{"entities":{"Q2161063":{"pageid":2171806,"ns":120,"title":"Item:Q2161063","lastrevid":54376721,"modified":"2026-01-26T17:38:30Z","type":"item","id":"Q2161063","labels":{"en":{"language":"en","value":"Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7567552"}},"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":"Q2161063$E9337641-4A1E-4EC3-A86A-E5404C724787","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1ef58129ee944d72a9be3c4d9766cf6cbe89120f","datavalue":{"value":{"text":"Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2161063$FDE02035-7250-41E1-A9F6-FF4ABA63BE2F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"77fed565589ef290b09cf63464f33212e26d7b25","datavalue":{"value":"1497.91308","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2161063$143956FC-5B14-41BB-9177-6681E577DB31","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"20661c557b5dbb8a40567c295bb53b75f783fd2c","datavalue":{"value":{"entity-type":"item","numeric-id":2081747,"id":"Q2081747"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$B0A419A4-FA59-4B5A-9183-2FBA6DAC64A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6ef4f1a8ac252d7ffb3f1171f2cd5883a3aedc33","datavalue":{"value":{"entity-type":"item","numeric-id":2161061,"id":"Q2161061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$D9607C04-039A-4341-BD75-ECC40D2DE61B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"dbdc82828cf9f6181b13fe96d7d65d815d83f236","datavalue":{"value":{"entity-type":"item","numeric-id":2161062,"id":"Q2161062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$40FB3AC1-CE23-4497-9948-CC33964CF7D5","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9291c21615d62497aa2bb6404791ba4d7844695d","datavalue":{"value":{"entity-type":"item","numeric-id":61355,"id":"Q61355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$D91EF687-3621-4FDE-AADC-721A3FE48BF1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"563dfd2d7fe5e800709347107faac54b2d997517","datavalue":{"value":{"time":"+2022-08-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2161063$B16999A7-BAB9-43C3-8F55-4E677E738EB4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2161063$506F630B-2ED4-4676-B858-B090A66E848B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2161063$FEF7EF25-463E-4B26-8ADE-FD02F9AC7473","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"751c29decd170064299ca7d7aafc1f46f8c5ab57","datavalue":{"value":"7567552","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2161063$A72AF89C-F259-4953-9F3E-D0BD78B674C3","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1305d6e9cf5972d755d31de6888800c03cb7d9c2","datavalue":{"value":"time-changed process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2161063$66C29357-A631-4908-8A0A-5B81F15332E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c8b921dca00bcf221e66174def5f8ef73a4cefc7","datavalue":{"value":"mixed fractional Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2161063$16A145EA-D8C4-4110-BD1C-04D8D9B3A9E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ed0ac580687e5bac1ca5068869d88381828ccb17","datavalue":{"value":"mixed hedging strategy","type":"string"},"datatype":"string"},"type":"statement","id":"Q2161063$65015012-D1C9-4E69-8DF7-D37ECBA4BEC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2161063$AC069885-CA17-4491-9503-D042B2079F72","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":"Q2161063$652AE5DF-D3EA-43CB-887A-F25E16790DC9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"36e415bd9ea663b0cc0c1468fe8fd8a7af66d781","datavalue":{"value":"https://doi.org/10.1016/j.cam.2022.114496","type":"string"},"datatype":"url"},"type":"statement","id":"Q2161063$957ECC4F-70E1-4CC0-AD23-E258C4B76FBE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"bde3aa65f90b56d1475dce36a41854d6a3e3f6d3","datavalue":{"value":"W4283031063","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2161063$FB6A7F52-C430-43D5-9779-FC8FF1969244","rank":"normal"}],"P223":[{"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":"Q2161063$6E4FFA10-EB0B-4BDE-A1A2-F06D907F0D52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$970E05AF-D376-4577-A4C1-DA58E3B4627A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bce5fcd205fa2f2ef6fcbe1845d629ac67369d4f","datavalue":{"value":{"entity-type":"item","numeric-id":5426331,"id":"Q5426331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$407C32E8-EB38-41F1-A3A7-82D95232A163","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"505edc4ea3b27616fee3e5bd2510d2519775afcc","datavalue":{"value":{"entity-type":"item","numeric-id":4646510,"id":"Q4646510"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$710A0D77-5BB1-4742-BB93-F47CEC67E3AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"37f7b3aae055935c550e0bedfe0a2b5c2fc1d176","datavalue":{"value":{"entity-type":"item","numeric-id":4367302,"id":"Q4367302"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$08D17DF3-67EB-406E-815F-73159CA8B147","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fafab3c83ec976b290039341403bd66c97588e1e","datavalue":{"value":{"entity-type":"item","numeric-id":1591779,"id":"Q1591779"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$90CD747F-B187-4684-A3CA-B319B760361D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"79b08b57f466dc146b9ba19e485f7d078aaacdcd","datavalue":{"value":{"entity-type":"item","numeric-id":1618329,"id":"Q1618329"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$02AF3536-4574-4E45-84FC-5C96BFD6C6EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"81587506efccc9293ad6f15a76c56277acc81c78","datavalue":{"value":{"entity-type":"item","numeric-id":1674295,"id":"Q1674295"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$C4B4D161-040F-4150-93B7-85CAC5CB4AC1","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":"Q2161063$D432A0AC-938B-4A65-B79E-4CCCC6F321E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"93a7557db161a13ea1a4cadfaaa696032ba4ffdd","datavalue":{"value":{"entity-type":"item","numeric-id":2463941,"id":"Q2463941"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$D21A4820-764E-4D2E-B9A8-5F2BCC22D9B5","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":"Q2161063$66D8AB5D-FB3C-4067-AACE-648A208CFBB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ac025a5ef9b87528db97555a193916cd668d8fb","datavalue":{"value":{"entity-type":"item","numeric-id":1424724,"id":"Q1424724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$BA33CCB5-7D85-492E-A523-93E95F0A9929","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a682af290a0812e418b38d8739c3d80fc52d8c3","datavalue":{"value":{"entity-type":"item","numeric-id":1611573,"id":"Q1611573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$FA3978B2-C440-4FB8-B33A-D0A6B3D992FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e14f20734dd1ca077df0b7e7d676aba0bf68118f","datavalue":{"value":{"entity-type":"item","numeric-id":1423093,"id":"Q1423093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$388749D9-33A3-4553-B325-76A8D25DDE2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"037296b8291285e5b54588a93c3c19e31d1f3ae2","datavalue":{"value":{"entity-type":"item","numeric-id":1673068,"id":"Q1673068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$06F560DD-D0AF-4EB9-B019-1F240396446D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d3cdf62813eefa19ecda3abc168e165581857ace","datavalue":{"value":{"entity-type":"item","numeric-id":2157559,"id":"Q2157559"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$5B314959-ADD2-4EAD-98EA-5C1923D8C165","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a042069cbee8d22da6abcf1e7858d168a13b764","datavalue":{"value":{"entity-type":"item","numeric-id":734633,"id":"Q734633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$61698D97-FA5A-43D1-B6D7-9692251264ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d984d6ed1ca9f33331d7e7a50602d19b7ebe29d","datavalue":{"value":{"entity-type":"item","numeric-id":841145,"id":"Q841145"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$413D3C00-991C-4BFC-B63F-134749B8C76E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d41273d6cf3c86e43efdda0ba6a45ea2a2381fc","datavalue":{"value":{"entity-type":"item","numeric-id":664561,"id":"Q664561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$13BCFC8A-16FF-4F78-A720-1C47ED848CCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa9fe680eb7418439403c2f9999d173610952736","datavalue":{"value":{"entity-type":"item","numeric-id":1782839,"id":"Q1782839"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$2F62D2E0-F336-4F40-9AB7-DC914217A339","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7b65a1b80e97656fe237655bce4feaf54fc972ac","datavalue":{"value":{"entity-type":"item","numeric-id":2774027,"id":"Q2774027"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$CB5FC55E-5D78-4625-B82D-EE42926C485D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"21d71aac190986fbc5bbe26255474143d5b88eab","datavalue":{"value":{"entity-type":"item","numeric-id":5709400,"id":"Q5709400"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$E86CC56E-62D2-4523-A6C1-B016163FBDBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba4c115651522c1d135ef05f1c574f529e651c96","datavalue":{"value":{"entity-type":"item","numeric-id":4606537,"id":"Q4606537"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$E6600E33-46F1-4E89-8F39-D5F50B3050FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fceb300c3cd1ffd631733aa581251ba55b2783be","datavalue":{"value":{"entity-type":"item","numeric-id":1017816,"id":"Q1017816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$6B4DF709-E01A-4279-90FF-371CA638C038","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3cd917bc083a9d678320279b31e740ab66e4cfe6","datavalue":{"value":{"entity-type":"item","numeric-id":3753263,"id":"Q3753263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2161063$A10A122B-FCBE-4FC6-8AC4-F6C81AA4BC65","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"51db2f6dcc936a489d2f63a635d484951aa8fa3e","datavalue":{"value":"10.1016/J.CAM.2022.114496","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2161063$42237324-E71A-464A-A84C-8D642B696488","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a4220d743296b3e5301bbc58587969f607f54fc","datavalue":{"value":{"entity-type":"item","numeric-id":1782839,"id":"Q1782839"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dc5857ddedc2588157a444b28888be6c1ffec31e","datavalue":{"value":{"amount":"+0.8750515580177307","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":"Q2161063$5A8F2F91-8E64-4D17-BB4F-48065DAF311E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f44a7e89e1378dd0f5fcfc844dc9f465fc84e842","datavalue":{"value":{"entity-type":"item","numeric-id":3402855,"id":"Q3402855"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4242934f61557b4286889bee49641acb27bfab0b","datavalue":{"value":{"amount":"+0.8442471623420715","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":"Q2161063$1DD06817-A31A-4D3C-9B6E-57714267BF66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d16ed5f7f130683a919e1645dde18139477b9ed3","datavalue":{"value":{"entity-type":"item","numeric-id":3385049,"id":"Q3385049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7d1022cfafa2d3ea0cd714b0f93b58620f820958","datavalue":{"value":{"amount":"+0.8398584127426147","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2161063$D5D6F199-0D77-4D39-A5B8-E88479B744AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e1f44831c5d0233e94881014d45601dc5b4bcdc","datavalue":{"value":{"entity-type":"item","numeric-id":5243718,"id":"Q5243718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0cdc64d89c7d7b9bd4aa99b40c040c3715d2b9bb","datavalue":{"value":{"amount":"+0.8332563638687134","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":"Q2161063$F222255C-CFEF-43A0-B24B-4B4D88CE5FF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1190818863e5f0d7a37f497370e2e17495f58cf0","datavalue":{"value":{"entity-type":"item","numeric-id":1673068,"id":"Q1673068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fb5102036734ad211b75e6410bdf4d6a7cf4004d","datavalue":{"value":{"amount":"+0.8302077054977417","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":"Q2161063$18EBE43F-BB24-409A-90FF-D89E1873110A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2161063","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2161063"}}}}}