{"entities":{"Q2074845":{"pageid":2085587,"ns":120,"title":"Item:Q2074845","lastrevid":71278101,"modified":"2026-04-13T21:09:53Z","type":"item","id":"Q2074845","labels":{"en":{"language":"en","value":"Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7472341"}},"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":"Q2074845$5D085A5F-E1E3-4F50-A6C5-7C0E2400EA48","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"662c24f308d7bbbb3a8eabf8b792c3ee342989b0","datavalue":{"value":{"text":"Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2074845$872DA7F1-5B68-4353-80B8-6536E72F44FB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9edc7e8de77eb999f8d8b902a94ba594f677de3a","datavalue":{"value":"1485.91228","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2074845$60F7CDFC-E511-4106-A1B9-7174D352DB2C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"72167b1d45a73ed6edf3422e18b26a66b7e25bd8","datavalue":{"value":{"entity-type":"item","numeric-id":342129,"id":"Q342129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$589BD2F1-3D79-4DBB-AF8D-77103B12585B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5f6fb31539d3263ecbffd28a91fb29be12e06a73","datavalue":{"value":{"entity-type":"item","numeric-id":342130,"id":"Q342130"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$CBED29D2-5E81-4776-A818-A1C44731C298","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f65e3cde4b36c066f90103a4a479cc4f79e72499","datavalue":{"value":{"entity-type":"item","numeric-id":2074844,"id":"Q2074844"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$0B251004-DE82-4716-B5F9-A941CFAE55A4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a1409dc6862a31a77f154ad0a1f54092232038ca","datavalue":{"value":{"entity-type":"item","numeric-id":244038,"id":"Q244038"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$AE838C0B-8A8F-4C17-A8B2-16BE7402A224","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9d1ee80fedd18ed506519a2ef8030c0d60d05ac5","datavalue":{"value":{"time":"+2022-02-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2074845$1E5E3754-1AF4-49F1-92F7-5CCB653CB49C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2074845$3AC50B7E-312D-434A-8774-DB2168E9A7DC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"78e2e77813869c21b50899ac18616d4bcef97729","datavalue":{"value":"7472341","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2074845$47EFBE5E-E444-4169-A0BA-72A9E0D4B371","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2074845$D8DEE797-BFC4-4AC7-AFD0-A99FC7D94FA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9871697226a22e849d8af1d027a3615ca089f6f5","datavalue":{"value":"Black-Scholes formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q2074845$C22B456F-0AE4-4029-AAEE-CBA151D5F49C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23b00be64add03e834d7be0d2b5358f15297d85c","datavalue":{"value":"implied volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2074845$D524CF25-25E8-4839-B116-0B411A04E355","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cf88a399d3d18c747f31b9100f3b5d07b33a91d1","datavalue":{"value":"Householder's method","type":"string"},"datatype":"string"},"type":"statement","id":"Q2074845$3CB02FC3-AE8A-4F0D-96FC-422064676B3E","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"0a40ec48c90ab8e06dbd75f161d5a7f93c7a3378","datavalue":{"value":"Q113906122","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2074845$B7E995A1-DF22-4E10-8F8C-334DB7C6098B","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":"Q2074845$229B1B60-6F23-4252-A559-738F5A001042","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ef2a962bb6bdddfae114b0d2d7261c6bb6183954","datavalue":{"value":"https://doi.org/10.1007/s00186-021-00763-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q2074845$BC9A1F6D-2A31-4894-88F9-35BCEF8937F0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cbbc1df8fd9e09cc669674fe256c05470e2d1450","datavalue":{"value":"W4200214466","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2074845$BA4B3D71-E385-4ED3-89BE-794B258C8B6C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1f3902b817f09580b51d06c3d821292158c8b131","datavalue":{"value":{"entity-type":"item","numeric-id":3947057,"id":"Q3947057"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$4644B52D-2E10-43F1-B988-7761A9B0E419","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"79b596d82aff2e81e46eae687bbb9c33eda369c7","datavalue":{"value":{"entity-type":"item","numeric-id":4646769,"id":"Q4646769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$1D7A9BC4-E7AB-45DE-ADAC-D6B2E91C0190","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6cee49097b5a79aa39fede3ba720a92d45b07ea2","datavalue":{"value":{"entity-type":"item","numeric-id":5653524,"id":"Q5653524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$BC32A210-5B83-4085-A99C-CCDD4E838E2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"65e7b96d568cf7a0625cdbdfcac4b1923bf3b9d8","datavalue":{"value":{"entity-type":"item","numeric-id":2572045,"id":"Q2572045"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$1654BFA0-E530-40C2-ABFB-11648F3DFF67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b2fcc242e2710bd773294e2f64ee1a1980796f5f","datavalue":{"value":{"entity-type":"item","numeric-id":2455635,"id":"Q2455635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$43D1AFB0-ADAE-4039-B03C-B487556BE492","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":"Q2074845$36AEF0EF-0E96-44D6-BA71-059947C0EF87","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a32f592cffbbf8f37fc9ebc22fe3e2ce9c39fcc","datavalue":{"value":{"entity-type":"item","numeric-id":2044805,"id":"Q2044805"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$37F860F6-7E63-414B-9D70-5D1B01CE8BBE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"490f49d8eb407d478dca46c6ea9d90b70cd1c467","datavalue":{"value":{"entity-type":"item","numeric-id":2400325,"id":"Q2400325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$20E73B2E-99AA-4176-9EC6-679884B50931","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8ab746651ff55fa6578f31283b2875168336458","datavalue":{"value":{"entity-type":"item","numeric-id":2222059,"id":"Q2222059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2074845$54FCD299-957B-454C-9A9D-4DE149CF8EF4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"71b09beff8439fd5ae20e9ed77af4fc00cdd1f9b","datavalue":{"value":"10.1007/S00186-021-00763-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2074845$A3B5DE4A-4516-41D9-A74B-A524013EA8D5","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7ad3bce9991e9dd5e6f3bfe32abdb6a139416f66","datavalue":{"value":{"entity-type":"item","numeric-id":2455635,"id":"Q2455635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c32d7861159811dbf9ce3f84674d60114fcfd6b7","datavalue":{"value":{"amount":"+0.7715959548950195","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":"Q2074845$457B4825-47FF-4740-AE4F-50C19FF11A9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6bd24ad43f25d7585e1c06c770fbabc7ac35366f","datavalue":{"value":{"entity-type":"item","numeric-id":2572045,"id":"Q2572045"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b054dbcc84f00423015cde6787585a0c2bb0679b","datavalue":{"value":{"amount":"+0.7656781673431396","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":"Q2074845$15212110-9A3D-499C-8B63-7854FA21C972","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5226dd12d5377f378f9bc0d6eaa72384615b473d","datavalue":{"value":{"entity-type":"item","numeric-id":2923095,"id":"Q2923095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bc98dd490cfc7a4c76474b499772f97fa6804020","datavalue":{"value":{"amount":"+0.7380609512329102","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2074845$FE6CF353-642B-4F3F-940F-F064B2D5E9B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"702cbcd05586614650aec14539b3280bd17115e4","datavalue":{"value":{"entity-type":"item","numeric-id":3648331,"id":"Q3648331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f1b5cfe6af87209ba8e8da7549d8ca5decc1719c","datavalue":{"value":{"amount":"+0.7343742847442627","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":"Q2074845$25D0B30E-330F-4795-A14B-C08EB23FD0D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e17fcd9b364e9ba327c42f438ade3f2ae1a52b59","datavalue":{"value":{"entity-type":"item","numeric-id":4595301,"id":"Q4595301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d34a39e20a9e3e8a53ce99badcdc7f96b26b7a0d","datavalue":{"value":{"amount":"+0.7251940965652466","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":"Q2074845$2203D374-4ED8-492C-8ABE-6B9A4EC9F170","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Using Householder's method to improve the accuracy of the closed-form formulas for implied volatility","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Using_Householder%27s_method_to_improve_the_accuracy_of_the_closed-form_formulas_for_implied_volatility"}}}}}