{"entities":{"Q1789776":{"pageid":1800518,"ns":120,"title":"Item:Q1789776","lastrevid":56686944,"modified":"2026-03-18T20:17:55Z","type":"item","id":"Q1789776","labels":{"en":{"language":"en","value":"Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6950542"}},"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":"Q1789776$B94A0D8C-30EB-4716-BE3D-CC161FEAC410","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ab6e257d02f21f2410348603c2043f229291e033","datavalue":{"value":{"text":"Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1789776$49CCBC73-8999-4D6B-BEC9-5971C03936FF","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c8796bde8b12939e3f84a31f2b65ceb5c365deb6","datavalue":{"value":"1397.91560","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$9AF92776-4B4D-4E4B-8634-5EAAB397795F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c3fca16fe20d8858a68f9741dc3d808154681623","datavalue":{"value":"10.1155/2013/175269","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$2D553062-BFB8-4DAC-B4F1-221988E27660","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"dfca43ab8efe91d2e823858ab0b80e3368628615","datavalue":{"value":{"entity-type":"item","numeric-id":460207,"id":"Q460207"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1789776$D51CD8A4-5D39-4DD3-B279-2126DC449840","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"62e1f02d170c6bf1a18caa03103a4339337e5940","datavalue":{"value":{"entity-type":"item","numeric-id":460208,"id":"Q460208"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1789776$08CAB466-7556-4C1A-A405-4759989C169C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b7c616963f07349f4fb8cef5aaa2f4c6ccd20a55","datavalue":{"value":{"entity-type":"item","numeric-id":460209,"id":"Q460209"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1789776$9E332EE8-21CB-4486-8D7B-6D7D6E5F89F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"208d449c732b28701784748ddb9d17da1f9359f9","datavalue":{"value":{"entity-type":"item","numeric-id":346074,"id":"Q346074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1789776$99472768-F022-401C-9CB4-D76A36EA58AB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"bb299feb2b87699ac8beef494c52fd2765eaf609","datavalue":{"value":{"entity-type":"item","numeric-id":118601,"id":"Q118601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1789776$DE0D4C09-2638-4142-B0DB-5290AA2D5F2E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9a9a21eafa993b72759052108b216b22ca406dd9","datavalue":{"value":{"time":"+2018-10-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1789776$60B7192E-2588-43FC-B4A6-85DA07142855","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4071bf057a5a2232fc9c44c8a088339d7f636f9c","datavalue":{"value":"Summary: We study option pricing with risk-minimization criterion in an incomplete market where the dynamics of the risky underlying asset are governed by a jump diffusion equation. We obtain the Radon-Nikodym derivative in the minimal martingale measure and a partial integrodifferential equation (PIDE) of European call option. In a special case, we get the exact solution for European call option by Fourier transformation methods. Finally, we employ the pricing kernel to calculate the optimal portfolio selection by martingale methods.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1789776$963FF384-8D0D-4F80-B854-8A710BD26CD2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$8268CD8F-CB18-4059-87A8-25C9E4AD9BD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$14512349-E6AA-4FAF-BA8B-BE70896C8CEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"07e1636ba1bbf7a3890bb41846f53adac5e878d6","datavalue":{"value":"35R09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$17E4700D-350A-44F3-BF1C-59DFA317A4FF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e738733db8970f4e10df8fd9f2ed712a3877bb30","datavalue":{"value":"6950542","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$24C1612F-4667-4A14-818B-67E71243D2B1","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"78c165cd2c5817be036c4cf539062f45f5f291cc","datavalue":{"value":"Q59001940","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$3D995816-C7D2-4AA5-A55F-98C4137D777F","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":"Q1789776$63420A2A-A7A9-4BB4-8106-24657409A57C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"32107a34768ecde0dfcf3855d546125da6028f2c","datavalue":{"value":"https://doi.org/10.1155/2013/175269","type":"string"},"datatype":"url"},"type":"statement","id":"Q1789776$311E9319-08FA-4FE4-AC9F-3711BAA71D83","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1209849e355ff12aebaa832822fab48e79c59c5f","datavalue":{"value":"W2035960339","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1789776$C091DC12-8830-42CE-BB50-5B0A23D74E6F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"55536e55943c35490d98fdbb10730780012ac0f9","datavalue":{"value":{"entity-type":"item","numeric-id":4900807,"id":"Q4900807"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5413d388690c79fa337a904e593492a86d6a2639","datavalue":{"value":{"amount":"+0.9205921","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":"Q1789776$B1168B54-E7ED-48B8-A747-C4E42DD5D62E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2bd609e7cb8b87892db6fcc5a920e0170e5782c5","datavalue":{"value":{"entity-type":"item","numeric-id":286277,"id":"Q286277"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"97f94f383dfde2359f3ae5d2e7408b19ad1e5b4e","datavalue":{"value":{"amount":"+0.90981483","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":"Q1789776$1DB82FE5-7F21-4BD7-AC64-CE70C797C44E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"81df8337e46af9f35ceee29c3c850bd2a1b371ad","datavalue":{"value":{"entity-type":"item","numeric-id":4216108,"id":"Q4216108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"30df270e1766697e33d66c79352a27b40b5db390","datavalue":{"value":{"amount":"+0.9094237","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":"Q1789776$7436F513-0E4F-44BB-86EB-E7F6C39F3BC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4792b709b0082455058f6757c78cc6dc5049d47f","datavalue":{"value":{"entity-type":"item","numeric-id":3501897,"id":"Q3501897"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"226adc92f44670752e6831b7debd37e2aa1129e3","datavalue":{"value":{"amount":"+0.9040486","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":"Q1789776$3EFEFE10-B229-4164-919A-3AE8DF6A4BE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a12a4b6f90b719b0e30a1ca35b6765cd4fdc7760","datavalue":{"value":{"entity-type":"item","numeric-id":609731,"id":"Q609731"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b553fa5b98a67a99d9f83c0810977e8d8f1cc4cd","datavalue":{"value":{"amount":"+0.8999023","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":"Q1789776$61F0F4F1-D13C-4348-9489-4891E73FE707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bd226c09fa2450c4d14c238cdc17aa3bdb137a9a","datavalue":{"value":{"entity-type":"item","numeric-id":2485325,"id":"Q2485325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f2890eb6766e62c991047aac7b33874a2ab57636","datavalue":{"value":{"amount":"+0.89747626","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1789776$E863BC31-84FA-4C3B-B9CE-31D92BF1C74E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"99d74412c087cdbe51a3928981a378224e56f9fa","datavalue":{"value":{"entity-type":"item","numeric-id":2356557,"id":"Q2356557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bdb2d5949e7837d3999f7b2bdae3a2b3a04da5c5","datavalue":{"value":{"amount":"+0.89273906","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":"Q1789776$11F2A0A4-7BA9-43B8-9BDB-0FC88B416225","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"14f06fe85e41a7ccdacc5ae94f7584123fa6ffd0","datavalue":{"value":{"entity-type":"item","numeric-id":3516595,"id":"Q3516595"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e0af05524f2d54911aca55f4602826b4bdcb69f5","datavalue":{"value":{"amount":"+0.89227057","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":"Q1789776$24EF672A-45F0-4529-9355-7942D5EE1467","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6f2228d057e288a89d70ea426f14160e21f0457c","datavalue":{"value":{"entity-type":"item","numeric-id":2461283,"id":"Q2461283"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b02eacbfd34081d1f15e972b3382b47a6cc0b38b","datavalue":{"value":{"amount":"+0.89073443","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":"Q1789776$025EA501-1B06-4A3F-BB8F-397E97C2D9F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"718ce5d3a352dafdf8e33a86b57a1ab31702ab5c","datavalue":{"value":{"entity-type":"item","numeric-id":4585052,"id":"Q4585052"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3e3afe10dd0c1475bf166d014e89df24355f3581","datavalue":{"value":{"amount":"+0.89036006","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":"Q1789776$5996EBBF-344A-43B2-AEF7-9AA653DADACB","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":"Q1789776$57E6D168-3D79-4C82-9F73-486892287F22","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1789776","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1789776"}}}}}