{"entities":{"Q2250184":{"pageid":2260927,"ns":120,"title":"Item:Q2250184","lastrevid":52035674,"modified":"2026-01-20T19:32:28Z","type":"item","id":"Q2250184","labels":{"en":{"language":"en","value":"On the valuation of variance swaps with stochastic volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6313479"}},"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":"Q2250184$851288BD-4228-4DD1-AFEF-95248760E62E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f49867fc6d7f1a5d54ce29274b032c8b8f7f0028","datavalue":{"value":{"text":"On the valuation of variance swaps with stochastic volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2250184$936EC00B-B4CB-4B2D-BED7-7AD95DDD6830","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"898e41f12b2d58623afe3fd2f2246897a499512a","datavalue":{"value":"1290.91169","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2250184$64B15067-1ACF-405D-96E8-B0E34F172C99","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"add6fb6b993c46c88f8cbd1c0026e2e785c9381d","datavalue":{"value":{"entity-type":"item","numeric-id":70476,"id":"Q70476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$D9D9F7B4-418D-4363-93A5-0742436B8A85","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"528fd4e4e62279625069f1dc7f195683c614a8fc","datavalue":{"value":{"time":"+2014-07-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2250184$80675C64-C06D-4C6E-9757-63AB5DCF4209","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2250184$BAFCEE5B-339E-4470-92BC-2B6E05DE810A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2250184$C7B2CEAA-08E2-4D2C-88AF-DD06579F079F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"71250a0decbc9305848d3889e3acaba72df86130","datavalue":{"value":"6313479","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2250184$91CCE3B8-69F4-4FF5-8BD8-EACF0F6C514B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"057e91270a386d832d716a1a866dc9e320e61abb","datavalue":{"value":"variance swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q2250184$147515C5-F2BA-4195-851F-DF994D74F0C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00a6f1229ea76564fc27edc7ddd8d080f49170d1","datavalue":{"value":"Heston model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2250184$BD4A596F-9BA4-4E53-BEB8-83D684F2C408","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2e451d515e51125c2f1b2ad3eb9aa14ceab1b3a2","datavalue":{"value":"explicit formulae","type":"string"},"datatype":"string"},"type":"statement","id":"Q2250184$FBC53282-6FEC-429B-8417-7E1281F616F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2250184$C49546F1-C807-4A10-999A-5C78FCB14653","rank":"normal"}],"P16":[{"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":"Q2250184$AB36D921-1ECD-41FD-94A4-92497A0C7AE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9ad6ee346f2f5e5d36dc36c0b4839b657983db9f","datavalue":{"value":{"entity-type":"item","numeric-id":354667,"id":"Q354667"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$0256CBCD-71DB-461C-91FD-D7557A0342B5","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":"Q2250184$6F54E04F-4B11-4ECB-B9F9-42BD5015911F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"418cc3db4791626909797338a5cff07b519ac150","datavalue":{"value":"https://doi.org/10.1016/j.amc.2012.08.006","type":"string"},"datatype":"url"},"type":"statement","id":"Q2250184$516433EE-2DD3-4379-9C79-61E7983F81DE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4fe6e56620b88791e083d2fd27ee2bb66d059470","datavalue":{"value":"W3123975422","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2250184$EC3318CA-9E8C-4558-80C8-417EA23FC8BD","rank":"normal"}],"P223":[{"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":"Q2250184$9A929FCF-85BA-4E21-94E7-173EADA33119","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$AC13DAA1-421F-4404-978A-F85BE217E7A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"765dfb33b0a19868f40f8be9867f0cd664d4e10a","datavalue":{"value":{"entity-type":"item","numeric-id":2771113,"id":"Q2771113"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$4BA688AE-F7F3-44BE-9663-E406C8259B6A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"027ae1f9d58fd8f801c6624c213e6896b2529928","datavalue":{"value":{"entity-type":"item","numeric-id":4610268,"id":"Q4610268"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$5C08814E-5368-4E2B-83E3-B78E734BFF44","rank":"normal"},{"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":"Q2250184$4F17206C-2D60-4A5C-929B-7738137A03FB","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":"Q2250184$393062AF-A206-4DA9-BEBD-6B1143DC0A23","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":"Q2250184$8889A5AB-3E6E-4902-921E-9CA4BD95B97C","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":"Q2250184$77057CB6-742B-4891-9CBA-168514A41B7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d334cbe99b6cb25ca7dab5b51a52703ec8f55cc","datavalue":{"value":{"entity-type":"item","numeric-id":2707188,"id":"Q2707188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$D9A0ECA6-73BD-42D5-9F21-AAB6416A9F5A","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":"Q2250184$728A8ECD-475A-4EED-BE7A-DF103F342269","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d9c1d3c7af7a280eaf4e3f34868534da61728ef","datavalue":{"value":{"entity-type":"item","numeric-id":3377201,"id":"Q3377201"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$42480282-76C3-46F0-8C89-885B5D4E6EE5","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":"Q2250184$2FCEC05C-4B62-4E7B-87B7-AD5EDDD7EA6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"15ca4ab016ae487ea95fce2d5805fa7d74a18171","datavalue":{"value":{"entity-type":"item","numeric-id":4943153,"id":"Q4943153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$1B84A404-8A72-48B6-9A77-8E504FB1A2BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8fafe21363d27491ad6e6ed07d14d65b0c844146","datavalue":{"value":{"entity-type":"item","numeric-id":5697327,"id":"Q5697327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$AD9C292C-601B-4866-9306-43BBEC40B7F4","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":"Q2250184$5BC4838A-3BF4-41F4-9561-FB8FBE43D13E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"778d89c8429cdb8d6994f1244169682a0d01d8ce","datavalue":{"value":{"entity-type":"item","numeric-id":5455557,"id":"Q5455557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$1EB0D66B-293C-4D3E-9927-9EA90D33B2A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"203eb6b433cd5b175b2b1fe476157a693aa85847","datavalue":{"value":{"entity-type":"item","numeric-id":1307078,"id":"Q1307078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$C56706AD-6D74-4599-9442-E20815858607","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$B00D4444-E0CA-4D18-9F30-0576CFD562FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f83b67d34c970af2b71cc13ae724b7186d0bb994","datavalue":{"value":{"entity-type":"item","numeric-id":4345912,"id":"Q4345912"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$35595984-DDEE-42A8-A68F-9ED30C092424","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"89515211c29203a22c46eefe75926fed99b6c13f","datavalue":{"value":{"entity-type":"item","numeric-id":4863379,"id":"Q4863379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$57E038E6-2CDA-43AE-B727-0CAAD53C41A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2c30a01d21a412b618164f1d8862d3be6bab44","datavalue":{"value":{"entity-type":"item","numeric-id":4942767,"id":"Q4942767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$8069214A-DEB3-482B-8308-7BB36AF59E38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d07367ea475c3abd82be860e9c3ef1238f5b027e","datavalue":{"value":{"entity-type":"item","numeric-id":4869793,"id":"Q4869793"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$891D36C6-4B31-4DA8-BB21-950381A2D730","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a466c6b7a5fc934441da93e12d108bda396d0ebd","datavalue":{"value":{"entity-type":"item","numeric-id":5615180,"id":"Q5615180"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$C51E1F56-D180-44B6-880F-21935A0FB998","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f3dc937332c11302fa1fc86edc5207756f9a15b7","datavalue":{"value":{"entity-type":"item","numeric-id":4647229,"id":"Q4647229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$D1D0574A-70BD-4577-AF45-BB8E8EBF6D05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e48fb51a6e892906783bb012f67ab363c6a6d867","datavalue":{"value":{"entity-type":"item","numeric-id":3391972,"id":"Q3391972"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2250184$6592FBBC-4EE7-4665-B8E2-3BA3F8F32B86","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3167b84f07c4b668f5004afdff667bb975db2cfb","datavalue":{"value":"10.1016/J.AMC.2012.08.006","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2250184$6060ECB2-F378-4283-9501-A6FA0699404C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8d15fdf818393d25c14fd626c6633b6f5353c76c","datavalue":{"value":{"entity-type":"item","numeric-id":3084598,"id":"Q3084598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"02b1316d7d63707980f02715a3474e939cbf50e2","datavalue":{"value":{"amount":"+0.9275370836257936","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2250184$C5744FA4-3635-4C71-8015-0F09F3B5D3D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a5b7972c65a73bcf30630bb8b36c704c30ba259c","datavalue":{"value":{"entity-type":"item","numeric-id":902796,"id":"Q902796"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"423c62ca197e227202bd4beb38ba8a31a279db7f","datavalue":{"value":{"amount":"+0.8873543739318848","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":"Q2250184$E2944207-32D9-412B-B8F2-1AD8C7048CE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7432e0f42dcd579cd0fe35ae3393907f2e938e24","datavalue":{"value":{"entity-type":"item","numeric-id":2929384,"id":"Q2929384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"588e357beffc3ab00b8120916e104922a947905c","datavalue":{"value":{"amount":"+0.8787328004837036","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":"Q2250184$92974934-9D14-4C47-AD63-C1A4A3D59436","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4010bd1fc76371f39036cee4da03266db70495bc","datavalue":{"value":{"entity-type":"item","numeric-id":712573,"id":"Q712573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6aea7f6bb373a41de972ae2eafaebe14b69f93e3","datavalue":{"value":{"amount":"+0.8617334365844727","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":"Q2250184$827422F4-62F3-4327-B61D-F239379A32D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8bd2d710a0303aca70cd17c84b0358248eb6e12f","datavalue":{"value":{"entity-type":"item","numeric-id":2876063,"id":"Q2876063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6c0af5bce00641204b34b41a083d776346692798","datavalue":{"value":{"amount":"+0.861707329750061","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2250184$E5D72F6A-455E-4A02-B029-FE8792AB695D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2250184","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2250184"}}}}}