{"entities":{"Q2336966":{"pageid":2347709,"ns":120,"title":"Item:Q2336966","lastrevid":57864567,"modified":"2026-04-02T20:52:55Z","type":"item","id":"Q2336966","labels":{"en":{"language":"en","value":"G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7132090"}},"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":"Q2336966$DA7EE73A-033C-44D1-8E79-789D40251C9A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b5fa3f1e90b32c9622a637b19629f1e1ad9e2d55","datavalue":{"value":{"text":"G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2336966$07155BFB-D409-49FD-AEEB-BC7383BC39DE","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d25687765617e6711b54c6ce30ee2e7ce01b7eed","datavalue":{"value":"1435.91183","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$93F86ED1-DC8B-448D-A094-9EB841CF099E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"91ce435a0464628835be8a12bdca46a0c7ea4d26","datavalue":{"value":"10.1155/2015/910809","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$083A0452-4817-424F-8B24-CEDAA1CBA42E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"40c31f2d975fd82e7309d1ba4c1fe271d8441983","datavalue":{"value":{"entity-type":"item","numeric-id":954576,"id":"Q954576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$BC6E103E-E2B3-4611-B193-05C1B247650C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"bb299feb2b87699ac8beef494c52fd2765eaf609","datavalue":{"value":{"entity-type":"item","numeric-id":118601,"id":"Q118601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$A5277FF9-7D0E-4878-912E-2E4AECA9E5DB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"10393ba55f1a886ba53e75eccd4b56403eff1eb9","datavalue":{"value":{"time":"+2019-11-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2336966$AA14B5C7-8093-48EB-86BA-F59975967ABB","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"689b6af0755c92329b47d3c0c27c3c75499c77e4","datavalue":{"value":"https://arxiv.org/abs/1401.0677","type":"string"},"datatype":"url"},"type":"statement","id":"Q2336966$8B1B60DD-CAA1-4568-8D18-04F891570FB8","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0f6dab0ad247d94e95d77a54184c4e129945f050","datavalue":{"value":"Summary: The target of this paper is to establish the bid-ask pricing framework for the American contingent claims against risky assets with G-asset price systems on the financial market under Knightian uncertainty. First, we prove G-Dooby-Meyer decomposition for G-supermartingale. Furthermore, we consider bid-ask pricing American contingent claims under Knightian uncertainty, by using G-Dooby-Meyer decomposition; we construct dynamic superhedge strategies for the optimal stopping problem and prove that the value functions of the optimal stopping problems are the bid and ask prices of the American contingent claims under Knightian uncertainty. Finally, we consider a free boundary problem, prove the strong solution existence of the free boundary problem, and derive that the value function of the optimal stopping problem is equivalent to the strong solution to the free boundary problem.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2336966$A3FF2828-60EA-4C87-AD69-56E446DCB931","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$569C5758-5957-4A8C-9A9F-0D470EC31B7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$166D154B-52C3-499B-A168-92BBBCE58867","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$0B601F35-470F-4E0C-80A4-E43E25DC27B0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f5a51b9169c59d4d50dea399ef03d35e62f9c641","datavalue":{"value":"7132090","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$B5C5C583-E84E-40BB-A008-FB4EB8FA9D7B","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"1d7ee5deafe39ba99482229afb47771d31e7f460","datavalue":{"value":"Q59112070","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$A45A592F-721E-4099-911D-FD13F943BF57","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":"Q2336966$69722753-83B3-4D1D-8F56-D61A692F667A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"22ba7720db7fec9e5fd470f77d198d73b3cf4c1e","datavalue":{"value":"W1922623744","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2336966$BAFA36E6-F763-424B-8207-9D6768817429","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5cc960d669c8f0f55aa06b027f2857842f2bd62","datavalue":{"value":{"entity-type":"item","numeric-id":760330,"id":"Q760330"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$BDD6D3FD-DF1E-498F-8500-BDCC2F6DFF97","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":"Q2336966$898184EB-564F-4B39-A252-58785C8952F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9077468bcc4e3a1827415810528ca1181f11630","datavalue":{"value":{"entity-type":"item","numeric-id":913622,"id":"Q913622"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$C96B6551-F1CC-4582-8E2E-C94369692E37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a6a1250e1a997581a7e6e04e376314ea2430832","datavalue":{"value":{"entity-type":"item","numeric-id":3357204,"id":"Q3357204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$05FFD3C9-466C-4647-B02B-2AD8295BF630","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06d64a2642edf9ee28d7a13d88639068de696b98","datavalue":{"value":{"entity-type":"item","numeric-id":3971876,"id":"Q3971876"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$65824BD1-CF17-4794-AC9C-D8F9D9E51413","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78f14459f67d301da6c539c2f758151b1da5d94a","datavalue":{"value":{"entity-type":"item","numeric-id":5822308,"id":"Q5822308"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$20D04AC7-63E5-49FF-BCA2-7C20D2025364","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cfa6ca26ea49829298347defce62527f6e313176","datavalue":{"value":{"entity-type":"item","numeric-id":2395845,"id":"Q2395845"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$0091E2CF-A32A-4AC0-AB63-D09D3E4534A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62e1398fc8e455f18c74c3d68c331bbbebd050b5","datavalue":{"value":{"entity-type":"item","numeric-id":2395846,"id":"Q2395846"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$3C6E1579-C17E-45C4-812B-48AD97431EF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"959708a517f18c1a60027fe404ab1d91449b831d","datavalue":{"value":{"entity-type":"item","numeric-id":1922096,"id":"Q1922096"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$8CF9071D-250D-4A7B-AA5F-73D010DD3E02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76ed2ef2ff02f6a44a031ae40d376d5a5edbd3be","datavalue":{"value":{"entity-type":"item","numeric-id":1584194,"id":"Q1584194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$7661F2CE-2D92-4D1B-82C6-7A3296E60D64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f3d700ebd08d6c3a4e85c0ab5ded59145ebd773c","datavalue":{"value":{"entity-type":"item","numeric-id":1042988,"id":"Q1042988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$32FDFC76-9D1F-49A4-BEEF-D22C2F29B601","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"501d9dd6370ea7fe3dc885056cb77e0e13a4506c","datavalue":{"value":{"entity-type":"item","numeric-id":5194781,"id":"Q5194781"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$018BDA1C-B433-4A32-98CF-49722216B953","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccc2e5143063edd7be182518f5ef588a36edc53e","datavalue":{"value":{"entity-type":"item","numeric-id":406259,"id":"Q406259"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$F24C1363-437F-4C68-827A-01C98D8FC925","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"542b24756abb7a9e2eea6cfae2b1f9663797a7df","datavalue":{"value":{"entity-type":"item","numeric-id":3678248,"id":"Q3678248"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$01655147-CCBB-4924-A175-09C78AA64669","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc984914596ad66d99b1385d6d5f4efc7a6f5601","datavalue":{"value":{"entity-type":"item","numeric-id":550162,"id":"Q550162"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$B68D5AF2-8093-47B5-910E-3A0AEC365EDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"559c52c3a1ad38f6bce9d1a364ea3c7a9c0d5836","datavalue":{"value":{"entity-type":"item","numeric-id":2671652,"id":"Q2671652"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$00B2D6A7-63CF-40C9-97FF-BBB164693702","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0b7d5d3e11ff5364e821d25898a7f814e635d28","datavalue":{"value":{"entity-type":"item","numeric-id":547363,"id":"Q547363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$423E8D58-87DF-48D6-B382-FEDBF6F89A43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"afecc9943158925b60ed253c09942b6292289914","datavalue":{"value":{"entity-type":"item","numeric-id":2434760,"id":"Q2434760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$A37CA5FF-DCAE-4A64-9C45-16DACEFD1998","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"23ef45bb533ea2695638a20455171976f314b93f","datavalue":{"value":{"entity-type":"item","numeric-id":3203612,"id":"Q3203612"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$13553908-24EA-45D1-9B54-7382FECBE89C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec6f03104fe5943814451ac1ba78d3fb0e28aa26","datavalue":{"value":{"entity-type":"item","numeric-id":3910361,"id":"Q3910361"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$DBDEE734-38A0-495B-9AA6-23103B194CA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78d5857678142d23eb8394e1ef7d49030ef64136","datavalue":{"value":{"entity-type":"item","numeric-id":3901421,"id":"Q3901421"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$7E69BE1A-2CF5-469F-89A1-F5DFC0ADC2D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"59a4b9a65365f01d3ee05882a98c4fa669d11c48","datavalue":{"value":{"entity-type":"item","numeric-id":5438180,"id":"Q5438180"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$AC3774CF-8C8E-4717-AD8E-51414AE0247F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d7bb9a6f7072680671c22e28e01d2510317fdc9e","datavalue":{"value":{"entity-type":"item","numeric-id":2128626,"id":"Q2128626"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3aa94162c97347479cdf68e1841af263d4454abd","datavalue":{"value":{"amount":"+0.7311193346977234","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":"Q2336966$86081648-7B5F-4AE9-9198-BCFD557103E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"de48905a73c6c62feb469e30372ed7498a046031","datavalue":{"value":{"entity-type":"item","numeric-id":406259,"id":"Q406259"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2df49b65fd935fd6b1f399d7854ffa974d144bac","datavalue":{"value":{"amount":"+0.7121273279190063","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2336966$B9AEA1EC-B622-4CA5-B3A9-A7D57CD7C1EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fcfaa089add77986861eb0aff620848dc22eb7c8","datavalue":{"value":{"entity-type":"item","numeric-id":6170042,"id":"Q6170042"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca48d2995b217ae442d75825fa5d36472420713e","datavalue":{"value":{"amount":"+0.7061060667037964","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":"Q2336966$7CD5D2B5-4F10-412E-980F-451F6CCBA522","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"172c57d20dd9a5ba8830a1b672f7ef5a0df1e102","datavalue":{"value":{"entity-type":"item","numeric-id":997952,"id":"Q997952"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b99da8fc63cd90e980d7043bf545f89757280d2","datavalue":{"value":{"amount":"+0.7054009437561035","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":"Q2336966$180314F0-88EC-43BB-AEEE-6267A89E4F91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ffccb8b9e9e099bf9f4582f17ac03ca4dc72ac97","datavalue":{"value":{"entity-type":"item","numeric-id":287748,"id":"Q287748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cde46bed75e954b176f063162acdb36cf7bee5ca","datavalue":{"value":{"amount":"+0.702417254447937","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2336966$AF9856DF-25C6-434B-BF03-17FF976C6ABA","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"daf5f856a5d861312ad309ab567540337a5f61d6","datavalue":{"value":{"entity-type":"item","numeric-id":57050,"id":"Q57050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2336966$FF8709CB-C1E9-4583-98BD-3E2450CC3BE7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2336966","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2336966"}}}}}