{"entities":{"Q1785402":{"pageid":1796144,"ns":120,"title":"Item:Q1785402","lastrevid":53215484,"modified":"2026-01-24T11:49:13Z","type":"item","id":"Q1785402","labels":{"en":{"language":"en","value":"A closed-form expansion approach for pricing discretely monitored variance swaps"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6945388"}},"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":"Q1785402$435A9821-4C76-430F-A632-689A27C68D14","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e96a421df00217822f5a47522c592cba9602aaf2","datavalue":{"value":{"text":"A closed-form expansion approach for pricing discretely monitored variance swaps","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1785402$96132876-CE4E-4B99-8D8A-534F90B60980","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"03eb7359e3fc1565ae13088ff8e0f6e5539ef809","datavalue":{"value":"1408.91220","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1785402$9DB55BEA-0515-4EE8-AE8C-34B8D7AD0D23","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ef74797f5dbde6006e0cdb98811fa6e0fd96f09f","datavalue":{"value":{"entity-type":"item","numeric-id":311639,"id":"Q311639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$9B634E9C-E813-4C4A-89AF-C2212F02521A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"69029bbe88d6ae0faff561525974867b582a18c0","datavalue":{"value":{"entity-type":"item","numeric-id":1785401,"id":"Q1785401"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$AD069945-97BE-49D6-A16A-320B7A18AB23","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f9747a37b0b56aeca2085282046e2737cd5087ca","datavalue":{"value":{"entity-type":"item","numeric-id":96289,"id":"Q96289"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$A61AA85A-327E-4EB6-8926-D34BE6E494DE","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9412cc0b838ce826c6c373a55efa96fe02ee4527","datavalue":{"value":{"time":"+2018-09-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1785402$8E03E189-60A3-46DE-BA25-53B546DD84B8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1785402$9F22E3FA-19B5-44D3-B155-D26EC7A39446","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1785402$B1989DDA-EDBE-48B8-8688-E77AB47B17BE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8eef4f5a8fbdb0cddeb649d6485136b0ead1ee74","datavalue":{"value":"6945388","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1785402$A46416CC-5D62-4D89-A556-8DF500E3B707","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"057e91270a386d832d716a1a866dc9e320e61abb","datavalue":{"value":"variance swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q1785402$0785A27F-4477-4C29-BB23-C1B4E035D8CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d67c175b8c4840d6cbeb585fa5c79fbc3adaaad9","datavalue":{"value":"discretely monitored","type":"string"},"datatype":"string"},"type":"statement","id":"Q1785402$AF2059BC-C2DA-47FD-887E-F1D8E7F01342","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"79cacc23421e6e12ac1c23e261e1123ee796724a","datavalue":{"value":"jump-diffusion models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1785402$F8D608EA-AE32-4173-B73B-311432BE78F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q1785402$44407E33-BC03-4413-A9AE-AE2312F14FB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"51ab3882c8a5f0daf3c1cffce62d3d06e9ef422d","datavalue":{"value":"closed-form expansion","type":"string"},"datatype":"string"},"type":"statement","id":"Q1785402$4F4AAE27-AC9C-4149-B169-D9A35720A9AA","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":"Q1785402$080A63AC-A017-43F3-AA55-FA4D6D4B409A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9fda1f9f1bf80504dea81ddb83eb554697f0c526","datavalue":{"value":"https://doi.org/10.1016/j.orl.2015.06.003","type":"string"},"datatype":"url"},"type":"statement","id":"Q1785402$83CB064E-F1A6-4F18-A064-C7C0B51BFAD4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a82a4b33ae1078a9a5f4b6f30dd2e85bd2c90ebb","datavalue":{"value":"W2222352555","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1785402$6F1FEA93-2CF6-4ABD-AE76-F49F8E586C13","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"91ccde2076d9d7002ef4926a4bd338f10048d155","datavalue":{"value":{"entity-type":"item","numeric-id":5474965,"id":"Q5474965"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$A28834D7-E99E-469E-B1A5-47984F92C7CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a0bb44157c09b7e2dbdb7385d33bcb0d029dbe10","datavalue":{"value":{"entity-type":"item","numeric-id":2426628,"id":"Q2426628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$ABA8FC4A-84B0-44EB-8237-956E88F50B17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"888e1288d3eed95ec5195a086d27a15757781772","datavalue":{"value":{"entity-type":"item","numeric-id":1969818,"id":"Q1969818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$61467743-46E8-4A9B-A666-EB28BF6AD450","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb6d6a029ebc9e9f9ba3d2c0032eb6d6789666a5","datavalue":{"value":{"entity-type":"item","numeric-id":3621561,"id":"Q3621561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$E76FB771-F6DF-409E-B7A8-1C488BB1193F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5c6d05e3b4c5ec74de4a8cb035ad4cf182b3aa0","datavalue":{"value":{"entity-type":"item","numeric-id":5244869,"id":"Q5244869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$3989EDE9-A597-452E-840C-DACDD817FAC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$7023FB9F-5C1E-4CE0-9DC0-B5000D3993ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e4df1c0b9dbb64972d36ae7006852cf723eda30","datavalue":{"value":{"entity-type":"item","numeric-id":1012317,"id":"Q1012317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$2D931954-473F-44A5-8132-E1FDB8BFA9E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$43921FB2-50B7-48D5-8CDC-865CE0BCE69D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc730ef0596b084c066950ecd04a009aad25530a","datavalue":{"value":{"entity-type":"item","numeric-id":1945043,"id":"Q1945043"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$00AFA9F4-CEF5-480B-BB23-C307FF1D983F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38c7d88a05554026edf5c9a35b98b6445b69e5ea","datavalue":{"value":{"entity-type":"item","numeric-id":4352094,"id":"Q4352094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$33D0B6D9-E893-43FF-B44B-1D8B3222FAC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"748e28b807641974414c8384102ff0eb9a7faf02","datavalue":{"value":{"entity-type":"item","numeric-id":136006,"id":"Q136006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$6FCD4DD0-93D8-4E48-82DA-03E40D3F243D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a15058e02131bea47cd911cd983a57eccf0a087","datavalue":{"value":{"entity-type":"item","numeric-id":366977,"id":"Q366977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$EBB730F8-7F07-4043-8945-B0D518069481","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3c32293d68a695a6b10409ed57f6be23e70828f6","datavalue":{"value":{"entity-type":"item","numeric-id":5169711,"id":"Q5169711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$481A5C79-A809-4111-9D6C-090FC48347D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$BF423138-8C07-4620-BE22-FBFB59579BCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7bd42ab4d1b7d1b01de7903f27ce6ec78fb7ff45","datavalue":{"value":{"entity-type":"item","numeric-id":3377363,"id":"Q3377363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$6D6D9075-3B7A-4ACF-85AD-1BDDC14E5AE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"07997a847f42f93c64a35d6fe0c38879d5c24f5d","datavalue":{"value":{"entity-type":"item","numeric-id":1096254,"id":"Q1096254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$3A96D6B4-E960-47D8-9AA8-00252AAE00A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"61815526fca224c3fcace90f723f857c2c2d8374","datavalue":{"value":{"entity-type":"item","numeric-id":4038332,"id":"Q4038332"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$DF1D165D-E033-412B-95F1-FB29E915F29F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e7e15daed1e98cecdeab6e6688b63ea426d9adc4","datavalue":{"value":{"entity-type":"item","numeric-id":2927954,"id":"Q2927954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$09C3A85F-40FE-4677-992E-46CBF53FDA3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cac040ca7163852362b9c6480f9484aa89d1ebc3","datavalue":{"value":{"entity-type":"item","numeric-id":3084598,"id":"Q3084598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1785402$A9C3A32F-E4BC-48A4-81DA-3CC229CBEB85","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c390ea1b234cdf68403d359137ea1284f1367b55","datavalue":{"value":"10.1016/J.ORL.2015.06.003","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1785402$0FC5047E-BD41-4E51-992D-8F86287A9755","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dd20e21590ca85f1e5f1fce9d0e225d88d60b349","datavalue":{"value":{"entity-type":"item","numeric-id":2925697,"id":"Q2925697"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aa0b1ca866fb66f30511e6b4212a52956ef4645d","datavalue":{"value":{"amount":"+0.8272019028663635","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":"Q1785402$5B31FB7D-DF36-44EA-970B-67EA10449A90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7ab2227f504170ba11fe7047db7df0ef7b497c55","datavalue":{"value":{"entity-type":"item","numeric-id":2657462,"id":"Q2657462"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"504b9a858fc13b9bf14a7a91192daa59cf972d06","datavalue":{"value":{"amount":"+0.8239712119102478","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":"Q1785402$6E027D3A-11CE-47F9-A46A-0635CA5B8E6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4d910cbf9a1937e0b1396b93d0c95ed1b6857740","datavalue":{"value":{"entity-type":"item","numeric-id":2927954,"id":"Q2927954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b988272bf5b1cc4b9be6be83bcd9f0e6582f39d2","datavalue":{"value":{"amount":"+0.8200455904006958","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1785402$FB1E9589-6F1C-4C4F-9DDA-2274706DF527","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8bd2d710a0303aca70cd17c84b0358248eb6e12f","datavalue":{"value":{"entity-type":"item","numeric-id":2876063,"id":"Q2876063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b79771f1986f778c5537e0c97352fcf356ad7a3","datavalue":{"value":{"amount":"+0.8192981481552124","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":"Q1785402$4CB02A6E-C449-4B91-A49B-4DAB14A70F4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"12f3e81ffda33502a2a376b98581601c74b65b44","datavalue":{"value":{"entity-type":"item","numeric-id":2250184,"id":"Q2250184"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4b74c24083993a2bdf222647b85f1186d6c7364f","datavalue":{"value":{"amount":"+0.8054629564285278","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":"Q1785402$0EFDD5BE-E2B7-442A-8C34-EFBAB8023C37","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1785402","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1785402"}}}}}