{"entities":{"Q1727102":{"pageid":1737843,"ns":120,"title":"Item:Q1727102","lastrevid":57281502,"modified":"2026-03-27T20:25:36Z","type":"item","id":"Q1727102","labels":{"en":{"language":"en","value":"Pricing warrant bonds with credit risk under a jump diffusion process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7026587"}},"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":"Q1727102$BFE2CF92-DE9B-439A-981B-040FB0150A12","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c3e2b54fa9b504e09fe29b17b09eba074556d253","datavalue":{"value":{"text":"Pricing warrant bonds with credit risk under a jump diffusion process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1727102$C9C36734-EEF3-4C07-AEF9-D389DD7FE37D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5fd617bcec23a18b7b9cd72d98612e5cc8b2b003","datavalue":{"value":"1422.91724","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727102$5A109829-643F-4184-B9DE-E57F7CB44EF8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6cbed1b7630b93b9e64e0ac71c22102cf7cd6e36","datavalue":{"value":"10.1155/2018/4601395","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727102$FFF83B5F-7EEC-424F-B498-026348882F5D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ea82305a88badc5656d4d00336bc82525fed7414","datavalue":{"value":{"entity-type":"item","numeric-id":451152,"id":"Q451152"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$E2B75F17-A8FD-4AFB-9E97-EC4E08B5613B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fddda8c31178e9ad92a8cb54da908550e9b793b7","datavalue":{"value":{"entity-type":"item","numeric-id":380465,"id":"Q380465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$D77DCAA2-3656-4025-A908-F9ABB119236F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0faa7c6a83c475d0e3ff7012b4285d8028b6df75","datavalue":{"value":{"entity-type":"item","numeric-id":882744,"id":"Q882744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$C1F57C19-B1CE-40DC-86CC-26DDDC5112A0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e5ea7bc024fe2946ca15646035f056e2ab96db7a","datavalue":{"value":{"entity-type":"item","numeric-id":169945,"id":"Q169945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$D2C2E4B1-F47E-423E-B446-027E79639B74","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":"Q1727102$8FDEDCBB-1D32-40C8-BC1A-C4B5DAA8F159","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4a9ed2a5a776135605befce36d12823434652510","datavalue":{"value":"Summary: This article investigates the pricing of the warrant bonds with default risk under a jump diffusion process. We assume that the stock price follows a jump diffusion model while the interest rate and the default intensity have the feature of mean reversion. By the risk neutral pricing theorem, we obtain an explicit pricing formula of the warrant bond. Furthermore, numerical analysis is provided to illustrate the sensitivities of the proposed pricing model.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1727102$149F5AEA-F0E6-4C1A-BF9D-4C20ACECBB54","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727102$B271304B-BE15-432D-BCE3-E3E7A626E79B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727102$4CC8A090-4D18-4E61-8F7F-180F382336C2","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1a802e5c6a60a59a6cc8d47dc551e247e546fc65","datavalue":{"value":"7026587","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727102$60E6BCA2-CA46-4403-9D48-BD858E3BA245","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":"Q1727102$6C78E648-6833-48C7-8905-8C718D531145","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3c224dd553735a3b27d1dd6e407abc7f17673a3d","datavalue":{"value":"https://doi.org/10.1155/2018/4601395","type":"string"},"datatype":"url"},"type":"statement","id":"Q1727102$76F26138-94ED-4E1F-A324-E89E14A49BE8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a30ea0954b86a84b82914810c866297474debf10","datavalue":{"value":"W2834828368","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727102$F5781756-24CC-4045-A09B-868D88B57C24","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"bce0ac7438c94241a3c95fbce4355058ec28da0c","datavalue":{"value":{"entity-type":"item","numeric-id":966534,"id":"Q966534"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$9FAD02B8-123C-4CBB-801A-05E6BD505C23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6016a55183c1fe2c6fe623e8302e6fc0140eb6d3","datavalue":{"value":{"entity-type":"item","numeric-id":4682998,"id":"Q4682998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$AEBA76FB-2288-4AE6-9623-9D5F2486204F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cbe596486ea671f5a048ab515f28d9327be90d9c","datavalue":{"value":{"entity-type":"item","numeric-id":2885668,"id":"Q2885668"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$5556357D-6E73-49FC-A8B2-BD170B9EF1F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$FD9EA36B-FB80-48F1-9681-2147B1EB1F60","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":"Q1727102$F37310B8-4D1B-4A9C-9980-FCE722457EF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06a5401b94c281f36e7abffa9ade7bc334c55393","datavalue":{"value":{"entity-type":"item","numeric-id":5940714,"id":"Q5940714"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$F6E6DAAE-7777-42DC-A610-193A8080836B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38cbd79bd045bc19dfb016d467a1ebe82bc5f3ca","datavalue":{"value":{"entity-type":"item","numeric-id":3064081,"id":"Q3064081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$D6B59AD1-80F4-4C97-AA17-237254CC91F1","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":"Q1727102$1525668A-FD8E-4D41-BF54-FB2419B60D74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b9b1f3bbe277e2f8f58aa8f0aab16c4cf29cb05","datavalue":{"value":{"entity-type":"item","numeric-id":1644065,"id":"Q1644065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$C76567D2-7AC9-4A29-8EF8-4FF4F8413A6A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a4bf03c0e275352f2b0ecf87a66610846082eaf","datavalue":{"value":{"entity-type":"item","numeric-id":3185983,"id":"Q3185983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$A22D38C8-89A9-4063-9D60-3B8EA962057D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fcadd2654521ac8c5123b212c8b5d6e915682ba4","datavalue":{"value":{"entity-type":"item","numeric-id":551442,"id":"Q551442"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$379DCF24-0650-44C9-935C-3EBCF36BA833","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1525dfb8451a7c6a927428019646a0325a79cba7","datavalue":{"value":{"entity-type":"item","numeric-id":2499827,"id":"Q2499827"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727102$38198611-34BA-4187-9212-BD5F4419CD5C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"da93f31141c7a9cf5936890f2838ff3a2d8f8040","datavalue":{"value":{"entity-type":"item","numeric-id":3017244,"id":"Q3017244"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da1c9471c0389f55cb0488be976bd39f4597eadf","datavalue":{"value":{"amount":"+0.8499044179916382","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":"Q1727102$6ABA1396-E012-47E8-9A60-67CF2CE56072","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"da79cc26ef057097655da4395f5eb91d1d50a1eb","datavalue":{"value":{"entity-type":"item","numeric-id":3180302,"id":"Q3180302"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"595257ab4ce5991a1b6eed5e17fd74f6ad75e259","datavalue":{"value":{"amount":"+0.7915517687797546","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1727102$AA218001-DBC4-4897-A87F-D5B371F9E073","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"63a836dde779ae17f315de398dac5d2147d279e5","datavalue":{"value":{"entity-type":"item","numeric-id":2885668,"id":"Q2885668"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ab16dab989b0afc6a8d61c06309e4e3b1d9b1778","datavalue":{"value":{"amount":"+0.7821362018585205","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":"Q1727102$FADB1939-027B-4E46-8D66-08D094E016A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"20c7528e11355cacb58c85f028b107a198918580","datavalue":{"value":{"entity-type":"item","numeric-id":2514963,"id":"Q2514963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"deb92772c801c0841578e2e7a7370f6f2ffeb6ee","datavalue":{"value":{"amount":"+0.7731228470802307","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1727102$EF898102-ADF0-4532-94D7-1417E5F2BB6A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d7edc17a54da09f641c1968cba2f3e63a4b49a07","datavalue":{"value":{"entity-type":"item","numeric-id":3501078,"id":"Q3501078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4fcc0026aaae7f781df7b1746b2a9bf51e402cac","datavalue":{"value":{"amount":"+0.7699474692344666","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":"Q1727102$F7B9CD48-6E04-4C9C-BD32-79D6BFF3E583","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":"Q1727102$71B22528-9184-4618-977E-E1E90FE2B312","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1727102","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1727102"}}}}}