{"entities":{"Q2306987":{"pageid":2317730,"ns":120,"title":"Item:Q2306987","lastrevid":53696042,"modified":"2026-01-25T13:55:31Z","type":"item","id":"Q2306987","labels":{"en":{"language":"en","value":"Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7183277"}},"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":"Q2306987$C22B3B3C-6622-4AC6-B221-0134D3E8548E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4318d7338ca20609e2333450e64aa1788264e8f2","datavalue":{"value":{"text":"Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2306987$1B520780-A5AA-454A-A6CE-B23DDD89C3D5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6a377fbe5eb694c2c1912094d9b14b197008fc16","datavalue":{"value":"1461.91321","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$1351ABC3-06BE-4099-AD03-3D7A7EC2867D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"57d33989b50b0d64be751fd713dabddc7742f5eb","datavalue":{"value":{"entity-type":"item","numeric-id":322121,"id":"Q322121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$FBDD2F0D-1234-47EC-AD68-63897B396BF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"11903651b0f0ed75c449a4d428984b88a084fac8","datavalue":{"value":{"entity-type":"item","numeric-id":701767,"id":"Q701767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$FD2D1355-6F5D-46B4-92E4-E9E3DB892C72","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"99a6b810a5022d14b9483c33cfd72c675d929b11","datavalue":{"value":{"entity-type":"item","numeric-id":86150,"id":"Q86150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$BD60A929-D740-4481-BE61-376E28692A56","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ec4cb0b4c536568ca2260266084e3f57aac30821","datavalue":{"value":{"time":"+2020-03-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2306987$B3B2AE59-68CE-4B5D-B510-966B7D1576E6","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"266e79849fed37b1a566820afb2a3a5311991385","datavalue":{"value":"The authors find closed-form solutions for the valuation of European options when the underlying asset is modeled by a jump-diffusion process and pays discrete or continuous dividends. The formula can be used with any specification on the distribution of the jump. Moreover, the formula is written in terms of the Black-Scholes formula with no jumps or dividends, and thus indicates the effect of the jumps and the effect of the inclusion of discrete (or continuous) dividends on the price of the option.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2306987$476E907A-08C5-4146-8C04-8907C1043190","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$072B58B1-6234-49ED-BEBF-949333706CFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$4CA9E564-8825-4BCE-BA59-0D86FC33A3D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9d23d0daae27865261ff9ead2b493ed8e30d8261","datavalue":{"value":"60J74","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$6FF4849A-0FBD-499B-B83E-CED24B339C64","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b5d33daa00b94b01bf7600d5706e15891aa6c417","datavalue":{"value":"7183277","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$3DE67A5E-AB20-414B-88CD-696969D9A367","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c3b37909aeeee0920faca90a3bf695846e09fe1b","datavalue":{"value":"European options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2306987$9B3D53B7-CCD9-458A-9979-931461CB0B50","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"192be430b7461c78f750ab4aab99dcb031b9b781","datavalue":{"value":"discrete dividends","type":"string"},"datatype":"string"},"type":"statement","id":"Q2306987$F08A2DC6-7025-4785-96C1-8AE72A47D425","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"57f8873f3ecbadf2b95afe8cd2f693c287f0c851","datavalue":{"value":"jump-diffusion dynamics","type":"string"},"datatype":"string"},"type":"statement","id":"Q2306987$AE2FE7DC-827D-49CD-BC84-92CCB4CF8893","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ef99431d77b1ef758195f0ff12c978bae2746ca","datavalue":{"value":"Mellin transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q2306987$037A725D-94C5-4C0C-A455-4018F1A27A3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2becbe0f7360b26dbc33e14886068ec3dcdd77f9","datavalue":{"value":"Black-Scholes kernel","type":"string"},"datatype":"string"},"type":"statement","id":"Q2306987$D7F2E403-62D9-415E-ABA6-0AF7A25927B2","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"0f7742dcc712f47f9c83641eb66393a36a46c0f6","datavalue":{"value":{"entity-type":"item","numeric-id":700225,"id":"Q700225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$2FB95837-1DF3-4FA3-B4AC-28FEE3AECA3E","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":"Q2306987$9492DCF1-7C1D-437B-8B39-F5133C8FA9D9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e1902939345fe0b18ad85fdd66344b6980d73b91","datavalue":{"value":"https://doi.org/10.1016/j.apm.2018.07.018","type":"string"},"datatype":"url"},"type":"statement","id":"Q2306987$DFD72CF8-B50D-4480-9743-BAD736E78BCD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1663450a456627609d695fab7c3ecabe04c03941","datavalue":{"value":"W2890665304","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$40F1F6D9-BD8D-4AC5-9D61-21DB65B81628","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"32c2864676ee7be50fe36fe0a79ec98a0c02734e","datavalue":{"value":{"entity-type":"item","numeric-id":4350437,"id":"Q4350437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$5AED7841-DF94-4D8D-87A5-BC864CB5E004","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00026be7d9ffe5e619b06bbabbcf987a9ad9a930","datavalue":{"value":{"entity-type":"item","numeric-id":4854602,"id":"Q4854602"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$919F0848-8F7B-4826-84BB-383F55302D78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"643d7fb3ab6f356247d0d9e59d396ed468beeee8","datavalue":{"value":{"entity-type":"item","numeric-id":5851726,"id":"Q5851726"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$38CE0CCC-B5D2-4139-A68F-48A314BB1F42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cab94a59601c01a06282100b07bdff4d3b0fb895","datavalue":{"value":{"entity-type":"item","numeric-id":1004745,"id":"Q1004745"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$B1E6F23F-8779-47A8-846E-E633FFB56F1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$E3E1C233-DA4E-45B9-A541-A425520399FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1deb47fee2be0b3254a13252906b5b59c73cb34","datavalue":{"value":{"entity-type":"item","numeric-id":4821616,"id":"Q4821616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$1507C7E1-9904-4876-9F34-57FF2676DB0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8b203f4a1812d4bd6e76c33034db102c5b9b847b","datavalue":{"value":{"entity-type":"item","numeric-id":3421544,"id":"Q3421544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$7F0F3BC9-2316-4D77-8034-878CAC214485","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df0c96f43a660c6fbdeb625a25d0f988a2fbef85","datavalue":{"value":{"entity-type":"item","numeric-id":3189132,"id":"Q3189132"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$FD404011-F521-4271-B6CA-C8643683B896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3134c681fa3c9c8ebf35fb6925abaf9853cbd78d","datavalue":{"value":{"entity-type":"item","numeric-id":2488725,"id":"Q2488725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$B727DB77-1F5D-459B-85C5-78DC64F10EB4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2e93536cb3413447ed658ffd8b2a421496083038","datavalue":{"value":{"entity-type":"item","numeric-id":880460,"id":"Q880460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2306987$7E485099-0D75-4E5E-A9DB-1577831B5495","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"2dc1b6f200d190bb717d12b2078fd50be63f6aea","datavalue":{"value":"Q129249524","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$C0C9DEC8-B170-42E6-8C88-2307F3EBF477","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ccda0093c7fa87d4347985a7caafb25e664826ea","datavalue":{"value":"10.1016/J.APM.2018.07.018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2306987$58579E74-B74D-478B-84AC-CA3DF956DA29","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d89cde8a20e126dbfa7979d3adccd8e31bb1e479","datavalue":{"value":{"entity-type":"item","numeric-id":3517955,"id":"Q3517955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e98823bc69979d966db3e435eb09e99206d6a549","datavalue":{"value":{"amount":"+0.8397043347358704","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":"Q2306987$3D6E402D-B26E-47AF-899B-67F1F6159724","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9a7bb96a8715e12365fb5547d7576d60bdcec120","datavalue":{"value":{"entity-type":"item","numeric-id":3611405,"id":"Q3611405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e6488e00b9a0d6c30ac6990db436c33f112568dd","datavalue":{"value":{"amount":"+0.828859806060791","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":"Q2306987$853E8432-D21F-4F1E-8BCB-B572DFECF810","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9d608987472eaa1c32039b464ca9c145d21548a","datavalue":{"value":{"entity-type":"item","numeric-id":3517842,"id":"Q3517842"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c074260ff86ec69fcc91b1927a4f3b591682eb3e","datavalue":{"value":{"amount":"+0.8058961033821106","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2306987$E4626F4D-2419-4574-9B0D-EDABE5C24788","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"02b5e3b86bafe07a5ac56d45bbb779e1aa67020b","datavalue":{"value":{"entity-type":"item","numeric-id":5851726,"id":"Q5851726"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4df39116acca99b5adb5b761d1953c13b1abb78b","datavalue":{"value":{"amount":"+0.7979339957237244","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":"Q2306987$0F2A1A39-6FCD-4274-97D2-2AA3362CE18D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"db2a689d6788143187b8e7dd966551923e16dae1","datavalue":{"value":{"entity-type":"item","numeric-id":2707165,"id":"Q2707165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d4b571c0f94bf7fcda43fda3859aa0006b656ed1","datavalue":{"value":{"amount":"+0.7966393828392029","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2306987$F3513B7F-8764-43B8-BF51-C89178D3F09B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2306987","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2306987"}}}}}