{"entities":{"Q2115062":{"pageid":2125805,"ns":120,"title":"Item:Q2115062","lastrevid":78284081,"modified":"2026-05-06T11:13:43Z","type":"item","id":"Q2115062","labels":{"en":{"language":"en","value":"Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7490243"}},"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":"Q2115062$E8963493-4F1A-4D01-BF6A-E0764A728BBA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ab52221a4d70fd375d3097e9a0c92eab7ecd83b7","datavalue":{"value":{"text":"Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2115062$2C2A457E-0C4A-463E-B958-BB60228F8A53","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"e3a7ebe29e2c4c8a62ac8a08ed6146578c673cda","datavalue":{"value":"1499.91166","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$EAA3F219-2463-4246-AA70-31115B6512C7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cc45e6b9322bed7360e4aac2a42f8c73614b44f3","datavalue":{"value":{"entity-type":"item","numeric-id":1787138,"id":"Q1787138"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$BBF6AB8D-1DA4-4A34-ACC6-B38DA8D5D7DC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a53cd7fbdf330cbcbf33e34f41305ee2ad95bc83","datavalue":{"value":{"entity-type":"item","numeric-id":244625,"id":"Q244625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$502835A8-911F-41D3-A478-BE659C77F87B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1470e37d0b940c5d9b54c63ce5027a99aca98db7","datavalue":{"value":{"time":"+2022-03-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2115062$34A2F240-18C0-402D-9A27-4683D0154B62","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$BBC08447-CE3F-4F93-86C9-64DFAD2C02EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d03906af9401d3cb0de9aae29b67fdc33cb30d53","datavalue":{"value":"65M06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$462F2EA9-F902-4A58-8D1B-0CA4B5550DDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a0e16199bf4855c5694cbe68c2e34fd640664740","datavalue":{"value":"65M12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$851E91A0-FEDC-48DA-B319-FF3ECB4949F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$E1B4C4B0-64C1-4D74-B2BC-62FF7604A50B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"476a11a146ab05e11a5e3efb70be7ff90bbafc58","datavalue":{"value":"7490243","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$67781953-643F-470A-93B0-288D60C3CD13","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"729d04a104f06c40a011c8f3210722137ac7c854","datavalue":{"value":"PDEs with delays","type":"string"},"datatype":"string"},"type":"statement","id":"Q2115062$7C82436F-34D1-4AF2-BF6C-00A4907BCB29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2115062$A1314CAD-7AE7-404A-B0AF-E65CE6EC97D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ea4ca3f0d1db6c34f2194e89317688ae8e632b9c","datavalue":{"value":"hard-to-borrow stock models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2115062$5CB3269A-AF22-424B-8CE7-7839A2738E11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"79cacc23421e6e12ac1c23e261e1123ee796724a","datavalue":{"value":"jump-diffusion models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2115062$250B6AD7-1241-4A1C-A0D0-25B932D61C33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a86bf16a6cd3a8cc6af1665d4f8c9c8a256b3c01","datavalue":{"value":"finite-difference methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q2115062$11349821-CA86-4FE1-B9EB-8F67B6066235","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7475b88876f4c9bafc3fd96818138e2481bdd59a","datavalue":{"value":"convergence rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q2115062$86DB0C64-2D77-4B78-AD56-F0A0697B89D5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$BDEEB3E1-4B4C-49E8-99D7-26496C6121B2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c729e9faef410486b9c07844b9c759392b234286","datavalue":{"value":"https://doi.org/10.1007/s40314-022-01783-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q2115062$B92408D1-0C38-444F-BFEA-C4C4C6795EF7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1cbb89e8a928e9254885885640e59d80d19838a6","datavalue":{"value":"W4212966127","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$E1B14926-3537-4CF1-BE49-3076179B8B92","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"c9003f991bfdbd83e3644a096686a2dd87ca875a","datavalue":{"value":"Q115373321","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$DE66D52C-53A0-492D-A6C0-28BA362640A3","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b364b88ea93dc555d27cef3217c970d673100ac","datavalue":{"value":{"entity-type":"item","numeric-id":4032007,"id":"Q4032007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$19D195D0-6A68-48E5-BE17-9BAA801AFDF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$BE6C0448-2E0A-4730-9723-366103700F21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4fe02a797fec7eac64ec523d184dbec08e79bc1f","datavalue":{"value":{"entity-type":"item","numeric-id":2202986,"id":"Q2202986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$C9A73299-F486-4A97-A5B8-4A1EE8CD5EE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"86dec01380239c1510b3ab7ec9b8e1116a3b21fc","datavalue":{"value":{"entity-type":"item","numeric-id":5380920,"id":"Q5380920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$A5BE7694-27A6-4875-9F87-3050DDA555A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7cdd5ce23003ee00253c8ea40b9c898378b2ea0","datavalue":{"value":{"entity-type":"item","numeric-id":897123,"id":"Q897123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$FEDC66E8-0013-4B0A-89B8-1A41988B9786","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"087e96ef91f746220813e6491d28432bc44296cd","datavalue":{"value":{"entity-type":"item","numeric-id":5347524,"id":"Q5347524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$AB0A3D3B-3F02-44BA-842E-779EE031D368","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c3f1d732200ec593ab595cf6429582037006aa9d","datavalue":{"value":{"entity-type":"item","numeric-id":5031851,"id":"Q5031851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$13DE945D-FEB1-4F89-8463-95B4B7B6F2D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"384ea3574c3819d2b721c2e12a1913d62637080e","datavalue":{"value":{"entity-type":"item","numeric-id":3116423,"id":"Q3116423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$80033146-ABD5-4C6E-AFE8-81E987BCC0B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec4b48ec5669b72bf624798e6e8440417e902ff4","datavalue":{"value":{"entity-type":"item","numeric-id":5031165,"id":"Q5031165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$2C7ED052-3CBB-4EA9-89FE-0EE18A331EA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b29463ea5c542221afb23f0f260a08b02ab0f0a7","datavalue":{"value":{"entity-type":"item","numeric-id":3180339,"id":"Q3180339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$89E51612-ADCC-4522-BFEE-0EA074C12D64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"abe74c5f387dcfea9cb9919150ed7fab21042ab0","datavalue":{"value":{"entity-type":"item","numeric-id":4575290,"id":"Q4575290"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$844B8A24-FE17-4F21-826A-19B1B69BA4DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"edcae624681e1477ddafb3e6f7ce25ef0b8323cd","datavalue":{"value":{"entity-type":"item","numeric-id":2009590,"id":"Q2009590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$7CE9B95B-9DC8-4564-AA8C-D0B6114A09D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7872f51f03d914fc392e3f76884081d44251819a","datavalue":{"value":{"entity-type":"item","numeric-id":4663399,"id":"Q4663399"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$E136F65B-D487-4796-A566-3441D0E4C385","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b942eb4b6405ced0f03e5045a15b8e8d4317eb0","datavalue":{"value":{"entity-type":"item","numeric-id":2250990,"id":"Q2250990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$4456AC1E-2436-41A2-A681-560A7DC3CFCD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f94f42be17e61c7748aa019b92a64164b61fe86","datavalue":{"value":{"entity-type":"item","numeric-id":2940021,"id":"Q2940021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$B69512F7-8A60-464A-B664-A986B58FCBF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"08b8b9c2192485459d229f1e5b759a41d8b78256","datavalue":{"value":{"entity-type":"item","numeric-id":1883335,"id":"Q1883335"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$FF8BC8CB-18C4-4417-8725-EB6DE4B7526A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bdf043702d08fdc3f970e29a5bc2f8bb8cff1304","datavalue":{"value":{"entity-type":"item","numeric-id":2804503,"id":"Q2804503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$237D367B-771F-420A-A3B2-A4B91EC8BAD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9fb42e59dcb13695b67ef5e3aa3ae6a66879922","datavalue":{"value":{"entity-type":"item","numeric-id":5232287,"id":"Q5232287"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2115062$DE197107-BA15-4874-A6E0-8D9574DDD4DD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"57d04ebcb18c62ecf7f3aed2e96680ec7e83267c","datavalue":{"value":"10.1007/S40314-022-01783-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2115062$89AABDD3-53E6-44BD-90E2-9430CEA39338","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1a282ef9c08995a44fc35c74526fd8cced0a2e30","datavalue":{"value":{"entity-type":"item","numeric-id":2118964,"id":"Q2118964"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"358847ee1293d0414e105476784ad43dd48127f5","datavalue":{"value":{"amount":"+0.8395556807518005","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2115062$EB23F18A-8307-452D-86CF-84D9FB2F157A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4be27d8d79a27c58f71dc2b5808d325e6acecf9a","datavalue":{"value":{"entity-type":"item","numeric-id":897123,"id":"Q897123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c9b9c07dc7bdb88f378939d355bb3fb33e1ead6c","datavalue":{"value":{"amount":"+0.8131729960441589","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":"Q2115062$513E80D2-D84C-486F-A962-460BF69A81F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6c7acb200389ebd856c5fb775c021ca6246e8522","datavalue":{"value":{"entity-type":"item","numeric-id":2202986,"id":"Q2202986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2aff7a258165b8c487f1d84f3f51eef893a1f2bd","datavalue":{"value":{"amount":"+0.8101748824119568","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":"Q2115062$159644FD-3B2C-4203-8133-6CBC19775B90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2b9be0903de4a7ebaaacf31bd5073485cb2c7189","datavalue":{"value":{"entity-type":"item","numeric-id":5380920,"id":"Q5380920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4ddd784a2929381ed87d2f4c548a93b847c27906","datavalue":{"value":{"amount":"+0.8003146648406982","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":"Q2115062$9B3301FD-2293-4051-AFEA-2A0DF4B84DD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e433dddc7a234d873ad251a6edba948a913545e7","datavalue":{"value":{"entity-type":"item","numeric-id":5031165,"id":"Q5031165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0e0822f7907dae3d5b09ffe7393cf0df2b971457","datavalue":{"value":{"amount":"+0.7988301515579224","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2115062$D879749A-19E6-4F00-9E6A-E238AA6340B7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Second-order_convergent_IMEX_scheme_for_integro-differential_equations_with_delays_arising_in_option_pricing_under_hard-to-borrow_jump-diffusion_models"}}}}}