{"entities":{"Q2273896":{"pageid":2284639,"ns":120,"title":"Item:Q2273896","lastrevid":57814134,"modified":"2026-04-02T15:46:07Z","type":"item","id":"Q2273896","labels":{"en":{"language":"en","value":"Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7106913"}},"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":"Q2273896$4CEB39EC-9E74-4F85-B400-A2BAFC12D793","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fd6ae7d1b7dc2cec77c65d16386b5e445d775199","datavalue":{"value":{"text":"Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2273896$685F3662-CDEE-4BD0-95BA-EA854C522CE6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4204277d5a97ac93df33ed485f66270a61d94fca","datavalue":{"value":"1431.91367","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$1D010AA8-DA3B-4D61-8E48-FA696C2D9DB8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"93283c466f5ab113512a103b46bb5d640b9dc1a0","datavalue":{"value":{"entity-type":"item","numeric-id":256531,"id":"Q256531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$CC1F40F0-FB89-4C6E-B14F-C7A096E9AACE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ba66dee234f685b0e763f7a7f47eb05f019d372d","datavalue":{"value":{"entity-type":"item","numeric-id":255502,"id":"Q255502"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$A10002B3-A7B0-45F0-A773-F7EB67E76DD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ab152e03b6ba3bd08a80301d640618a5081f3b08","datavalue":{"value":{"entity-type":"item","numeric-id":1655915,"id":"Q1655915"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$E19AD1E5-31E5-4069-B872-5AAE8D9F0C4F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"38576f39a6df37711cb397d1408ced7e3814cc6e","datavalue":{"value":{"entity-type":"item","numeric-id":62319,"id":"Q62319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$C7C11A15-C4A6-4093-8FFE-FDA924BD8531","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5e86f4a04633c16a30a7b65e0a3f44b477c2fa3c","datavalue":{"value":{"time":"+2019-09-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2273896$D4413639-C0EC-4205-8BC6-4696DBE97B38","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4b034b2b20e08da603a198ad2b34f998d168e280","datavalue":{"value":"https://arxiv.org/abs/1710.10487","type":"string"},"datatype":"url"},"type":"statement","id":"Q2273896$6BC3D010-AB8A-45E6-BB44-A4AFD6460D68","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$D14A6B4D-43C9-4EEB-8FE5-235E1EA2C75B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"15c1c1e0a1d69b462ee4ebf3442d37cf266ace92","datavalue":{"value":"49L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$9C244482-4AF4-44F7-AA5D-27B8EF67FB33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$B0CCAD1F-2E56-4658-818E-07EDDD5FDEB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$EB200719-E5AD-4115-8B08-E28534E73EAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$C273B314-AC8C-44C5-8854-4BE6221B1D63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$E409F457-BDD6-494A-A2A3-C96C4A9D76D7","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cc00b7e6b1cb6b08fd9b868c67b8e58b864a2ba9","datavalue":{"value":"7106913","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$70D0C27C-3FBB-4C08-A406-74F48CF0892F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9cbe408e30fcad4e5a4f702a723a816d880967fb","datavalue":{"value":"utility maximization","type":"string"},"datatype":"string"},"type":"statement","id":"Q2273896$0B669EC2-BBCB-4A17-B364-6E5834FDD194","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b80442c1c2585f3ed284ea2e72305f361f12805f","datavalue":{"value":"Heston stochastic volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2273896$20788547-8993-4659-9664-27030A746DFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ead988e9f57c749dfea9041bc2abfb162f9b8937","datavalue":{"value":"dual control Monte Carlo method","type":"string"},"datatype":"string"},"type":"statement","id":"Q2273896$7E108D8A-A6E2-4374-96C1-CFC47F924357","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"396f479d420f0b3a62ca0de9056fba33b71ee5af","datavalue":{"value":"tight lower and upper bounds","type":"string"},"datatype":"string"},"type":"statement","id":"Q2273896$1A27B959-24A9-4773-BD52-EE4032FF4305","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d3c967fd728db7c181bcbb187a5cfa51cd3c46c8","datavalue":{"value":"non-HARA and Yaari utilities","type":"string"},"datatype":"string"},"type":"statement","id":"Q2273896$BBC18DC8-8888-4D7B-98F4-CDC539F65A45","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":"Q2273896$E28D60B5-B38F-4909-98B6-A15AF6BA43C8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0cc5002041ea3e3de7bf189eb07011b6bf0146bd","datavalue":{"value":"W2963708379","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$47020631-24F9-4D7D-80AC-C4111E29399C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd6acbef1c08548f81bf670358e117b4b02ea63d","datavalue":{"value":{"entity-type":"item","numeric-id":2463702,"id":"Q2463702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$43951222-8648-48DA-B15B-E05349D03852","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"628e071ec5d18916c593a0446aa048358e03f6bf","datavalue":{"value":{"entity-type":"item","numeric-id":5388683,"id":"Q5388683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$3A1EC70E-B0EF-41B1-B13B-947B8C19CCE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5587daa06d9301ac3916bf49f5e5ca4f21143306","datavalue":{"value":{"entity-type":"item","numeric-id":1623978,"id":"Q1623978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$EA0F23CF-5134-4376-AB7E-CA7871BEA776","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f6cd08fa623449c838eb135e4247f9c086d7b75a","datavalue":{"value":{"entity-type":"item","numeric-id":3178733,"id":"Q3178733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$A42987A6-1875-4B0E-B248-DB33E96102C4","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":"Q2273896$74E72968-03E1-426F-BCDA-436CCFC02602","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a6e3da03626231a66efa320b8d3e3fa99748dc7","datavalue":{"value":{"entity-type":"item","numeric-id":99433,"id":"Q99433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$00C2C1F6-AA47-4DEE-9A60-63B9AF2E8AF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8046c34bc381da7eedbc1f314a166b8488bdca23","datavalue":{"value":{"entity-type":"item","numeric-id":2649707,"id":"Q2649707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$549A8DDD-08C3-499B-9C79-720419830AA8","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":"Q2273896$8890F973-EA8D-4D9C-BA7A-7E23FC8CEBFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc41d17f94b2ba7f2368d761e7baa1713ca629de","datavalue":{"value":{"entity-type":"item","numeric-id":3580219,"id":"Q3580219"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$7722CA56-E2CF-4C8B-B58D-A0D0840F9BCC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"168eb6d0cea44558d2c25e75af63e90c1d0c929a","datavalue":{"value":{"entity-type":"item","numeric-id":4507457,"id":"Q4507457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$8E35CC7C-D53D-4990-9B80-CF9F9D97E6F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"60757f727046a7b7c638d3bc987fe2a3baf81758","datavalue":{"value":{"entity-type":"item","numeric-id":5711169,"id":"Q5711169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$C35A45F5-B4D8-4FF6-8F3D-FB7A3D1592B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9dda37a5bd87a3abde825c56fa015e430ca88b9","datavalue":{"value":{"entity-type":"item","numeric-id":5190133,"id":"Q5190133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$D3494562-E58E-4797-9191-3677DDB4CF25","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"864b0fa4802238dbfb6522ae5a142ec500497b2a","datavalue":{"value":{"entity-type":"item","numeric-id":1683121,"id":"Q1683121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$A339EF24-AA4D-443B-8259-24B26A5F8726","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"706d548d1a8ca752dc30a74053d783c70a690972","datavalue":{"value":{"entity-type":"item","numeric-id":615916,"id":"Q615916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$615A5F81-EFB8-47BC-AA7F-60E494C87AB4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"009d3910d56ad48262021c3f31a71ef14434ca24","datavalue":{"value":{"entity-type":"item","numeric-id":1018984,"id":"Q1018984"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$E1C66A3D-A005-4ABA-8B61-F563522240E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"10815426ae2e185a0388ee7301d4b66cfa1a5b22","datavalue":{"value":{"entity-type":"item","numeric-id":404585,"id":"Q404585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$416F70BD-B1D5-46EC-A2C0-B342DF5978F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e25b22e9e7d3327ea47f6e46b1787ad3859db6a","datavalue":{"value":{"entity-type":"item","numeric-id":5942933,"id":"Q5942933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$432CCCFD-3599-474D-9E26-E4EF5660A04A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8c16887a42881458250a8c4dde750f64ced2cf0","datavalue":{"value":{"entity-type":"item","numeric-id":3656701,"id":"Q3656701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$1C2A7517-AC3E-447E-8DE3-54496AC19C87","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccc0cd3280307effff31bbf0dfcecc65a3d5c2eb","datavalue":{"value":{"entity-type":"item","numeric-id":2871407,"id":"Q2871407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$0B17530F-483E-4840-8C75-C2933651098F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e72280ca92d0dfe3549b19c182d0180e51eb62f7","datavalue":{"value":{"entity-type":"item","numeric-id":274239,"id":"Q274239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2273896$EF5AD489-84C2-41CE-98BF-144260BD40E1","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"0f74c1b4bea9ff5a55e30144920184805057ab6a","datavalue":{"value":"Q127445118","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$47B76A02-F9BE-4A08-955D-5D7032D916AE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8358e2c9dfb312aa28110373dc15e1522f26b9e0","datavalue":{"value":"10.1016/J.EJOR.2019.07.041","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2273896$1BE9ADF9-78D4-44BC-8353-F334BFA1E6F3","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b786dfe6c809c3a9352498ee402b208b60215b8e","datavalue":{"value":{"entity-type":"item","numeric-id":1683121,"id":"Q1683121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"76fd6966b16a419d3055a6dac278baf9bb7b99fe","datavalue":{"value":{"amount":"+0.8386509418487549","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":"Q2273896$3E9EE445-DC52-47D0-B11F-334DA60611E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"509caba985fc3608b6192480f1462e7e216035be","datavalue":{"value":{"entity-type":"item","numeric-id":2808183,"id":"Q2808183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b22545c87499fb49479e40683a49fb1383e3d53e","datavalue":{"value":{"amount":"+0.7544688582420349","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":"Q2273896$2B65E665-BCA8-4701-A48A-3A898A3D3E08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9d7011664b37c08cc48bce00acc219c0ef633d41","datavalue":{"value":{"entity-type":"item","numeric-id":2264108,"id":"Q2264108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d58081cd7735a7cf906adfb32685b2b15667fa0c","datavalue":{"value":{"amount":"+0.7483664155006409","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2273896$DEE86D62-3B93-4DB8-8C10-2506D15F4855","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d1e980e3db7678016f7854085400c0faf0ae0f45","datavalue":{"value":{"entity-type":"item","numeric-id":2871407,"id":"Q2871407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c6e9425a114a13366e9ceb2e6c93e6691f9989b3","datavalue":{"value":{"amount":"+0.7466682195663452","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":"Q2273896$39079537-D12D-413E-8D1A-F1A0A5635499","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e316ec5c2d19432b8c7228ced96b4431f0c3d91f","datavalue":{"value":{"entity-type":"item","numeric-id":5139676,"id":"Q5139676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"88da79cfaa87ac313d733900d9ffabd0aecec459","datavalue":{"value":{"amount":"+0.7353644967079163","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":"Q2273896$45975FBB-30C7-455B-8152-B3FB3B8FE0E9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2273896","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2273896"}}}}}