{"entities":{"Q1714760":{"pageid":1725501,"ns":120,"title":"Item:Q1714760","lastrevid":70804341,"modified":"2026-04-13T17:19:18Z","type":"item","id":"Q1714760","labels":{"en":{"language":"en","value":"Pricing arithmetic Asian options under hybrid stochastic and local volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7010752"}},"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":"Q1714760$EE5065E5-94D5-4117-95A7-E06BA4A5C4B6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6eed6ec263bd1769e8bf738c42df514051c4acb7","datavalue":{"value":{"text":"Pricing arithmetic Asian options under hybrid stochastic and local volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1714760$EABD8622-92B4-4375-8C93-C8BCBB77DB33","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7379af10b2782328c4cb8266ba42ebcc2f7f8589","datavalue":{"value":"1406.91446","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$2E6F8FE1-3850-411E-8B2E-41EB4F9DF317","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"24168ac909e93499e9cb8908faf2de128eff9ca1","datavalue":{"value":"10.1155/2014/784386","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$4838823D-44AB-4987-A802-5E84EAA21D0C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"66436e088dbc0da024463ed3254265c1e3b63ee9","datavalue":{"value":{"entity-type":"item","numeric-id":340489,"id":"Q340489"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714760$8E27489F-ABA0-49F8-A7A0-5819D47184B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b0a85991f9a159b24b649e8f2c44f1d5b9a1cd62","datavalue":{"value":{"entity-type":"item","numeric-id":340488,"id":"Q340488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714760$EDF86150-924F-423D-890B-10F18E80F50A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"dda01984a81b52a96c1833aacf778f35fa1de7a7","datavalue":{"value":{"entity-type":"item","numeric-id":1714759,"id":"Q1714759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714760$CAA18987-9B31-40BC-9056-2EF17E54EB7B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"bb299feb2b87699ac8beef494c52fd2765eaf609","datavalue":{"value":{"entity-type":"item","numeric-id":118601,"id":"Q118601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714760$3F146237-3B8C-490B-88C2-3C367AF70899","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3f4145805478faad59761c3ff4a8cc3fff513172","datavalue":{"value":{"time":"+2019-02-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1714760$B6997201-5A7E-4112-977D-7094DFB3F130","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"bc6725075258bfc5db71761bebfe63b13b42d8f7","datavalue":{"value":"Summary: Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity of variance to understand the price structure of continuous arithmetic average Asian options. The multiscale partial differential equation for the option price is approximated by a couple of single scale partial differential equations. In terms of the elasticity parameter governing the leverage effect, a correction to the stochastic volatility model is made for more efficient pricing and hedging of Asian options.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1714760$FF0A2A57-3799-47AA-906F-6434E662C4B7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$5E025B95-9F6E-4D58-AFCB-1E79666EA868","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$36905123-7F7D-446D-8EC3-1237968ABB7E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"899a26ed32dbc07e9457272f6b35638c0d537b3e","datavalue":{"value":"7010752","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$A9C78063-7A1C-4B0A-B70E-754F8BACE402","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"9e3ccfc8a32a09f04366b48b84e57c960d03fc9c","datavalue":{"value":"Q59052343","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$6456F07C-CF0A-401B-9CF4-65292F7E7C96","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":"Q1714760$6697F3D0-9B76-47EA-AF8D-4F68370813C2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"debc73767a9597a59de43e5b87337daef6ebf4f2","datavalue":{"value":"https://doi.org/10.1155/2014/784386","type":"string"},"datatype":"url"},"type":"statement","id":"Q1714760$5E1DF309-BD79-4AC1-ABDF-47429BF12C8B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"8a1fdb8f892d0756b081d3330046768306484275","datavalue":{"value":"W2057814308","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$13EEB189-D542-4552-9DF4-BA5CED31F814","rank":"normal"}],"P1635":[{"mainsnak":{"snaktype":"value","property":"P1635","hash":"370cf146eddd119884306f556dfc7403d954ed1a","datavalue":{"value":"journals/jam/LeeKJ14","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714760$4F2D53CA-E514-4F8D-9257-47C627179EAC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c3b87252a9b339b1332c5143e62bf75e4f9559f0","datavalue":{"value":{"entity-type":"item","numeric-id":5220943,"id":"Q5220943"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"33ffc3cadae22e8665e2805131c6ab11b49f0a7f","datavalue":{"value":{"amount":"+0.9205359","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$204585FA-3579-4285-80D8-D670BC132D58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"782c36221ef87ad5e03bbf021eca518c954867a1","datavalue":{"value":{"entity-type":"item","numeric-id":4647281,"id":"Q4647281"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e76e4a44e971c95d91a39c1ea7ff638d85af7e48","datavalue":{"value":{"amount":"+0.9201207","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$3BAD26D3-E677-4203-B2D8-2BC6B2EEF834","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"60fd0a33e1162dc0837ba3566c2037542ce0c6e5","datavalue":{"value":{"entity-type":"item","numeric-id":455879,"id":"Q455879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c147c96fae57b87cf22ad675eae74f99247541d9","datavalue":{"value":{"amount":"+0.91845965","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$D4A0EFC4-1A2F-4D53-84D6-F9871E2F8D2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9c3b18a692db858120ece4af49bfb2598b6cd1f0","datavalue":{"value":{"entity-type":"item","numeric-id":298703,"id":"Q298703"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bb681e0df4fc8a1dba0e14ebef85bfd6b7a1a2e8","datavalue":{"value":{"amount":"+0.9124744","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$B27B618E-8A5E-41D5-9EF0-8EC601A30D4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c7c9ad64cf67ccb4782cb6a5ffe6fac44c8d74ea","datavalue":{"value":{"entity-type":"item","numeric-id":5160304,"id":"Q5160304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3137c6f0fe35cb43ceb5533960f81998b0fe3588","datavalue":{"value":{"amount":"+0.91008353","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$ADEB0F64-073B-4565-A405-E27D92F9A8D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4b78b12b7211cae78ff90d333b67aa4e35e176fb","datavalue":{"value":{"entity-type":"item","numeric-id":529935,"id":"Q529935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0d7acefb64096c0a9e4fefb4cfc62f25c3e476e4","datavalue":{"value":{"amount":"+0.90671647","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$B2B14CDC-17FA-46C4-ABF1-2EEF67D99335","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"09ea34088035a734d4dd8a718133dc5c0798034e","datavalue":{"value":{"entity-type":"item","numeric-id":2889598,"id":"Q2889598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"36d4970dafa8f4f3a6ecbd20addca7f71d2e2c09","datavalue":{"value":{"amount":"+0.9061161","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$C6B350CF-9E42-44ED-9A6F-BFA4673CBF5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7b169fb042339f79151c6ea8b94c197dcb704e03","datavalue":{"value":{"entity-type":"item","numeric-id":2712485,"id":"Q2712485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"689c933bbbb700e8722fd955f1213aa2738d6321","datavalue":{"value":{"amount":"+0.904933","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$5F351F48-5A63-4F27-99E7-F3897A2A7E8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"74cad7ff8b72d78e142a80014b50ff4bc67fe7e4","datavalue":{"value":{"entity-type":"item","numeric-id":3307713,"id":"Q3307713"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0a50b34aa0a78718af55e83194d97969bd0705a3","datavalue":{"value":{"amount":"+0.9040703","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$B1B29477-BBB0-4B98-B812-E72D29021017","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9baace5c3583c65bbb4e577b8bb16aac876e2336","datavalue":{"value":{"entity-type":"item","numeric-id":2892214,"id":"Q2892214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1dd16ea83859e8e949a35b78e0a5e8d09a11471a","datavalue":{"value":{"amount":"+0.90180105","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714760$01BC6ABC-5FE3-4B68-BE9E-E4170EDDC660","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714760$8B315C96-550C-46D4-A8F2-3AC757B327C1","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Pricing arithmetic Asian options under hybrid stochastic and local volatility","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Pricing_arithmetic_Asian_options_under_hybrid_stochastic_and_local_volatility"}}}}}