{"entities":{"Q1656762":{"pageid":1667503,"ns":120,"title":"Item:Q1656762","lastrevid":68070783,"modified":"2026-04-12T21:14:52Z","type":"item","id":"Q1656762","labels":{"en":{"language":"en","value":"Calibration of stochastic volatility models: a Tikhonov regularization approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6916443"}},"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":"Q1656762$305B5E90-A3A4-428F-91C3-2DBC8B354499","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0d5de112725468e2a2e89d65374c0b54c6c8c8fd","datavalue":{"value":{"text":"Calibration of stochastic volatility models: a Tikhonov regularization approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1656762$84F2F635-BD08-4062-9D89-8F5F10EC3998","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"06ef4ddbce58101c517e845aa4bc1d78d695794d","datavalue":{"value":"1401.91466","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656762$F668A335-6E1C-4D89-8CE6-814DDA869D76","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"18ff13c40a9ca8915b3bc135c8708c2d4b1abd60","datavalue":{"value":{"entity-type":"item","numeric-id":237574,"id":"Q237574"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$506FACBB-0110-4E85-9CB7-D22194E05BBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a4c2adecaef6c7fd00c6a63d741bd01b3b64d052","datavalue":{"value":{"entity-type":"item","numeric-id":336864,"id":"Q336864"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$E6311C8C-9C95-4887-8DBB-75BCDF39D3E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d64f4a351a8b26746a3f84da5f27b037e65f39ea","datavalue":{"value":{"entity-type":"item","numeric-id":353626,"id":"Q353626"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$243B6519-3549-4EB6-9053-2F16EDCA2FC5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2dfbbfe69f220779a8f4ee2aa35287f4eb47a1e3","datavalue":{"value":{"time":"+2018-08-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1656762$73BDF119-D9BF-47D4-8685-CD1178B5409B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656762$3C533A01-72F8-4333-9B41-44E082EF4825","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dfdd979bee8c1350a62207f7dbd68a091ce311ae","datavalue":{"value":"65M32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656762$5C6EA128-5FE2-4397-95F2-B9213580DB7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656762$A7E6240C-D4F6-4BAB-AF6D-237DC21A3EE5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d1ac236f058d6c229770cdd5ae3c0b6083135d22","datavalue":{"value":"6916443","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656762$078C583A-56BB-4A12-B1D6-644D7CF5EF78","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d815abc5774e7482de436884e69f769537fd80b2","datavalue":{"value":"calibration","type":"string"},"datatype":"string"},"type":"statement","id":"Q1656762$CDA05FA7-8668-4AD2-A5E3-BCA50608A377","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2db50e149c99a7278bb291783c74696960ea00e2","datavalue":{"value":"stochastic volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1656762$E721CDE9-D454-4F8A-A867-DDB3D7BE9642","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d24d692c04829e2a11a7b35be036a59cce51391e","datavalue":{"value":"Tikhonov regularization","type":"string"},"datatype":"string"},"type":"statement","id":"Q1656762$81DA0100-F406-427D-AE91-786A2A4780C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1267a15b8ae0f04dbc43b685500e681cf73c4a7","datavalue":{"value":"inverse problem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1656762$3CE28AF7-9A30-4F95-9965-40DD580C0FCB","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":"Q1656762$3226D5A4-9854-40EE-9E3B-B886B37EAE5C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b80f3de986692913fcb3e8b0272ada667b4ad720","datavalue":{"value":"https://doi.org/10.1016/j.jedc.2016.01.002","type":"string"},"datatype":"url"},"type":"statement","id":"Q1656762$17FB9A2E-0544-4A67-A023-0607F602062D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f053418151f88caa58b7a08544776bd2832448e6","datavalue":{"value":"W2316891366","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656762$D83CA593-494C-4DEE-8D84-2D71E7AA1028","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c8198f1a7f59c8e8cea76d103bba6a3d95e87f65","datavalue":{"value":{"entity-type":"item","numeric-id":4541541,"id":"Q4541541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$66F341C8-2E03-4706-B1E4-6FC8FAFB0C46","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$1E10AD08-FB27-4D4C-9208-58ADD547E5FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9abe79df51801360d199da34168651f7e16eecfb","datavalue":{"value":{"entity-type":"item","numeric-id":4363858,"id":"Q4363858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$00A3B56E-4E45-4A5C-963E-9B2590B785C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"82ae08e6328f54a9dac512d7c369c7389e343f79","datavalue":{"value":{"entity-type":"item","numeric-id":4262623,"id":"Q4262623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$BEE4DB35-63E9-40B5-AA2E-455D0A1AA4D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e5d285bca5b809b6c8dfe884e187d1e6c21428b8","datavalue":{"value":{"entity-type":"item","numeric-id":4695411,"id":"Q4695411"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$D0CF3BE9-AD40-4342-BBDD-A43947804A06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c11dd9297c798d55a63e20b1b15bb10d7d7597ad","datavalue":{"value":{"entity-type":"item","numeric-id":4216100,"id":"Q4216100"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$E8E04CF6-BBFC-4010-A08F-0205DAD48EB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bb3e253b26fbad7b72903130e7fec0d19ee5901e","datavalue":{"value":{"entity-type":"item","numeric-id":5462082,"id":"Q5462082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$C7CE9A98-67E5-4DF5-ACEA-0E297290211C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$17A17131-3160-4294-93B4-6AAA7784735C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e662a556e4ad15ac0e6eacef84ba84ea3802713c","datavalue":{"value":{"entity-type":"item","numeric-id":449296,"id":"Q449296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$4A5516F1-07C1-47EC-A2CB-6FD69AD0F634","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"67007fa7f793955a12bebb2e25a8ea907085117d","datavalue":{"value":{"entity-type":"item","numeric-id":4647290,"id":"Q4647290"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$624C4F85-4795-44CE-9A80-9C0BD59020D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"748e28b807641974414c8384102ff0eb9a7faf02","datavalue":{"value":{"entity-type":"item","numeric-id":136006,"id":"Q136006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$D43A8DA4-6906-44AD-9DB5-AD8B0BF63B9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$EC060DBE-7877-4488-A486-56683731E3D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4545656c462094f00b6c6c0e02c7050e4a66374","datavalue":{"value":{"entity-type":"item","numeric-id":4303980,"id":"Q4303980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$F463B6A9-1611-4642-933E-0FFD76CD1B66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2925125a24037b3fc2426ab7be71d88de1a5a1a9","datavalue":{"value":{"entity-type":"item","numeric-id":4226865,"id":"Q4226865"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$D5575588-ACEC-4D05-AD22-D9DFD5443281","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e9058d82a183da211f0f0b3d5079ceec6369898","datavalue":{"value":{"entity-type":"item","numeric-id":4548071,"id":"Q4548071"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$BC0E5E98-A1FB-4C55-A151-B88651DE1BBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf909cf9b78355b076ee13da895702aa697de086","datavalue":{"value":{"entity-type":"item","numeric-id":5374083,"id":"Q5374083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$7134B7DB-2960-4F14-9007-B2D114FCC5A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5c5aa2a8b7f8056535101ae4fe1620143def605","datavalue":{"value":{"entity-type":"item","numeric-id":4850052,"id":"Q4850052"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$D30FCFC1-4003-4B3E-AE31-92DACBF51F81","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"858f1ddf90b920e80298514a05ec1f57d1716224","datavalue":{"value":"10.1016/J.JEDC.2016.01.002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656762$B85A9E2A-B9D2-424B-B7D1-95F674DF18A2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"61da792f8b5bb8113a6af5e8a75aa0e465faced3","datavalue":{"value":{"entity-type":"item","numeric-id":73630,"id":"Q73630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656762$14B2B2D4-BE4E-40EB-8123-F595821B5849","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5c92638a8a551c387eaa4ca69e13e48f0e5ff2df","datavalue":{"value":{"entity-type":"item","numeric-id":4645358,"id":"Q4645358"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d63a28732bb4e3523f5eb314795e9af46c676789","datavalue":{"value":{"amount":"+0.8698244690895081","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":"Q1656762$9C58056B-2F34-47A4-AF7D-3665E3223F03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6508c2b7f4ef9df53d5d26e1cde944c3b18fed55","datavalue":{"value":{"entity-type":"item","numeric-id":4429859,"id":"Q4429859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"582be56ac14dee2401a39d9487db5d370cfaaf18","datavalue":{"value":{"amount":"+0.8262434005737305","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":"Q1656762$5D753036-D849-4422-A519-A5D684142B28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a857cd933e6536ceffe5fa7592c6d4ebff87c12","datavalue":{"value":{"entity-type":"item","numeric-id":2204027,"id":"Q2204027"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"25b2c0e9c603174d083463fce4d09e525409c03d","datavalue":{"value":{"amount":"+0.8018332719802856","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":"Q1656762$66961D2A-DA6A-47E5-A322-4B074F74D277","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d5e18213bd4a2e6a3c58fb8c82e8ee2f363cbf17","datavalue":{"value":{"entity-type":"item","numeric-id":4548071,"id":"Q4548071"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f11e4c58761ed11acc7efd84e78597f88179d77","datavalue":{"value":{"amount":"+0.7992698550224304","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":"Q1656762$998F7D87-6D3C-4AFA-A892-2B622C0C7E73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3796b12ea7adb5b5806dbdc1f73f7b75b8fbc87f","datavalue":{"value":{"entity-type":"item","numeric-id":3656691,"id":"Q3656691"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a1e7814c62886ecd667e1beae0f1c074efbd79f9","datavalue":{"value":{"amount":"+0.7992696166038513","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":"Q1656762$9C494EDC-5F7B-43C5-BB52-B859D87B3EA4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Calibration of stochastic volatility models: a Tikhonov regularization approach","badges":[]}}}}}