{"entities":{"Q2331013":{"pageid":2341756,"ns":120,"title":"Item:Q2331013","lastrevid":71863791,"modified":"2026-04-14T01:02:41Z","type":"item","id":"Q2331013","labels":{"en":{"language":"en","value":"A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7121747"}},"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":"Q2331013$A96B514B-FFC0-4162-9CCD-640734016ECD","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ca4e8575ad61f53cfd39828f70186f56bb78a415","datavalue":{"value":{"text":"A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2331013$FCACED07-5C4A-4EBC-A45F-FD0DFB75B720","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d8be8ec1223d22ccb819a198a1a14a08fe0aecae","datavalue":{"value":"1426.91280","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331013$F0D2240F-C95D-424C-84DA-0E87D6E4A4D1","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"40663960f9c5738e0c96904b77eb1fc2e369edbd","datavalue":{"value":{"entity-type":"item","numeric-id":1688435,"id":"Q1688435"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$72F72218-072A-479E-878F-27552D82ED6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"54d7605654ffa47c4ce2eb2a227ef7219c3b5d31","datavalue":{"value":{"entity-type":"item","numeric-id":2331012,"id":"Q2331012"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$50DF93A0-7335-44C9-8642-9A4FCA352508","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"775294cff3561b933cea5bdb7d090f498a09037c","datavalue":{"value":{"entity-type":"item","numeric-id":206421,"id":"Q206421"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$CADF9099-9398-4894-AA52-DF740EB1E2D8","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"23dca9d8b7c8a4c251d1c1984c42c45267a6b882","datavalue":{"value":{"time":"+2019-10-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2331013$0D1CA749-ADD2-496D-9D99-ECA79AF310F4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331013$F9838C52-3B60-40FC-9276-E2C827B8D3CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f180476aacacc0952b2209f458581df72896a0b3","datavalue":{"value":"90C29","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331013$1DFE6C22-91D1-4601-ACCD-51926804542F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"232ce7140b80ceada4188420693056470764a2b3","datavalue":{"value":"7121747","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331013$936709B4-0EF9-4244-83CF-D800FFE94D22","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"87098189fb5b7626f258b2322c93d2c32d50596e","datavalue":{"value":"linear goal programming","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331013$12CAC2AF-6999-4B5E-9AAC-EA0561430E7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"13cb494574af9d6e4a12f529570d572972ad76f4","datavalue":{"value":"risk neutral probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331013$3964C057-DC84-462F-AFD6-2AF1D2BA9C8E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"348975a9ecacfa93842c8da6f250625ff96a4221","datavalue":{"value":"equivalent martingale measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331013$8633B020-5111-48FB-A9E5-E099B1933C73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"62de1d81e90c7c82d9ec4a39bba279bf8a869aaf","datavalue":{"value":"pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331013$A7AC905B-CB30-42B9-A60F-7D01A23D5F27","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"45a466c42e7751b1c2e212c6b422fbcde1d4958e","datavalue":{"value":"\\(f\\)-divergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331013$8DACEFBE-77F2-45FC-A027-5F0CF762F946","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7fed3e2333259b39b399a6b454958f41a7fbb24c","datavalue":{"value":"relative entropy","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331013$0D7D2095-814A-46E7-B9B8-CAAD57E90B20","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":"Q2331013$2181C61F-0282-43C1-885D-73192B0D5883","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"28df2cc46050a04f8117f0a349440a417c6bc470","datavalue":{"value":"https://doi.org/10.1007/s10203-019-00236-z","type":"string"},"datatype":"url"},"type":"statement","id":"Q2331013$CE65D7FF-C8BC-49B5-8855-9601B725957C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"117840079a635dae8f6e75f74510d021667387f3","datavalue":{"value":"W2914048558","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331013$DB54448A-52ED-47F6-A866-3A4091ACDC9F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"04986882f2685982ce7c249221a5ae57c3761cc0","datavalue":{"value":{"entity-type":"item","numeric-id":5601960,"id":"Q5601960"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$FEA0E07E-148B-48D5-A905-A892AFCB6D76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc3654ec11e8980a7e2624873780cc9b822a23ae","datavalue":{"value":{"entity-type":"item","numeric-id":4341416,"id":"Q4341416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$5F3D8F3A-4FD1-4055-9FD6-CCFCD25B5B24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e90a7b21221ba94847b1331e26f6782867eb99f7","datavalue":{"value":{"entity-type":"item","numeric-id":2703108,"id":"Q2703108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$0FAF4589-14F3-44C7-B387-7C4D5A6F145E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8bef93889baab807ff99730875d54fbb8211dcaa","datavalue":{"value":{"entity-type":"item","numeric-id":4266143,"id":"Q4266143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$A11E4554-EF17-4A36-90C0-414AA633D552","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bc5c3ec6aa83c10c84d90f0251ef52b19b3444f8","datavalue":{"value":{"entity-type":"item","numeric-id":3523563,"id":"Q3523563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$8FEC780A-A8BD-43FA-9F11-148BADAE0C2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$E01CD3EF-A8E0-4091-AE9F-4E08CB1CB602","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f3f8310f9cbca3a661ab6827f14c32cdb694608","datavalue":{"value":{"entity-type":"item","numeric-id":2247928,"id":"Q2247928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$5F989E19-584C-447C-9780-9CB7DD10C66D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"daf3976920ef206026d229ff3d68645cdaa58f78","datavalue":{"value":{"entity-type":"item","numeric-id":2255722,"id":"Q2255722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$3CF6F8FC-C4FC-4388-A3A2-52BCBBA4F896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbc37f94a1d071c2969b399996bbe505a9146e6d","datavalue":{"value":{"entity-type":"item","numeric-id":5890188,"id":"Q5890188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$29121B52-A8C3-40B7-B09E-2933441DC6D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a403bbb2f60e08cba6427c2c4760be3663fe86e","datavalue":{"value":{"entity-type":"item","numeric-id":2879012,"id":"Q2879012"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$EF1BD6D7-BC7A-48DB-8BBB-32C53EC4847A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad2bc8f612ca1d30e1ac9d3fdbf74815c572a7cf","datavalue":{"value":{"entity-type":"item","numeric-id":1605214,"id":"Q1605214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$252A7C4C-A7B0-46A2-A568-5BCD38A24032","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d5025d45742607e19fa1dcf48312892e9a00929","datavalue":{"value":{"entity-type":"item","numeric-id":2463504,"id":"Q2463504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$A3C3A591-BC77-45E2-B3ED-53D4B511BFE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"323ca88a749ccadc494483a3f43369f0569b7e38","datavalue":{"value":{"entity-type":"item","numeric-id":1761445,"id":"Q1761445"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$A6810F65-3E0D-45EF-8BC5-1A3637CE9898","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2194fca23567132a0535040b60418f79b46d4bd1","datavalue":{"value":{"entity-type":"item","numeric-id":4902219,"id":"Q4902219"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$DACD73C1-DF02-4981-8DF2-5FBFFD1C08A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1faf60e6e13818cfd39336fdc04fb56e6cb3b9df","datavalue":{"value":{"entity-type":"item","numeric-id":1858911,"id":"Q1858911"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$520C51C7-3226-480E-9545-8DC61C1273E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0e89fc99d249711b1aab5a8fbfadff12e3a8972","datavalue":{"value":{"entity-type":"item","numeric-id":275252,"id":"Q275252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331013$11E8AEBC-5F4A-499E-8B4F-39183A106A01","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"837bdbcdb1525793ee942d8162a262031ed8d162","datavalue":{"value":"Q128365937","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331013$83F082C3-FC33-46BA-8940-F5CA6D8F3D68","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"88960d0a6d51418dafa8cab215a623e6abe87a47","datavalue":{"value":"10.1007/S10203-019-00236-Z","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331013$F7DA49F5-7C12-47ED-9AB7-98A488FB6F09","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4fa6616eec0fa6a7843dd157da49c25ec9715b1b","datavalue":{"value":{"entity-type":"item","numeric-id":5363202,"id":"Q5363202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3e210e2949b4a8c4a0c0ef3571bc19ca2c2615d9","datavalue":{"value":{"amount":"+0.8542193174362183","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":"Q2331013$D31B8639-BEBA-4EF4-B5BB-6035584AC597","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"59849b32fd301f83fad1dfe8f77dbb11e97fe276","datavalue":{"value":{"entity-type":"item","numeric-id":2247928,"id":"Q2247928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7315b088fb736e2b190a441f1fe8e5aa683fcbd4","datavalue":{"value":{"amount":"+0.8042832612991333","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":"Q2331013$1B5BFD79-488C-4EA5-B53A-E2B08DABFF3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a9a8770ca3897e3c8ca89b85df92218a2eb3cd2","datavalue":{"value":{"entity-type":"item","numeric-id":4441966,"id":"Q4441966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ffe13a261dc2892b241a7e319b275a5fdc7e595f","datavalue":{"value":{"amount":"+0.8000423908233643","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2331013$A4B69EDE-7531-43A9-8E92-2513B3DCB41E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f043eeed14d21ea06e3079da37888f0d9afe17f8","datavalue":{"value":{"entity-type":"item","numeric-id":3014075,"id":"Q3014075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6906bfa88b47699afe619f9ec773a54cc9865694","datavalue":{"value":{"amount":"+0.7920381426811218","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":"Q2331013$0DC606DE-AF94-4A6B-8A15-E190EF583FCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b03698e6cd65badcf61544300e2dde4e24133a60","datavalue":{"value":{"entity-type":"item","numeric-id":1761445,"id":"Q1761445"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a630ca6cee9a8cc21953ea4adedcaeb4c4747cc9","datavalue":{"value":{"amount":"+0.7814730405807495","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":"Q2331013$09CF8012-11B2-4B39-BD83-F491C3D3507E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_linear_goal_programming_method_to_recover_risk_neutral_probabilities_from_options_prices_by_maximum_entropy"}}}}}