{"entities":{"Q1714799":{"pageid":1725540,"ns":120,"title":"Item:Q1714799","lastrevid":70804710,"modified":"2026-04-13T17:19:38Z","type":"item","id":"Q1714799","labels":{"en":{"language":"en","value":"Compound option pricing under fuzzy environment"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7010784"}},"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":"Q1714799$A5C438B0-4A6E-4624-848C-62830658C1AF","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0196bd0cba95e04d33ba88506f6101b8cbebe7d8","datavalue":{"value":{"text":"Compound option pricing under fuzzy environment","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1714799$6211933B-C058-4BC4-A7DB-E15F0FE0093F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"624ca1fec27d12d1d2b181b300f46c2b22ef3441","datavalue":{"value":"1406.91457","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$8CC364C3-35AA-41E0-94EA-4A1E65F35DD3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"719fbd2066591a63b439b8b267a70451d9d24f55","datavalue":{"value":"10.1155/2014/875319","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$08CC657B-4F1C-45B4-AEFC-82118F6F1883","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"fb2426ee3fb498234d668c19d72c1b6425a2dc22","datavalue":{"value":{"entity-type":"item","numeric-id":289313,"id":"Q289313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714799$1A6BFF38-D1D2-4C97-AABE-A4F0E81B39D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0b7e8c346f81a4ec2aa2b55210607fa0f21ee3b5","datavalue":{"value":{"entity-type":"item","numeric-id":459529,"id":"Q459529"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714799$B946B219-D7F5-4159-B159-B11B3DCC4BDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9db8902fa3d7649462000e6e9da81b7b4ca4bf54","datavalue":{"value":{"entity-type":"item","numeric-id":364606,"id":"Q364606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1714799$CFED4358-1694-4597-B5BA-D5FF08A90E19","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":"Q1714799$296B708E-9212-486E-8A29-2921EE1896AA","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":"Q1714799$494D8BD2-CA8F-44E4-9388-EB27B4E4E0FB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"136aed2a9696d21efec95f99c37b8291ebd4c922","datavalue":{"value":"Summary: Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this paper, fuzzy sets theory is applied to model the imprecise input parameters (interest rate and volatility). We present the fuzzy price of compound option by fuzzing the interest and volatility in Geske's compound option pricing formula. For each \\(\\alpha\\), the \\(\\alpha\\)-level set of fuzzy prices is obtained according to the fuzzy arithmetics and the definition of fuzzy-valued function. We apply a defuzzification method based on crisp possibilistic mean values of the fuzzy interest rate and fuzzy volatility to obtain the crisp possibilistic mean value of compound option price. Finally, we present a numerical analysis to illustrate the compound option pricing under fuzzy environment.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1714799$009DD0DA-5187-4B3A-9F70-5D7AE20222A5","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$B1186956-0BAA-4462-9410-1D3A2B1DA544","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$9C520116-9DEA-4EF1-BDA2-F275C733E240","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$AFF521FB-3717-4776-B821-FC58686845BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d9038fbc6c9eb2d241eed759e44bf47d202533f7","datavalue":{"value":"03E72","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$0CBFDD19-91A9-416E-A1BB-49FF0DDAFDB0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"402ff311136d99b569bacb55396e094ae2a82880","datavalue":{"value":"7010784","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$1DE9A794-43C2-45A8-96F4-CCA59AA9D1B7","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"44c04312fc7d92e773ccb18a31027fa65f56561f","datavalue":{"value":"Q59052950","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$0090499E-E858-4FE7-92FF-94EB70EE4D13","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":"Q1714799$5BD8B3EA-BA91-4A67-9546-DECC6CF1D35C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"31a2da9fc9ebe18dc335dab3621467248c5c6d83","datavalue":{"value":"https://doi.org/10.1155/2014/875319","type":"string"},"datatype":"url"},"type":"statement","id":"Q1714799$3516A6D2-5454-436A-B006-9A6DF3D97950","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"210206a6154cad1fbc23cf98a164d88425c2359b","datavalue":{"value":"W1983821398","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1714799$F8AF4599-FAAB-44AF-8358-58717E0B6BEA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"97e44b4704fb47b250cc69f47d1419e211123fc8","datavalue":{"value":{"entity-type":"item","numeric-id":4651553,"id":"Q4651553"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6771a59376b20007c69ff075e9ba468e355a848f","datavalue":{"value":{"amount":"+0.8508344292640686","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":"Q1714799$BE522130-1954-460A-BB3C-1B3801C922A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3e6a91f16c13be227d17a4fd534608f1a4ab6e77","datavalue":{"value":{"entity-type":"item","numeric-id":1427115,"id":"Q1427115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"39fc3132170b1ef2a002ec4f61bb145dbe8c1a85","datavalue":{"value":{"amount":"+0.8031495213508606","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":"Q1714799$716D4CBE-3E2E-4258-BD43-A736CDA25F8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d48873eb7b883c7bc07dfe4f3db4421f6f7e8acf","datavalue":{"value":{"entity-type":"item","numeric-id":2378233,"id":"Q2378233"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"407d9084daf9b967403969a7701048b3c273b421","datavalue":{"value":{"amount":"+0.8023037314414978","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714799$F154686D-B2AD-4B24-AA85-F902D0CB5ADB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e18cdc2562c01629f70bd080e97dcf19baabb5ec","datavalue":{"value":{"entity-type":"item","numeric-id":1697932,"id":"Q1697932"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d31f5d7d2c36c635ccc052b753e204d01d5468e8","datavalue":{"value":{"amount":"+0.800901472568512","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":"Q1714799$69EF76F5-FFEA-4D84-A848-06242C5B95F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e5cd2a01862082cd0b725f4dd31596ac22d3a79e","datavalue":{"value":{"entity-type":"item","numeric-id":2097490,"id":"Q2097490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"99938478d763d1b1a0c5178784ad67365cf3b07d","datavalue":{"value":{"amount":"+0.7976875901222229","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1714799$B36A2FAE-5CFA-4C77-BBF3-3623CB2B2EA4","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":"Q1714799$CA14A668-1F2B-43D6-A15C-FC5544BC1F91","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Compound option pricing under fuzzy environment","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Compound_option_pricing_under_fuzzy_environment"}}}}}