-8FCC-413D-A1D7-77331CCB4356","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cd2e5b953325544873df19d875cc69f31093ec82","datavalue":{"value":{"entity-type":"item","numeric-id":1579535,"id":"Q1579535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1297915$6430F446-F057-4E99-8326-A8D81AEEFB8F","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":"Q1297915$931D59E4-2221-4AF1-857D-A79739060227","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"59de565b033b2d83c36767b81395b6e9e1ec054b","datavalue":{"value":"https://doi.org/10.1007/s007800050061","type":"string"},"datatype":"url"},"type":"statement","id":"Q1297915$F8B4A50F-18DB-4E8F-8A3C-ED966D482EFC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"da37a0f751913ffc8edea9862d8adb41f8342641","datavalue":{"value":"W2044141035","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1297915$F93363EE-08D3-46AD-9FCF-3D06DD3891DD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"7a97bf0ea358315795942c6c7f363ae3d0b14fad","datavalue":{"value":"10.1007/S007800050061","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1297915$00DC726E-D2A9-4EB2-B884-6B7209E3D06C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa1dbbc0038f2f806978d1db16fc0a68dc40a2f7","datavalue":{"value":{"entity-type":"item","numeric-id":4548070,"id":"Q4548070"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6929d8a4f2b86195a3c37842d13be3d2ab84fa87","datavalue":{"value":{"amount":"+0.8958641290664673","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":"Q1297915$4ACF87CF-42E6-4882-9B0B-E6F7FD62990B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d94f04433a1056eb8e1854e94204c1e54ff2d432","datavalue":{"value":{"entity-type":"item","numeric-id":4802413,"id":"Q4802413"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9f044f7d5ad072f33757f901d3590ffc70c6b989","datavalue":{"value":{"amount":"+0.8915048837661743","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":"Q1297915$6C122A59-BD97-4C3E-B7EC-CEFA7207CB2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"516719a0d27872c08d9d8be2f30a2af4cee82b51","datavalue":{"value":{"entity-type":"item","numeric-id":4548069,"id":"Q4548069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"61bf9ef4efbda7d09be5eeea17b9a0ffb98ddad3","datavalue":{"value":{"amount":"+0.8639592528343201","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":"Q1297915$1CE95599-BE41-4024-B1CE-14AE46A3FF02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ee1f69801d04fdc5030f91b2daa7c5d369848e7b","datavalue":{"value":{"entity-type":"item","numeric-id":4550915,"id":"Q4550915"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e6bdbfb6e0f39437bc7a5026a011e95cccee65ef","datavalue":{"value":{"amount":"+0.8532082438468933","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":"Q1297915$5F2AE0FB-BF78-4514-9F14-7A7242025C17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"86414178fdfa60d9b8b2c8a86604993f3a9e07af","datavalue":{"value":{"entity-type":"item","numeric-id":4443053,"id":"Q4443053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"94b3fbf29f9b7bdaefd761322763a195b2effa48","datavalue":{"value":{"amount":"+0.8316762447357178","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":"Q1297915$54303E44-6EC6-4704-82AB-613E268090C6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1297915","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1297915"}}}}}