{"entities":{"Q2331384":{"pageid":2342127,"ns":120,"title":"Item:Q2331384","lastrevid":53581376,"modified":"2026-01-25T09:05:47Z","type":"item","id":"Q2331384","labels":{"en":{"language":"en","value":"American option pricing under GARCH with non-normal innovations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7123822"}},"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":"Q2331384$70399EA3-5D99-40CF-B390-B37E1CB1E8F6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f842d08a3385bd1b026a5a666b1fed30322a8cb5","datavalue":{"value":{"text":"American option pricing under GARCH with non-normal innovations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2331384$EE7D016E-7BDD-4C94-A288-36BA196B204B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ea72b8b53071a0f25d2c64456ebe25eaa843aaf0","datavalue":{"value":"1429.91328","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$8EFC0AE2-700B-4749-892B-8B7C427D257E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"bafc64db0be48dddb4b386e5e4e0371f5ea45147","datavalue":{"value":{"entity-type":"item","numeric-id":336620,"id":"Q336620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$AD0E69FB-D12C-4624-8718-82826B775452","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"7e8499deb8d27ab9be1d7c956abc410ef4dd706b","datavalue":{"value":{"entity-type":"item","numeric-id":81902,"id":"Q81902"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$BA8B1088-38A3-4836-965A-356FA5D3BB14","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"362960159b173a98e6b7060e1eb441bfdc739e81","datavalue":{"value":{"time":"+2019-10-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2331384$72A56E70-BD54-4B63-B356-4B0795A1AF7B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$4A3E70B7-EFCC-4D50-ADA2-62A110FE2A36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$1B2BE6B5-9394-4563-A4B2-BC1A083D4BDB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$6283567F-BB9A-4041-B714-5EF69146A0B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$DE5EB653-50D0-4D15-8548-0D16D3C8916A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a679afd33b693f41ae25b76490be524c62602f9e","datavalue":{"value":"7123822","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$FA959438-BB7D-4AC0-8774-35563E4A7687","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331384$733C0007-8522-499F-ADC3-8AE4AA2212C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331384$08ED11F6-E2A9-4529-90AC-C2968D6A6992","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"697fc5e8c4d2d8cff9971334440fd8e356bd3928","datavalue":{"value":"Johnson distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331384$DACA97DB-4793-4814-83F8-CD16DFF1A6DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a8f03e1daa1cfea6b5ef713dadce7b9e0088a266","datavalue":{"value":"quadrature","type":"string"},"datatype":"string"},"type":"statement","id":"Q2331384$E3D09114-B3FB-46E4-B666-17EEFED5E240","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":"Q2331384$24E6BF9E-8E81-4456-8EBE-E94FDCEB9F3E","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"093fff1b07595beb7089829463124e6df583094a","datavalue":{"value":"https://doi.org/10.1007/s11081-019-09421-w","type":"string"},"datatype":"url"},"type":"statement","id":"Q2331384$083D0CBC-FC6A-4C67-BA99-E20385A64365","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cc41c765851a985ffb56ec21dbe2d45b9fe8bc70","datavalue":{"value":"W2909197453","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$672679CF-2146-479D-BDB1-5F8C68DD0742","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c03a9a034a62a60ab5b8828e4315c2d38006f8a","datavalue":{"value":{"entity-type":"item","numeric-id":3117795,"id":"Q3117795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$4AE03051-B825-4DBB-94CC-48BAB0E9B647","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$EFA9FF51-03AE-4283-9EEC-BC52240F3D2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$84F6CFBE-FE8E-4040-8809-57C54A1C36C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56fad00ef4a07491ba304a924bc19d8a5132595f","datavalue":{"value":{"entity-type":"item","numeric-id":3125789,"id":"Q3125789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$A616632B-44C2-4774-9796-A26210E0501B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b48660bd5d5a3454419cdd3a11d444238eab5825","datavalue":{"value":{"entity-type":"item","numeric-id":5941429,"id":"Q5941429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$6582DF94-FBAD-4B97-82FD-B90AFD71DA40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$29CF6874-8AE2-484E-A821-197B10621C82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"885f56e06625fe09637fd6262901517878142adb","datavalue":{"value":{"entity-type":"item","numeric-id":4433608,"id":"Q4433608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$77BAAD41-F082-4454-ADDE-36E18284862B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fb4a0f532a2e6ba8d33dd40a8ffd497a5505dc8f","datavalue":{"value":{"entity-type":"item","numeric-id":4319212,"id":"Q4319212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$504C9577-F4BC-4D17-9D7D-8025C2184C6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d99bedafb2f61ac1bddf9febbbe883d63d0250c","datavalue":{"value":{"entity-type":"item","numeric-id":5788931,"id":"Q5788931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$C0C07E3E-5236-4CA5-AF7B-A20317F7A93E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4b46b5e9c69cc9669641af08767ecb2612df6c19","datavalue":{"value":{"entity-type":"item","numeric-id":4225048,"id":"Q4225048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$8AB6F46A-FEA1-46B8-8110-C1E3C5C806E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ef76801f3b379905860dbd683ddf71dc7a398ca","datavalue":{"value":{"entity-type":"item","numeric-id":5697325,"id":"Q5697325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2331384$39123C4F-03F4-4D72-B3C6-BFED52ED0234","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"ead91d3f1d8baff73ffc4ce173982934baea3146","datavalue":{"value":"Q128575747","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$C2B379E3-C241-4AD1-8CDC-874186C591ED","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8916bdf6202b9b91b26a8190dfa83b547e96ca34","datavalue":{"value":"10.1007/S11081-019-09421-W","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2331384$794900A7-8506-4B27-954E-48DA8D648BB0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"31ca55be5b0a744a838ebaa7432c3bb9fd3dc159","datavalue":{"value":{"entity-type":"item","numeric-id":938035,"id":"Q938035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d89cafd589fe77a7db82eb80035041b059465acc","datavalue":{"value":{"amount":"+0.7955811023712158","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2331384$CEEF9674-8F40-461A-8B58-5414AB0B2211","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85bdfc642f6d95297cccf32cae375f07883aa1eb","datavalue":{"value":{"entity-type":"item","numeric-id":5386318,"id":"Q5386318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c195cb430f3a7393e84e7bdbf05f71922f60160a","datavalue":{"value":{"amount":"+0.7947744727134705","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":"Q2331384$FF0764C5-4E11-4B96-9F2D-143026234174","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0974ae6dd49a4056baf415e79bbd64dd7dae8b87","datavalue":{"value":{"entity-type":"item","numeric-id":2873536,"id":"Q2873536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"09854cdf2dd08dd176164bbe29de8e97a8bf7443","datavalue":{"value":{"amount":"+0.7936060428619385","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":"Q2331384$0E680B0D-5A48-4F1E-8772-851565C61EDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"51296c4dcd5b142c5b54d6e232446b7d19312d21","datavalue":{"value":{"entity-type":"item","numeric-id":5941429,"id":"Q5941429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b413c58d633fc7e162a463149baedb6a4eceaac9","datavalue":{"value":{"amount":"+0.7925780415534973","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":"Q2331384$7062E46E-7990-477B-ACFF-2127400E6050","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9c5b706ed2a6839032dca66bd2183f2681e1b94","datavalue":{"value":{"entity-type":"item","numeric-id":704080,"id":"Q704080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"24ca50e700da53346db199348fce5fed1be49f7a","datavalue":{"value":{"amount":"+0.7903456687927246","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":"Q2331384$54159D34-BC1D-4393-960C-6C29F6DE5B73","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2331384","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2331384"}}}}}