{"entities":{"Q1783279":{"pageid":1794021,"ns":120,"title":"Item:Q1783279","lastrevid":57547371,"modified":"2026-03-31T08:44:45Z","type":"item","id":"Q1783279","labels":{"en":{"language":"en","value":"No-arbitrage, leverage and completeness in a fractional volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6940501"}},"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":"Q1783279$18AC5BE8-FC34-4A0F-A237-029F7EFD5C45","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"dee7043037f69522646432f0e5d2e9677a2606b6","datavalue":{"value":{"text":"No-arbitrage, leverage and completeness in a fractional volatility model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1783279$E7FEEAA9-6FE8-4BA2-BC96-AF1AE319C1D3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c4b0be13b13831e567d1a5b070a483ec19aa8b1b","datavalue":{"value":"1402.91533","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1783279$A15FBEB5-C462-4B24-8F81-CE7F728267F8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c5645bd2bbb4fcfa75517c589e042400115cf39c","datavalue":{"value":{"entity-type":"item","numeric-id":1781928,"id":"Q1781928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$EC66491E-740D-4677-974E-082CD50385F3","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b65078c747436749e6b1eb1d325c917cb6bae583","datavalue":{"value":{"entity-type":"item","numeric-id":179396,"id":"Q179396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$1DE4965B-C464-4C4C-A239-2F9B153631E3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"45b0b308b892e14a056523b8ca557a64add37a38","datavalue":{"value":{"time":"+2018-09-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1783279$BA0B2331-5D82-42DC-8A12-F9CFC2FBCF55","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f3246f833020e7d3c5a106a6890b5f4b17b6277d","datavalue":{"value":"https://arxiv.org/abs/1205.2866","type":"string"},"datatype":"url"},"type":"statement","id":"Q1783279$96C734BB-534F-4DDF-8069-513B53B05E11","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1783279$F5F6A7F2-4AF8-410A-9B8E-053821BB3AF9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5c7f26387477d8a2ef7187dc355e93f921ab2629","datavalue":{"value":"6940501","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1783279$9968F4E9-4225-455D-A11E-5646D7EF7D2F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"30b0e190a51b702b1550dd83217fa18ec9bc5567","datavalue":{"value":"fractional noise","type":"string"},"datatype":"string"},"type":"statement","id":"Q1783279$F3E3B0B3-7E79-49CE-8DF2-173DCCE7239E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2b2987769656017efa42f7601539ab55251e97f5","datavalue":{"value":"arbitrage","type":"string"},"datatype":"string"},"type":"statement","id":"Q1783279$45439FD0-9927-46B5-87DC-0E8E69289D62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b9e8a3ae020e312f5eec155f86666879e937e66d","datavalue":{"value":"market completeness","type":"string"},"datatype":"string"},"type":"statement","id":"Q1783279$DCC6A419-CF4B-4DD5-A175-405141063B39","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":"Q1783279$263FA1A5-7634-4D28-8556-0673B38C3F14","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"b8de5748640cb38cad808f28a4fdc00f94b2f886","datavalue":{"value":"W2130252893","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1783279$4D64BF9C-A825-441C-8033-8B993DA58CFA","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"dad540359e669f22df0858694f09fbceb2b86c24","datavalue":{"value":{"entity-type":"item","numeric-id":1377319,"id":"Q1377319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$E29F2831-2F0D-4D84-BF45-69A41766B771","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb503aeac9c53cb6e84d8570bcd9e939791f7bda","datavalue":{"value":{"entity-type":"item","numeric-id":3022084,"id":"Q3022084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$60BD0F46-3DF6-4E05-A0DB-2B9CD7B33B1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$EBF54608-2CAE-4CCC-BDB6-D9D2747A9E0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1c59045a50da7c5d7015d07dae8a3e714a81079","datavalue":{"value":{"entity-type":"item","numeric-id":4372033,"id":"Q4372033"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$62E69492-E2D4-4A04-A27B-D5C8EA29D4A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66bfb682c46c956f2d5336943dd6f59c41e188e2","datavalue":{"value":{"entity-type":"item","numeric-id":4646481,"id":"Q4646481"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$8B84F6FB-EA18-410A-B4B8-F8AF143892A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c7b75e7f8763935ace83b0608eb24399c6fbe3d","datavalue":{"value":{"entity-type":"item","numeric-id":2707194,"id":"Q2707194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$344611F4-6E08-424F-AFA7-40AB5BA6785B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a6fff2d03c4a819f7c699e176bb055ab8f91e31","datavalue":{"value":{"entity-type":"item","numeric-id":4792524,"id":"Q4792524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$2FD28C8D-413C-405E-B97C-996454C66348","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"100941d1e58bd699806858ebef21acbb54fa91e1","datavalue":{"value":{"entity-type":"item","numeric-id":4372054,"id":"Q4372054"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$63BD8B9F-DDC7-49DB-9E59-75C96260CB75","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bfa4bb15665b04db23a0eff69d64de9ac06f309f","datavalue":{"value":{"entity-type":"item","numeric-id":1805785,"id":"Q1805785"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$698AEC81-CF85-48D2-A12C-80F38B0F052A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9dec27cc109088d18fa9da078f512fab0d1b0034","datavalue":{"value":{"entity-type":"item","numeric-id":5950464,"id":"Q5950464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$B81A4288-31A5-4F65-A614-969B9775D53C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ac025a5ef9b87528db97555a193916cd668d8fb","datavalue":{"value":{"entity-type":"item","numeric-id":1424724,"id":"Q1424724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$7F75EFCF-90B0-4F6B-90BF-F6A920332B3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de5597bc3769d66bc5889c3f86ecb850639bbece","datavalue":{"value":{"entity-type":"item","numeric-id":5455263,"id":"Q5455263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$CE703DE5-1126-4EBA-BCE4-753E34999C72","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":"Q1783279$B2A36070-2F81-4519-A027-19CA95C26760","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a727dc5762ac731080df1030557a8acc63260a09","datavalue":{"value":{"entity-type":"item","numeric-id":4409032,"id":"Q4409032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$E87990CB-6586-4828-AD76-D2493C38FF66","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":"Q1783279$A2FE38AA-FFF7-4699-9F71-CCA5161F97BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b11ae815bac15d31e6e90522d0739462f8b1f608","datavalue":{"value":{"entity-type":"item","numeric-id":4842684,"id":"Q4842684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$1AB4C49C-52A0-400F-968C-179CF5BCB30D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e01ade2839222afe17408c1fb34ca8e7a1bf6e63","datavalue":{"value":{"entity-type":"item","numeric-id":5919962,"id":"Q5919962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$C2703DEA-21CD-44DF-BAE9-143FD40D575A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a78192415dafb5f296cb3a652688c9e74ee51da1","datavalue":{"value":{"entity-type":"item","numeric-id":819974,"id":"Q819974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$C18EC55D-A491-4F15-B1FB-D3488947BFEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce730fafb65c9c281b7e658dc2ce1a65eaa27b58","datavalue":{"value":{"entity-type":"item","numeric-id":3908216,"id":"Q3908216"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$9851F1AD-F0A2-4787-9210-4C7688525B88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea917b7d6ec971bc8a3990d0258c368ec95f66f2","datavalue":{"value":{"entity-type":"item","numeric-id":1288464,"id":"Q1288464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$19B246EC-70F8-48E9-960C-0CDBBC322295","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8478899ed1a3a7966940e193a4994b7fcff6b9d","datavalue":{"value":{"entity-type":"item","numeric-id":3149666,"id":"Q3149666"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$C999647E-8B6A-40A1-84C0-76A24AD357A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1393db25cd32d7d127c30a12399a2cddb6e882f4","datavalue":{"value":{"entity-type":"item","numeric-id":840298,"id":"Q840298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$B00575FD-ED4A-4F2A-8C21-36E56D4A46A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d635c9f525c01cd9303b697d14d023946c9d6fc","datavalue":{"value":{"entity-type":"item","numeric-id":703592,"id":"Q703592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1783279$702F8BFD-31BE-4403-9FAC-EC2BEA5DB593","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5620e8e789fa5eb119e79245a97c42d8b2b50dda","datavalue":{"value":"10.1016/J.PHYSA.2014.10.056","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1783279$F1DA4846-8749-4325-B2AB-BE9E1475EAAD","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5f4d891342729afa9bd07d884fe15e713fa2c05b","datavalue":{"value":{"entity-type":"item","numeric-id":840298,"id":"Q840298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"88e777de7f274868cc7c65dd49c9776fa402acc9","datavalue":{"value":{"amount":"+0.7904505729675293","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":"Q1783279$62EF6D48-28C6-4783-949D-64B915990262","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8379e846ee96f284ae59debc5addd192a1b77838","datavalue":{"value":{"entity-type":"item","numeric-id":2755274,"id":"Q2755274"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f75fac7b9610c0d32804ffd7f4e9fd2c0f8c953b","datavalue":{"value":{"amount":"+0.7739949226379395","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":"Q1783279$34013363-0397-433A-A2E8-0421AB9FDA41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5147a83a6a789756c13d64c7b98861e9b44271b4","datavalue":{"value":{"entity-type":"item","numeric-id":4821629,"id":"Q4821629"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"df20e423dc89bb9dbe4bb54be8850cc528fd9bae","datavalue":{"value":{"amount":"+0.7731859087944031","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1783279$F8CB79EF-1A4C-4000-88D9-44D47B1509C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5dc302686174f9c532b931e7540a04fa0c9af573","datavalue":{"value":{"entity-type":"item","numeric-id":5430704,"id":"Q5430704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"194c8ef29eee4258f7410f5dcf9106dabf83248c","datavalue":{"value":{"amount":"+0.7725442051887512","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":"Q1783279$78A2CC1A-7CF8-445F-B082-54B8EB6B5C4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bf3c33873e848241bdd85c6443a3e2c7b1e7dd7b","datavalue":{"value":{"entity-type":"item","numeric-id":5467766,"id":"Q5467766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"41109bc562b6438992e03aaa11d7cf6093be294e","datavalue":{"value":{"amount":"+0.7715264558792114","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1783279$E565070A-B7A2-4BF6-BC4F-450BF1B8ED45","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1783279","badges":[]}}}}}