{"entities":{"Q1727278":{"pageid":1738019,"ns":120,"title":"Item:Q1727278","lastrevid":57281787,"modified":"2026-03-27T20:27:47Z","type":"item","id":"Q1727278","labels":{"en":{"language":"en","value":"Explicit pricing formulas for European option with asset exposed to double defaults risk"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7026701"}},"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":"Q1727278$4B839F62-7790-4EB3-8D95-33B4CC243CB7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"af3e1652be93c0d2ddbff35cb666ed044bece0c1","datavalue":{"value":{"text":"Explicit pricing formulas for European option with asset exposed to double defaults risk","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1727278$218B0290-7930-432A-8FA2-B170B818B196","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1f1c1c9d7eba5e06bdc8b0623337f0ffff36b1f8","datavalue":{"value":"1422.91701","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727278$59D61C20-572F-4C35-9F66-A02490A6F0EA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"cc7532fa15321f433c95d2cb3251d049e5d598e2","datavalue":{"value":"10.1155/2018/8362912","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727278$01909D45-2C1A-4C32-8854-87224F2E4453","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"034f44fc9b00a3a41e0673f01d411a2ebccbef05","datavalue":{"value":{"entity-type":"item","numeric-id":1727277,"id":"Q1727277"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$0F58F1BE-7823-4E6C-89E0-9A11068710E6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e5ea7bc024fe2946ca15646035f056e2ab96db7a","datavalue":{"value":{"entity-type":"item","numeric-id":169945,"id":"Q169945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$DBC7A6CA-AA72-4C99-92C5-7DFFE416FC70","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":"Q1727278$DB4AD896-0D37-4971-B2A6-19CB8066AE27","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0eae935c8e8f16112dd2d7077e31014438c95534","datavalue":{"value":"Summary: We derive analytical formulas for European call and put options on underlying assets that are exposed to double defaults risks which include exogenous counterparty default risk and endogenous default risk. The endogenous default risk leads the asset price to drop to zero and the exogenous counterparty default risk induces a drop in the asset price, but the asset can still be traded after this default time. A novel technique is developed to evaluate the European call and put options by first conditioning on the predefault and the postdefault time and then obtaining the unconditional analytic formulas for their price. We also compare the pricing results of our model with default-free option model and counterparty default risk option model.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1727278$C4D8B3FE-03B6-43F2-A905-D678124B4CB5","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727278$4A6EA0DD-1713-40CC-A90C-A74B45D5D868","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3a75627ea90e9fc7b82e07c392b9a7c581510bd5","datavalue":{"value":"7026701","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727278$960D64DB-FA40-430F-ADCA-10F2BF18E80E","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":"Q1727278$090118EC-93B2-4856-83A9-0BA1908E8E6D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1ce7e6f97dc2d1bf8c646ef7f4e8e53e95852f27","datavalue":{"value":"https://doi.org/10.1155/2018/8362912","type":"string"},"datatype":"url"},"type":"statement","id":"Q1727278$6AE54A9C-B5C6-4477-B9AB-EC685AD01C50","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c01f81bc6a70e015dea6211a1ee8513240f4f91b","datavalue":{"value":"W2811418848","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727278$A0847620-3A39-4728-BFAC-9BBC0E9D5EE2","rank":"normal"}],"P223":[{"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":"Q1727278$B6B44743-E6D7-48D4-8FAE-F875364B7D35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$CBDC1B96-586D-4181-8D3B-59712FE0AE39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd4a320a44c11182244a17d69bb084fa9f25335","datavalue":{"value":{"entity-type":"item","numeric-id":665552,"id":"Q665552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$9700143A-25DD-4E90-A10A-2A3D075DDE5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ddecd605c1f7d903cdfc48aba61ef1e850f850f","datavalue":{"value":{"entity-type":"item","numeric-id":981009,"id":"Q981009"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$15F7FA33-18A0-4DCF-B354-7D6E0746E1DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7c46d1eeff0841404cfca4a1b62986e8de9f12a7","datavalue":{"value":{"entity-type":"item","numeric-id":484210,"id":"Q484210"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$170C9068-B49B-4A47-93E5-4D9FC8C60647","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"432b2248f2af844881d9d9a4933756c99dd4f8ca","datavalue":{"value":{"entity-type":"item","numeric-id":1948694,"id":"Q1948694"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$D90FC93A-BDCA-4BC9-9CC9-50034A1B27F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"39a1086bdb6c198df59e84991a4a9a678943826d","datavalue":{"value":{"entity-type":"item","numeric-id":5001155,"id":"Q5001155"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$F3547669-31D5-4A3D-8F3F-895B883F94D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5887b5b20759ad1036045db64302ec81e807504","datavalue":{"value":{"entity-type":"item","numeric-id":2398763,"id":"Q2398763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$D591F373-A2BF-4028-94D2-6D0C8AF53D68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7e5caaf175e0af406980a5ef01e3357d75fede1","datavalue":{"value":{"entity-type":"item","numeric-id":988683,"id":"Q988683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$A77DEFAD-23CB-4E81-B926-2DA8CA954E13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"241679c27808c3c90ca1e8c6f679e0e2aa651ed1","datavalue":{"value":{"entity-type":"item","numeric-id":2707142,"id":"Q2707142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727278$3C1AF399-0348-4128-AF5A-3CF9D4E0EF0F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2e1d7ca7bcc34d983f1b5813d3c0d789e7842b84","datavalue":{"value":{"entity-type":"item","numeric-id":2466454,"id":"Q2466454"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b2eb24bc97a5c17538075495f64c65381af0479d","datavalue":{"value":{"amount":"+0.91062975","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1727278$FF2A6E4D-3F9F-4DE6-A4DA-5FCF22CFE6F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6c236f5f7034086f115f9a5e1f782739868cad67","datavalue":{"value":{"entity-type":"item","numeric-id":3404965,"id":"Q3404965"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9bfd94fa96d6b96717bbcb0cac8912eb7fe658a4","datavalue":{"value":{"amount":"+0.895997","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":"Q1727278$6909DD05-C711-417F-B7C9-DE2E7DF4D3FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fd9375c504bd31ca8336328782eea2d6bd7b8be7","datavalue":{"value":{"entity-type":"item","numeric-id":6484502,"id":"Q6484502"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ccc24634ebcddee3ee72b203fc6e0b9c6f3a268b","datavalue":{"value":{"amount":"+0.8879415","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":"Q1727278$9AEA7F9C-A308-41C6-8245-35A4A0B00EFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6df598054b67b14411dbc84f05bca02f711421c1","datavalue":{"value":{"entity-type":"item","numeric-id":4683115,"id":"Q4683115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c05bbfc6fecd1e00b6d5afdf263c29a0f6bf9e2c","datavalue":{"value":{"amount":"+0.8869318","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1727278$C1AB906D-4F04-4C46-90D5-2DE9F1D9F2D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"41162fac44fc8b0086fa718d005aee4372f64347","datavalue":{"value":{"entity-type":"item","numeric-id":2183237,"id":"Q2183237"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8554b709b2ad362e7473cb2271228ac11a678d0","datavalue":{"value":{"amount":"+0.87913847","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":"Q1727278$7C553F18-BA21-44DD-A70A-3143F9C8B6D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"241f43b1d5510bed3b3fdab8c41c76adaad351a3","datavalue":{"value":{"entity-type":"item","numeric-id":5498175,"id":"Q5498175"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8cf9dfdcd28001dae058779a225af9f58d286638","datavalue":{"value":{"amount":"+0.8788206","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":"Q1727278$565DBAE6-20BF-4F02-91B0-432FD94FD3F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"626bcbaa3af2e1488369bffd43be528022d9244a","datavalue":{"value":{"entity-type":"item","numeric-id":2398763,"id":"Q2398763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"57b01b3d3561338d1849ed8d6ca09d6c570bf1fc","datavalue":{"value":{"amount":"+0.8779222","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":"Q1727278$61C4CF72-3CF7-4DD6-A79B-35313DFC0057","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cf905ccc4f1a19a7ceb1fbcc919ce96f0fd43e6b","datavalue":{"value":{"entity-type":"item","numeric-id":3538139,"id":"Q3538139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"db26c628df687ab045fc152b01fa6cfab140fcfb","datavalue":{"value":{"amount":"+0.8747081","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":"Q1727278$791AAE57-B336-4F01-BD2B-02A4A11F8A7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"558035909f6e4a1adc92ff0c9e3e47010e04b9bf","datavalue":{"value":{"entity-type":"item","numeric-id":2304872,"id":"Q2304872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7071c9930c78b53b51a1910b877d04c83605527f","datavalue":{"value":{"amount":"+0.87188447","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":"Q1727278$1C24073B-D08E-40D9-A1A2-0F9F862BD36F","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":"Q1727278$6B88FD70-9212-44BA-B2AA-9ACB3A368206","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1727278","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1727278"}}}}}