{"entities":{"Q2278860":{"pageid":2289603,"ns":120,"title":"Item:Q2278860","lastrevid":71744037,"modified":"2026-04-14T00:15:38Z","type":"item","id":"Q2278860","labels":{"en":{"language":"en","value":"Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type L\u00e9vy processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7142327"}},"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":"Q2278860$4194C3B5-BC5A-4492-852B-C7BA321121C2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"63f4faddc2a01ada9311c9197aa72984ee1c3b39","datavalue":{"value":{"text":"Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type L\u00e9vy processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2278860$2EA87D96-8678-4CC4-A741-0A0ADDEA2976","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f59d113155bb78ee0fab162cac63d40e223d355b","datavalue":{"value":"1427.91274","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$CEB9E0B5-92DC-4C35-877A-9A7C481482A1","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cc45e6b9322bed7360e4aac2a42f8c73614b44f3","datavalue":{"value":{"entity-type":"item","numeric-id":1787138,"id":"Q1787138"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$B562E80E-9D4B-44B2-8C94-B888003A7E0F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3a9c380c256c9980eccfa3de75aea8ef79732648","datavalue":{"value":{"entity-type":"item","numeric-id":356485,"id":"Q356485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$A74C48E0-CB34-4483-9197-D73E5C7065B1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bef9928ec9078c68c2933d242e4599e8cb078c8f","datavalue":{"value":{"time":"+2019-12-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2278860$EDE2329C-791C-42A8-9E74-D77C5A5641D8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$3EEA7910-1F07-40FF-A30B-B677ECEA16FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"de4049a368d68ec2ae6f38a89912f7631be4fe80","datavalue":{"value":"60G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$09C30A19-0FD0-41F4-A65E-1AE92221D5A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$CF5E05B8-4FD5-44A8-B31D-DE50D1174F34","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$16A097C4-5920-4778-95CB-F85537889597","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8a0de26eda7f8f21a9849f0945c55d3ccab626e3","datavalue":{"value":"7142327","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$1D0BA6B2-4BAB-49B5-9236-5153351EF258","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e108fb2c3313963027d763d84f4ea7692905b2b8","datavalue":{"value":"swap","type":"string"},"datatype":"string"},"type":"statement","id":"Q2278860$6174B993-EA47-4B59-93E8-C4ABB46343B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a92eb90654daae8e5d24faeef94a40c633f645c8","datavalue":{"value":"cumulants","type":"string"},"datatype":"string"},"type":"statement","id":"Q2278860$9C86DE15-6E9A-4932-98DF-3BAC5A090BED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2278860$4BBAB3C9-42FF-4CB1-9FF1-045A8F3D3550","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efdacca7c3c418ed78c5dd5b7a066fc8d16a748c","datavalue":{"value":"Ornstein-Uhlenbeck process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2278860$54A5FB2F-F546-4C70-9C75-D0FBAF971BF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d86a171fa82c1ea15db4e7a7c23402cbb117f3b1","datavalue":{"value":"superposition","type":"string"},"datatype":"string"},"type":"statement","id":"Q2278860$582505FE-D786-4C1C-B64E-0BBEE60A89E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7ba6c3b417b94b7d41622448c8fbb6122f6615e1","datavalue":{"value":"cross validation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2278860$AD375FD1-C909-46C2-9DF9-4985167F99B2","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":"Q2278860$B3CD1649-6BF1-4588-A909-94A63AF1B3AD","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3520460f4d71ea53649ef13b27ead74e59391dd3","datavalue":{"value":"https://doi.org/10.1007/s13571-017-0145-y","type":"string"},"datatype":"url"},"type":"statement","id":"Q2278860$14DD2D86-BD3E-49A9-BC98-8B2ED415D0F9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"59555a05fb8e9fef94d5397a55126a2a584e90fe","datavalue":{"value":"W2766291054","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$4D8DC6C6-2347-4714-8208-840788E9D01A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"63418bc48e81527d0926b400626725e5dd3dde4b","datavalue":{"value":{"entity-type":"item","numeric-id":2738733,"id":"Q2738733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$2A546D95-F1BC-45BC-B690-BB4F43ADB88F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$E6FBE4B4-0D09-4281-84E0-A895B655F649","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"878ff87b60ffe71ea559a9a31efdab88474cf45e","datavalue":{"value":{"entity-type":"item","numeric-id":4828199,"id":"Q4828199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$6EFE4EA1-3942-49D5-B04E-831FE71F9D11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e921c8b38b2b4d8388718156ed68983e4d4d6f45","datavalue":{"value":{"entity-type":"item","numeric-id":1682600,"id":"Q1682600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$4D43D36C-EB28-40B8-ABDD-6F24D79128DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4812174881a6c7ed9cce53f42d840efa6e0e276a","datavalue":{"value":{"entity-type":"item","numeric-id":1618960,"id":"Q1618960"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$395B339C-A749-48C1-A52D-76DF14CE0C3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2a1d2334953b350104a3fcc41823d02c4db152b","datavalue":{"value":{"entity-type":"item","numeric-id":4825509,"id":"Q4825509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$5D9AF434-008E-49D4-BAB1-29A485024766","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$DFF9F3DD-A59B-499C-852A-A447D03D9A54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"768f10a46d723db10d89934f5044822a8415970c","datavalue":{"value":{"entity-type":"item","numeric-id":2800056,"id":"Q2800056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$4921BF72-6A0E-46DD-AB96-D5A9BFBD03CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a425995b3b2ad37ed716226953a6f77a4013237a","datavalue":{"value":{"entity-type":"item","numeric-id":1162761,"id":"Q1162761"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2278860$099A49E2-3E2F-44C2-8AAB-590FDC582C6D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dc5a7ae319446da7c2528c61196713c5c032cf69","datavalue":{"value":"10.1007/S13571-017-0145-Y","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2278860$E1D4A00F-1975-4F20-9CD3-F0A44D54C482","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f4f4790feda178ef64b2e0ce704ac175f3fd40ca","datavalue":{"value":{"entity-type":"item","numeric-id":5459531,"id":"Q5459531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e194757ee7a8c9d2aa81820f369499487c06839","datavalue":{"value":{"amount":"+0.7916336059570312","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":"Q2278860$834D66FC-8A30-47D5-A809-F124B821A818","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2f39764cc3e59ca874acbf1eb7c66051eadbf7a3","datavalue":{"value":{"entity-type":"item","numeric-id":1761447,"id":"Q1761447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"32d3ef6853399409e17052388a460afe10e81327","datavalue":{"value":{"amount":"+0.7903823256492615","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":"Q2278860$172C44C2-A363-44F5-AD72-B30CBE84D1FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fb3ab8c7f100dd17588d47739fb0fac439629318","datavalue":{"value":{"entity-type":"item","numeric-id":2063058,"id":"Q2063058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"98ba31add2af71f5d5e19ab90183c10837651d78","datavalue":{"value":{"amount":"+0.7860296368598938","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2278860$EF9945A5-F656-4CFB-87BF-BBA895814282","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"844e086f37ee266b11ae85a6be6c1b1ac81d4531","datavalue":{"value":{"entity-type":"item","numeric-id":5297934,"id":"Q5297934"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"093ef128a541070ac6ad0b5fd4195bcb9669cb22","datavalue":{"value":{"amount":"+0.7672591805458069","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":"Q2278860$95B5F6DC-6AA2-4ED5-987D-3B5DD0CA14FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"54723b581a8f57906e118a733157d9727cf0c7f7","datavalue":{"value":{"entity-type":"item","numeric-id":3004475,"id":"Q3004475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c6ba994336226c93f7fbb4d924f655c8fa95ae71","datavalue":{"value":{"amount":"+0.7587891817092896","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2278860$F04134F4-1F88-4DCA-84ED-802596E49865","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type L\u00e9vy processes","badges":[]}}}}}