{"entities":{"Q2167364":{"pageid":2178107,"ns":120,"title":"Item:Q2167364","lastrevid":43629774,"modified":"2025-10-31T15:54:39Z","type":"item","id":"Q2167364","labels":{"en":{"language":"en","value":"Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7575593"}},"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":"Q2167364$A0BA96AC-C2C8-4CC6-BF6C-85723BC2223C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"cf3242f91251ced0ca0775c81ef91cfa0e90bd44","datavalue":{"value":{"text":"Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2167364$AE2F2774-5681-4EC4-B36A-4CCFEF7C48DB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b320f0ad1b81fa059c86c2dd702731fb4af44439","datavalue":{"value":{"entity-type":"item","numeric-id":2167362,"id":"Q2167362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$7C1E0C3D-FE5C-45D2-A724-9C4586294014","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8efeedfacb61a8d39ed2a7ede57d13c19cd06384","datavalue":{"value":{"entity-type":"item","numeric-id":2167363,"id":"Q2167363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$FD6D0D24-D36C-48C4-91B1-EF0D0178B912","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b0a85991f9a159b24b649e8f2c44f1d5b9a1cd62","datavalue":{"value":{"entity-type":"item","numeric-id":340488,"id":"Q340488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$BF692870-1E05-4E69-AC3B-35876F53F6FC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a53cd7fbdf330cbcbf33e34f41305ee2ad95bc83","datavalue":{"value":{"entity-type":"item","numeric-id":244625,"id":"Q244625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$C1949C62-869F-47F1-B9EC-D153D0AF9E1E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1671f4d77625f9c3fb2d471bd3f2c3e84e79d65e","datavalue":{"value":{"time":"+2022-08-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2167364$EB5FFA40-27D8-4F5A-8F13-503F9DC7A8D2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2167364$8EFD5BAE-BB53-47A2-B3C8-861135467D0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2167364$272C4AFF-5D25-4812-9458-6D69DAF4AFB4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1878d35aaa8e8daff17d5cb1a6b31e646de7e796","datavalue":{"value":"7575593","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2167364$7B08F613-C239-4665-B113-F81138DCF4BD","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"228eab7254fe979603e1790a7de7466a56aa8f4f","datavalue":{"value":"variance swap","type":"string"},"datatype":"string"},"type":"statement","id":"Q2167364$33C72D96-B76D-49EC-9A00-FD50B56D4650","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ed4ff46849a8b8aba7cf98f9d29d34a85301de7b","datavalue":{"value":"long-run mean of variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q2167364$49D3D583-C63F-4235-A08E-BED2E4DBEF0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00a6f1229ea76564fc27edc7ddd8d080f49170d1","datavalue":{"value":"Heston model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2167364$9C24D04B-1108-4FF1-B3E5-86A0739C2007","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e937a401019b3a102664ea94c100bad22f685796","datavalue":{"value":"He-Chen model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2167364$8A51D1A8-4686-4EE2-98DD-D23AD245ED1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0a73ad34ea63c620ebd87808ac3467a4f0829d27","datavalue":{"value":"rDMR model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2167364$44DEE9DA-37D6-4F89-9F78-5C5075E8368E","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"ea24e3bce66159d2e5a366ce9b8b9e19dc5eb1e9","datavalue":{"value":"Q113898686","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2167364$3FD35245-0773-4ADC-A11C-FBAF38E4554E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$A6FD8120-C59A-4662-9E5D-054E7FAE1620","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a68f5088ec29780575ba0d70d816a59bd7635ff6","datavalue":{"value":"https://doi.org/10.1007/s40314-022-01939-7","type":"string"},"datatype":"url"},"type":"statement","id":"Q2167364$A32144B0-BCD4-491F-B0B4-E749E18A1B33","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7b1a3e7cdb5de1f5323ca8cff490830e8b31a055","datavalue":{"value":"W4284696905","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2167364$4F37A0BD-3107-4EC6-8F86-F535CEB8F115","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ca41850b054a15ca2aa601e6accaaa91b091a3c4","datavalue":{"value":{"entity-type":"item","numeric-id":2871434,"id":"Q2871434"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$771BBD84-ECD9-45D1-9D81-2A82659E8279","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$FA2AF734-9A53-45CF-AB2F-A2F5C8860A12","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":"Q2167364$B33D8D25-598E-426C-99E5-B7C262E5FEFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea5d454de88e09f6c4fba2426c2c6417902e7d32","datavalue":{"value":{"entity-type":"item","numeric-id":3117871,"id":"Q3117871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$E1E6EF9A-FB32-43DC-AE72-F42BD7962CF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$54634710-5D12-42D5-B39F-3676774ACB30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"133e400739e1b56ef859a3609bc9a2bca85a3d9b","datavalue":{"value":{"entity-type":"item","numeric-id":5397411,"id":"Q5397411"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$1827CFA9-8831-4CF2-B7B3-18404472FEA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3e721b601d8a39c237896b3c5a9dd1754fa9e69c","datavalue":{"value":{"entity-type":"item","numeric-id":4554477,"id":"Q4554477"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$E61D59C2-4308-421A-B84E-87A42B78C50B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b32c8dd5511a5df0c2e5abab31565f6d8d1a601","datavalue":{"value":{"entity-type":"item","numeric-id":2996525,"id":"Q2996525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$9D51C5EF-9F21-4226-8BBF-D58F157A1A80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9e38c26bbb11d86871de3d8f51125b8342c0f0f","datavalue":{"value":{"entity-type":"item","numeric-id":829337,"id":"Q829337"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$28F0C84A-294F-4F6C-B0FA-BB6B60C514DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$AC649C07-4612-49F7-AC0E-EEA839CB0001","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f1071f38405434cb4f06f66018911a93a85d0b42","datavalue":{"value":{"entity-type":"item","numeric-id":1670389,"id":"Q1670389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$C933F0D9-E625-433C-A9D1-0FF23D27D901","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d89c10a72c79005e0722f9d781a389b51314a58d","datavalue":{"value":{"entity-type":"item","numeric-id":4794126,"id":"Q4794126"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$EC3ED5C8-7F76-418F-AB5B-DF2FF2E0AC8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e5d1570d40082bd6144bb2ffaf98a5ae71cd003","datavalue":{"value":{"entity-type":"item","numeric-id":1823880,"id":"Q1823880"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$212C4CD7-CC97-4D3E-A43A-158E1D82F050","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"393b42634ca83b333b94588dc9cf8d240003d680","datavalue":{"value":{"entity-type":"item","numeric-id":1997863,"id":"Q1997863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$06388336-DD5D-4CEA-BDD6-2ADA22B9CBC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63fecd6d47d729f8cde15b88a2fffd3b5ebb52c1","datavalue":{"value":{"entity-type":"item","numeric-id":5844253,"id":"Q5844253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$62D264C5-A913-4A3D-B790-E779A83A6CF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b44b590346abbbeae2321563381b41844601a3f9","datavalue":{"value":{"entity-type":"item","numeric-id":1059928,"id":"Q1059928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$1B3A6A32-38AC-4FED-AFF3-1C728818D8CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bfedc2711de0b9cd7ee50d5db5c49895cb6d6d43","datavalue":{"value":{"entity-type":"item","numeric-id":3594586,"id":"Q3594586"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$D3B08766-C4AE-485B-B2AA-7703568CFBA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d39d30f07c6f9320dc5ddcc79a57fd42850e3ec","datavalue":{"value":{"entity-type":"item","numeric-id":4682488,"id":"Q4682488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$8F2E0A76-8AC7-4C4F-A6C5-B2768874475A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e7e15daed1e98cecdeab6e6688b63ea426d9adc4","datavalue":{"value":{"entity-type":"item","numeric-id":2927954,"id":"Q2927954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2167364$ADBEE79A-C075-4C54-BFBA-5664F1B43011","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":"Q2167364$D08C8ECF-7758-4F50-893A-9529BAB77F4C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"12e8e842b7c603f59a8350b1ed2d7e702a0e5243","datavalue":{"value":"10.1007/S40314-022-01939-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2167364$BF39073B-09D5-433D-8A17-D88ABCD2B687","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2167364","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2167364"}}}}}