{"entities":{"Q2202993":{"pageid":2213736,"ns":120,"title":"Item:Q2202993","lastrevid":82595189,"modified":"2026-05-06T21:17:07Z","type":"item","id":"Q2202993","labels":{"en":{"language":"en","value":"A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7254189"}},"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":"Q2202993$B86E9C16-46C4-4AD3-BE2C-7844CB4BD193","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"43aede8a2b733ec858fc0474269ab7bbc1355f54","datavalue":{"value":{"text":"A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2202993$2AA7B2D1-EB1A-4DF5-9066-E2FBA4BD6001","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"229f86ce879f3d485f7bb245e2b4194afc633374","datavalue":{"value":"1442.91102","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2202993$D2A7F2CA-1DD4-4076-8C90-87B2EEF9160C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ed7e3d37e0d17c2517a60c784e46fa13866f92ef","datavalue":{"value":{"entity-type":"item","numeric-id":829336,"id":"Q829336"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$32D7CEE8-F67E-49AC-BCF7-4B6F519CE403","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"79eca903c248f4df03227521679464593955a8b2","datavalue":{"value":{"entity-type":"item","numeric-id":315619,"id":"Q315619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$F7974679-D4E0-4B02-9289-5C5747F1DFB0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5b6456a1187a9704bbb61656d06ef36d25e4731a","datavalue":{"value":{"time":"+2020-10-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2202993$E197DCBC-418F-4C02-BAD9-A12888146DD2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"da7dc70e52ebbfd7a284dbfd60a869924ccea6f8","datavalue":{"value":"https://ro.uow.edu.au/cgi/viewcontent.cgi?article=3003&context=eispapers1","type":"string"},"datatype":"url"},"type":"statement","id":"Q2202993$57775FD5-2370-473D-9070-3AC7A002E33F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2202993$431F131A-E008-473D-B294-13407EE3C4E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2202993$79000BD5-80E1-4BA8-B5A1-CB0CCA5AA5BF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ae37b585409b9ba79592a12caf095e0b3aac38f1","datavalue":{"value":"7254189","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2202993$5F84305B-F14B-4C07-9F42-C28DC6B6436C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"68004a2843e88850d5d55581feb852d4658e6ae5","datavalue":{"value":"analytical pricing formulae","type":"string"},"datatype":"string"},"type":"statement","id":"Q2202993$4FA9AE1E-C6FC-421E-B90D-438ABDBC0581","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2aaeb1b7c993f6ead22255813bcff2411db71972","datavalue":{"value":"variance and volatility swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q2202993$65499F03-64E4-4ACE-A9A8-33E790E264B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1aa9fbbae9c820d6df8563113d1fe84316f7696c","datavalue":{"value":"Heston-CIR hybrid model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2202993$F77D5FFE-6D4D-4814-8959-CA3917D5308A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"769233a96738c1e59afde45addbbd11e6ab72f8c","datavalue":{"value":"series solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2202993$8E0D5970-DF04-4048-9439-7CCBE73E517A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"03ee0109af41ad406ecd743518061baaa9e5e3ff","datavalue":{"value":"convergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q2202993$751E2B76-A3AD-469F-BA65-01F515AD440F","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":"Q2202993$07EDC152-E359-4F94-B7FF-665CE6C07E4F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"adb5aeafe373b668b1ed8bb05eb4a425e0085c72","datavalue":{"value":"W2889087541","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2202993$8A6A2462-9251-417C-9BD0-6E95D1313855","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"79dec92865409e1853a9522640a93081641f8a45","datavalue":{"value":{"entity-type":"item","numeric-id":4672757,"id":"Q4672757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$B30DCCF5-BD30-428F-9277-DCA8223F6B54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc83d7750ad620bd4ce718f02d798dcec8b375e1","datavalue":{"value":{"entity-type":"item","numeric-id":3445890,"id":"Q3445890"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$379878F4-E439-4136-9C0C-C86BECE58C53","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":"Q2202993$808B2635-4F72-47D2-8A2F-DEC9AC255055","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"08f314300cd53473cd16b1173cf3243eb470780c","datavalue":{"value":{"entity-type":"item","numeric-id":2006488,"id":"Q2006488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$FF9F8500-DE95-4082-B454-08AEFB79CDC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"693d0f315c87c234bb417c71e7bc5a31a72aeda6","datavalue":{"value":{"entity-type":"item","numeric-id":2401999,"id":"Q2401999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$6833960D-CD64-4070-B17F-D140E745730E","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":"Q2202993$9B476821-3B69-4035-8F4B-BB013AB92243","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":"Q2202993$23E70E7B-2D35-4925-B5D3-58C6CB9E2473","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8143ae35f017f178d9a1ab3f7774093668c4cd4d","datavalue":{"value":{"entity-type":"item","numeric-id":2351082,"id":"Q2351082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$DDFAF1C7-57A5-4B11-8FE8-49D2A971A689","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"057b035fee9891caf58ee9fee8f871ab23a6aee7","datavalue":{"value":{"entity-type":"item","numeric-id":4585896,"id":"Q4585896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$0B44FE24-D202-4680-A41B-2B67D733F14F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb6d6a029ebc9e9f9ba3d2c0032eb6d6789666a5","datavalue":{"value":{"entity-type":"item","numeric-id":3621561,"id":"Q3621561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$B12DF892-10E6-4B1A-8239-D6558EA0CDC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c72cf03960adeb484ea35a6f02b3812d3b475ab","datavalue":{"value":{"entity-type":"item","numeric-id":756894,"id":"Q756894"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$F021C493-460B-4E8D-B81A-76E6DD9772AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e44a6e4d5b854fef907000904c7f88b1e0489c2d","datavalue":{"value":{"entity-type":"item","numeric-id":1655569,"id":"Q1655569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$DFA21029-C3C0-4F0C-9101-42E44C6B81E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c4cf8a2be5824c93cf778d437353693844442d9","datavalue":{"value":{"entity-type":"item","numeric-id":1656408,"id":"Q1656408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$CF41E8EA-35B9-4C19-83A2-517719F2E75F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b9bed8f116cc4bdbea5abc82a604fb371cfb228","datavalue":{"value":{"entity-type":"item","numeric-id":5374082,"id":"Q5374082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$32B503A9-1E95-40AF-894A-7129344A5A6C","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":"Q2202993$5AD55EF1-7964-4CC1-8522-36890F329010","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"641257ac1d1676b0816b20975ee419af11c229f0","datavalue":{"value":{"entity-type":"item","numeric-id":671068,"id":"Q671068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$D54D5DB7-C812-460D-9BDF-BB821CEDD4FE","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":"Q2202993$E4ABD397-36FB-4950-8BD7-166CEE6F4196","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf909cf9b78355b076ee13da895702aa697de086","datavalue":{"value":{"entity-type":"item","numeric-id":5374083,"id":"Q5374083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$914DECB3-490E-4A07-AB05-B041AB43E358","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$62B5374B-BEBE-4C6C-8E59-5E19F998F647","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eac7eb6d36dfd84d2dc8b86afcb86d657fe0b1df","datavalue":{"value":{"entity-type":"item","numeric-id":930271,"id":"Q930271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$ADDE352E-DF68-474E-8E0A-0D8E56429D65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"92aa2e175c7b4eb07a46de73797371672d01e05b","datavalue":{"value":{"entity-type":"item","numeric-id":1743938,"id":"Q1743938"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$D4D71D2B-AB94-4C43-BD0A-574588F7D8A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b93d73bba0f4485e44c6b9ed6c3c79cd842c5937","datavalue":{"value":{"entity-type":"item","numeric-id":4594578,"id":"Q4594578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$F46EC703-2E80-462C-B5AC-9C32556AAB24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43aefb42e9295a74c1e921825cda7ec4d354853a","datavalue":{"value":{"entity-type":"item","numeric-id":4940095,"id":"Q4940095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$61F3770B-4807-4F5E-BC3B-782C31D814C0","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2c4eb117aa5e9590e5018c4d74fbaa5a6a0d4f61","datavalue":{"value":"10.1016/J.CAMWA.2018.08.022","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2202993$31443537-6072-4F17-96D6-3BD6AC29789E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"293935db3834ff8b5d542ae1771b7c6cb66baa38","datavalue":{"value":{"entity-type":"item","numeric-id":85551,"id":"Q85551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2202993$5E3A5AA9-B9C3-4C52-B19E-1D39E1A8DE61","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3837d93d272d7b76af272f5584295b27e87ae3e6","datavalue":{"value":{"entity-type":"item","numeric-id":671068,"id":"Q671068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"20b7ceb2b5b3afb5c3bdaa272cd26725a5a53140","datavalue":{"value":{"amount":"+0.8585910797119141","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2202993$EB94A42C-2476-4943-9E05-3BDD584717DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f4b661ee7e225ebe5e9c0b6bf3df4fdb14301b76","datavalue":{"value":{"entity-type":"item","numeric-id":5051186,"id":"Q5051186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7e02211b82b03806b10baaae9f8908c86b7a42e0","datavalue":{"value":{"amount":"+0.8547869920730591","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":"Q2202993$C6F0BDDA-3989-4FF6-AD8E-EF54D47FE49A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eefa1d7b5a760fc849c18e6150c670c8e58580e3","datavalue":{"value":{"entity-type":"item","numeric-id":1739344,"id":"Q1739344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"044101b5cde3ec242e69f2e21e9423ebefffd567","datavalue":{"value":{"amount":"+0.8489226698875427","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":"Q2202993$6E998BDD-A9E1-4136-B6B2-2127367D669E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1fcfc55f6cb2f3dbc254021f5e0764839be0f233","datavalue":{"value":{"entity-type":"item","numeric-id":1949684,"id":"Q1949684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f5c27e826dd41194eb5203a9735a05c738bc439","datavalue":{"value":{"amount":"+0.8423299193382263","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2202993$B44B880D-3C68-4766-8C0B-CB2409228882","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a6755fc13b0affe6fc6975795852f9f98e698c81","datavalue":{"value":{"entity-type":"item","numeric-id":5146449,"id":"Q5146449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1ef1b628da9a221adf558e50aab4a6ce1a489b8e","datavalue":{"value":{"amount":"+0.8331443071365356","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":"Q2202993$8013ACA0-9D40-413D-931C-5120800BD46D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_series-form_solution_for_pricing_variance_and_volatility_swaps_with_stochastic_volatility_and_stochastic_interest_rate"}}}}}