{"entities":{"Q1727085":{"pageid":1737826,"ns":120,"title":"Item:Q1727085","lastrevid":57281472,"modified":"2026-03-27T20:25:19Z","type":"item","id":"Q1727085","labels":{"en":{"language":"en","value":"Valuation of the vulnerable option price based on mixed fractional Brownian motion"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7026572"}},"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":"Q1727085$4D08EDC0-422E-4154-BAE5-0CDF44791AA2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b82e5ce87e57d892a092bdc5ddd5585bca06d53a","datavalue":{"value":{"text":"Valuation of the vulnerable option price based on mixed fractional Brownian motion","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1727085$1BFE3A23-3A32-40E0-9FE0-70EE00C1F261","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"feeb93d26aca08a2cd8b8d69ec18cad389ebb7aa","datavalue":{"value":"1422.91718","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$B8EFED8D-D7FF-4B3E-A2E3-41728C8EAD04","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"467cefb0a2b7b6d137f37666f0ee67e0c65a403b","datavalue":{"value":"10.1155/2018/4047350","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$905DD1C3-9070-4D03-8BA5-A07D6C4D8071","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ace76aee61c7c5b0b234ddbe333e2de70035a467","datavalue":{"value":{"entity-type":"item","numeric-id":1727084,"id":"Q1727084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$E21D3A77-901B-4F74-97FF-A291AA12050B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"805bbdec64c547147bb165c927dccb61d372bcdd","datavalue":{"value":{"entity-type":"item","numeric-id":1723397,"id":"Q1723397"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$20F953D7-DDD5-4EFB-B1F5-DF27549A25CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"eb1fa2d42eb9e570972c61b77220418f1fed8c6b","datavalue":{"value":{"entity-type":"item","numeric-id":434695,"id":"Q434695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$C91562AF-C9A6-4DE6-9B58-9D9CC9D1F792","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e5ea7bc024fe2946ca15646035f056e2ab96db7a","datavalue":{"value":{"entity-type":"item","numeric-id":169945,"id":"Q169945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$0558CF82-17ED-44A5-971C-84EEAD2AB1FF","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c2abc0aefb7bc0228c8adbe9d8dd479925c1b7f9","datavalue":{"value":{"time":"+2019-02-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1727085$A677A7F9-A25F-4670-B43F-DB8C61989427","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"cc78ae38753e121f1dcc13398481fecbb83bbdf5","datavalue":{"value":"Summary: The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Brownian motion and the jump process were used to characterize the evolution of stock prices. The closed-form solution to European option pricing was obtained by applying martingale measure transformation method. At the end of this paper, some numerical experiments were adopted to compare the new pricing formula introduced in this paper with the classical Black-Scholes pricing formula. The result showed that the new pricing formula conformed to the actual financial market. In fact, the option value is positively correlated with the underlying asset price and the company's asset price and the jump process has significant influence on the value of option.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1727085$CF743371-EEB1-4137-AEAE-00FE2A78DE7A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$7C8341EC-43B3-4C46-82C5-067424E29552","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$1F9EA459-F6DC-451C-9F50-A421F4971F90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bd7396e581eb25292ce09011a9f74bd438344521","datavalue":{"value":"60G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$52968741-40A9-4320-9BEE-9F27092A0728","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d130d1feae74d9137aa9beb6f449ffdf44108010","datavalue":{"value":"7026572","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$C8DC2C43-1579-4E04-A5F2-A155C9B638A0","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":"Q1727085$AE48563A-E63A-4ABA-A98D-ABB39A5E7AEC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2aa9978521c21f04df2234872b298f9f02bbc5e1","datavalue":{"value":"https://doi.org/10.1155/2018/4047350","type":"string"},"datatype":"url"},"type":"statement","id":"Q1727085$80B0E656-4AEF-4788-955D-CE9A29141B6D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"3f3d86f1cc8905d7c370e64b9db27c3a08f41565","datavalue":{"value":"W2902686665","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$D5729393-4999-414A-A8E6-E6A14AFFA6CF","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"366eb378d8fa5ef90b3931e379383ae16ac5bddd","datavalue":{"value":{"entity-type":"item","numeric-id":375364,"id":"Q375364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$0D20B462-EE65-4495-A609-7C209F38C4E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06a5401b94c281f36e7abffa9ade7bc334c55393","datavalue":{"value":{"entity-type":"item","numeric-id":5940714,"id":"Q5940714"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$A7B19E72-8E2C-4C18-A8CD-208B45DD3893","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aaf52e1f9718a8baa6f4fb9dec41ce83b0439841","datavalue":{"value":{"entity-type":"item","numeric-id":2462884,"id":"Q2462884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$4802562F-80F3-4B98-986D-6B7B587A527A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"10cb6e2d0e498a050a2a0ccd22a7a8a1d7ef73dd","datavalue":{"value":{"entity-type":"item","numeric-id":5484649,"id":"Q5484649"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$1879145A-73FD-4C8F-9199-177E90D68AF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc020fcff18e397b920e678734d2a29c5298b2fc","datavalue":{"value":{"entity-type":"item","numeric-id":743165,"id":"Q743165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$B106F62D-903C-4AA0-9AD2-EBA3F6CE6352","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7ef857efc06f0ffc13af8ccdfa51e284a79797e4","datavalue":{"value":{"entity-type":"item","numeric-id":4555081,"id":"Q4555081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$409E5E25-F322-4DD3-AF81-5F0E3D32E707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52e9376ee9e81955859a1712d59080a004ad217a","datavalue":{"value":{"entity-type":"item","numeric-id":3043488,"id":"Q3043488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$D2077EEF-3C75-4B7F-8568-AC86C0AA786F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3cad7ab149023df37524195a00ae42460a9c00d9","datavalue":{"value":{"entity-type":"item","numeric-id":3606185,"id":"Q3606185"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$FE914132-4F8B-4456-9C02-B17189A134F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56530a7a1a55ce8fe79dca9ac0baad4ed0169574","datavalue":{"value":{"entity-type":"item","numeric-id":2488475,"id":"Q2488475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$A48639DC-37DF-45B5-A2C0-A7EE29D383D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a682af290a0812e418b38d8739c3d80fc52d8c3","datavalue":{"value":{"entity-type":"item","numeric-id":1611573,"id":"Q1611573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$C4F52569-265E-484D-B840-7C5CDEF0668D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f89e8d97f74134853a5b4365f1868b3999424ef5","datavalue":{"value":{"entity-type":"item","numeric-id":3426320,"id":"Q3426320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$2F6FC37A-D9A7-4228-9C34-499EB345B714","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a3fd6d354a5173ea0a72e2900c36d19499d19ab9","datavalue":{"value":{"entity-type":"item","numeric-id":508259,"id":"Q508259"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$88EBAA64-1B65-41A7-825E-84CBF8AD2F4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"13c000d202243eef0fcc6e7ed35e94e91ee7a2cb","datavalue":{"value":{"entity-type":"item","numeric-id":5461112,"id":"Q5461112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$9C79ACC0-95A0-4F2B-9CDB-8049AB0F63B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f2be3c0a1d07016d57cee0fc5972298be8666037","datavalue":{"value":{"entity-type":"item","numeric-id":4900475,"id":"Q4900475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$9FB93C52-9FA1-45D2-A5C0-4FD2E5CE4DEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec6468de4acea9c46db2617888c704f8e80a0652","datavalue":{"value":{"entity-type":"item","numeric-id":457616,"id":"Q457616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$BA01C755-5812-4CBA-AD4F-6116776A019F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dbddddec59a0538c437d32278a7b87e176f491b9","datavalue":{"value":{"entity-type":"item","numeric-id":364454,"id":"Q364454"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$68E0881D-CDA9-4EDF-A677-DDF974163B02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4968c302ad1ddc09f6003e461ddd985e40253f97","datavalue":{"value":{"entity-type":"item","numeric-id":1723398,"id":"Q1723398"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$33C50A53-4A88-423A-9474-9619A7548B8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad1549f4f7c36889df0aa9cab8d2df4c01e73056","datavalue":{"value":{"entity-type":"item","numeric-id":3103700,"id":"Q3103700"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$25914B7D-839B-4793-B141-A8555B2CB6B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a95618380fc8608f1f9770d95d67c29af2f2db34","datavalue":{"value":{"entity-type":"item","numeric-id":375362,"id":"Q375362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727085$EC176120-146B-4056-9010-AD43586D1507","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"6fcf1349670b1d0ea01f1e35b3491c86e7334ec1","datavalue":{"value":"Q128843083","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727085$B08E1996-0DB9-430D-AAA0-48783BD991A0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9944465a70b49d3ac0bce488d44ff52f9e282a75","datavalue":{"value":{"entity-type":"item","numeric-id":2063466,"id":"Q2063466"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ff525d685409dd801bb86142a8d4a315406d0668","datavalue":{"value":{"amount":"+0.9266477227211","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1727085$D78B86CE-FB41-48E9-98D3-5D0BB317ADC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9587ed1ead4ce12eec497033837d534ae8370eb5","datavalue":{"value":{"entity-type":"item","numeric-id":6051343,"id":"Q6051343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"304675e22ea13773f5875ae2a0f9e76228d5efa5","datavalue":{"value":{"amount":"+0.8917141556739807","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":"Q1727085$D61B4CEF-1A46-42EF-96C3-DBF27A0D16BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"23a681f5a8db21e4b6fca4928323dbe045da6c43","datavalue":{"value":{"entity-type":"item","numeric-id":1723398,"id":"Q1723398"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"300c874411cb342c0d56d99f76661ef2720b5761","datavalue":{"value":{"amount":"+0.8856315612792969","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":"Q1727085$9D589FBE-DB77-481C-9268-CC63D3C0BC20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be8b84fd34d55d226148c4550c39ebcd3424cec7","datavalue":{"value":{"entity-type":"item","numeric-id":4624329,"id":"Q4624329"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca88a0f6c992a49222eb5d5206c3cb1ad8205adf","datavalue":{"value":{"amount":"+0.8527747988700867","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":"Q1727085$4C7D1622-288A-444C-B18D-852244CF175A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2663f86ba4dd2b88f831d59f4604a9e6da67fb3b","datavalue":{"value":{"entity-type":"item","numeric-id":2993950,"id":"Q2993950"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"04d0f05a1d124892e0d3a9b861c8adb47074dc12","datavalue":{"value":{"amount":"+0.8513591289520264","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":"Q1727085$63F5BAD9-D2F2-4249-AAED-E5ED5F4FACA4","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":"Q1727085$0C34A937-4CE3-44D0-9130-F1B18302821E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1727085","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1727085"}}}}}