{"entities":{"Q2347726":{"pageid":2358469,"ns":120,"title":"Item:Q2347726","lastrevid":52276034,"modified":"2026-01-21T08:19:57Z","type":"item","id":"Q2347726","labels":{"en":{"language":"en","value":"What is beneath the surface? Option pricing with multifrequency latent states"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6443577"}},"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":"Q2347726$ABD3FAAA-4F2D-4C01-8683-AB0BCD3E6802","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"962a07be3389b6c9c906d131874da7cda371c9e0","datavalue":{"value":{"text":"What is beneath the surface? Option pricing with multifrequency latent states","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2347726$25E37EC2-03EE-4E2F-933B-064751F67993","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d9ee25fa4ec70fc198e42aaca692792b1f9179d0","datavalue":{"value":"1337.62320","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2347726$C0C8CE04-E033-4DA7-94EE-F7E2AA275EF1","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e01a144e702d678a49cad05e688f550747f589c7","datavalue":{"value":{"entity-type":"item","numeric-id":208064,"id":"Q208064"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$7AD4F4C4-D7C0-42A6-9423-0DC84372C229","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5f1d362064b66285b1e4314486ad6202d61a78db","datavalue":{"value":{"entity-type":"item","numeric-id":2347725,"id":"Q2347725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$48B8FD1E-3790-4B1E-8F5F-0E9C7FBE76A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"af3d26bc2827d40777e6a0484f40739eab93c3f7","datavalue":{"value":{"entity-type":"item","numeric-id":590615,"id":"Q590615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$1E3493B5-CB02-4413-8BF2-ADCB71551AF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9d0b8e541256efd04f8c830d38eac4dc2f053e4c","datavalue":{"value":{"entity-type":"item","numeric-id":419484,"id":"Q419484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$80EC7D54-4B11-4A5B-B24A-91642EB42C99","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"332658daa53d60e95e1d3b2af72a36f10dd4dd47","datavalue":{"value":{"entity-type":"item","numeric-id":58362,"id":"Q58362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$B19DFD7F-B259-44DF-84D5-E848C3CB43CE","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4601b255853408335c122e89bc29a67cddec3ab0","datavalue":{"value":{"time":"+2015-06-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2347726$F6813027-864D-4B3D-84C7-57E29EC506DB","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f49df549cc5e589790457b56a7520f9fd8de84af","datavalue":{"value":"https://www.zora.uzh.ch/id/eprint/111972/1/SSRN-id2171734.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q2347726$925F6408-584A-41C1-A823-8627B1D975D7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2347726$0557EF9B-2828-4580-939D-0D535570856E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2347726$F6B40024-BCF1-4CBE-93AD-7C5596C2EFB6","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cf95cd22516f20955f0925e53da184d566b90cfb","datavalue":{"value":"6443577","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2347726$36CDE039-A401-4E93-9CC2-6CD978545871","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"13c9b3f72aab934c455fe34a4b6f1a301bfdcc38","datavalue":{"value":"Markov-switching multifractal","type":"string"},"datatype":"string"},"type":"statement","id":"Q2347726$44C6DC80-FBE8-460C-B5B9-1B9B6AD63424","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"19546227d001e079f4ad4ed9a90eee2ea9c0c46b","datavalue":{"value":"particle filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q2347726$2BBEF542-E8BC-40AA-B0C4-965145AE4997","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23eacb7ddb9fec00c73640dd42090ff892445efd","datavalue":{"value":"regime-switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q2347726$CA5C532D-3CA4-48B4-BC5A-4CCD58139F25","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2347726$765D2DE9-5E8A-409A-AAA4-6F9EA0794A48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1a70ca35edc60366cc6289d1bd3100c386aa4c8e","datavalue":{"value":"jump-risk premium","type":"string"},"datatype":"string"},"type":"statement","id":"Q2347726$04F5DCD1-891A-4982-A831-E01CCF3FBD85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2347726$05781858-A160-4849-9C6B-6827C8FA78AD","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":"Q2347726$204D9EF6-A271-4C99-A3BA-0615E30F6CC7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6333ea04ec3c9321f07b1cccf36ea2a958fae8c7","datavalue":{"value":"W3121480345","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2347726$69DF67A2-C065-4EAA-83FE-34ABA8B896B6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"888e1288d3eed95ec5195a086d27a15757781772","datavalue":{"value":{"entity-type":"item","numeric-id":1969818,"id":"Q1969818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$C2197C89-2C31-48FF-B4CA-E1803BFE7ACC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccfe1188adff4ccf0a3bd66d42f3c1a5594f58d1","datavalue":{"value":{"entity-type":"item","numeric-id":5952025,"id":"Q5952025"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$E8E05AC2-AD18-4BC2-9075-F4130287F02A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9bcfedc06aa99b1b12127c6063864d6a6e866828","datavalue":{"value":{"entity-type":"item","numeric-id":2469552,"id":"Q2469552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$63955E0A-D6D6-4631-BBAD-60D49F543158","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe5ad008dcb6082298ab883882df7e3db23bef54","datavalue":{"value":{"entity-type":"item","numeric-id":292013,"id":"Q292013"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$95335A78-DD20-4964-A0D4-277ABCE2457F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b98bce63a2ab9916890f13d446ecf078d4e430c5","datavalue":{"value":{"entity-type":"item","numeric-id":1398979,"id":"Q1398979"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$FEAEA802-1626-4A0E-ACA2-CF9D4A9B66A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a56f66d9d199a635161a19052c598af1eff4a8f","datavalue":{"value":{"entity-type":"item","numeric-id":3063001,"id":"Q3063001"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$79F062AB-5CE7-429A-AFBE-B9B1793CCCD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea5d454de88e09f6c4fba2426c2c6417902e7d32","datavalue":{"value":{"entity-type":"item","numeric-id":3117871,"id":"Q3117871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$3EAB7863-A76C-4468-B0B5-79008634E33C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$1E4E75E4-93A3-44AC-B5C0-414A4364AE57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"849efe1b8785fc6e4ec78ee572d6ba02e674a20e","datavalue":{"value":{"entity-type":"item","numeric-id":633323,"id":"Q633323"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$9DEADC52-69D5-4B6D-9C69-6A8C9E0A023D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc83d7750ad620bd4ce718f02d798dcec8b375e1","datavalue":{"value":{"entity-type":"item","numeric-id":3445890,"id":"Q3445890"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$87977531-4D9E-4271-93A3-FAA0D324A21E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"709fee1469c94bf6533a83cc307a23136e58f162","datavalue":{"value":{"entity-type":"item","numeric-id":3592749,"id":"Q3592749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$A81036B3-56F4-4714-B4F7-31671D90DE90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a6e3da03626231a66efa320b8d3e3fa99748dc7","datavalue":{"value":{"entity-type":"item","numeric-id":99433,"id":"Q99433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$1350CA95-D72D-4A93-804D-8180B619D864","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f205c0c2155600884d043f9451cf374c8803b3bc","datavalue":{"value":{"entity-type":"item","numeric-id":737258,"id":"Q737258"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$AA18AF0D-E03E-42EA-9D9B-0473ACCCF6CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$F71D9D69-15C7-48B9-99C9-1CA31A9BEF24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50bfb82aeca346f14e1a715346e517f4b89b4c60","datavalue":{"value":{"entity-type":"item","numeric-id":1398978,"id":"Q1398978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$BAF86B2C-FD6C-4930-A427-9F1D1BDBF104","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9dda37a5bd87a3abde825c56fa015e430ca88b9","datavalue":{"value":{"entity-type":"item","numeric-id":5190133,"id":"Q5190133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$E022DEEE-D54E-4878-8A00-CB6C5634A941","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e24091d4cb2fdff0336d1daf675a8ef6095b06f","datavalue":{"value":{"entity-type":"item","numeric-id":1017067,"id":"Q1017067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$DED4BE5E-2688-418F-881C-2BAFBE9D5411","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2621bc992288d009f9b8a40529ede126063cf351","datavalue":{"value":{"entity-type":"item","numeric-id":110331,"id":"Q110331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$D2C62AFC-6915-4CBE-846B-7B5AA3AA2E3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b36e980c148cee9e348b212d48a3236600ee0f85","datavalue":{"value":{"entity-type":"item","numeric-id":5906561,"id":"Q5906561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2347726$6E381ED8-4E10-4B0A-978E-35BFAD6F1141","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"de7dde0561d3eb550d952f94a5d453f138a3c83d","datavalue":{"value":"10.1016/J.JECONOM.2015.02.034","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2347726$8EE8D6FE-A926-40EF-8A3A-56C2CA133568","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fbdefa9da1678bcd7af4703cf6ebd12929d269b4","datavalue":{"value":{"entity-type":"item","numeric-id":2348967,"id":"Q2348967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b7617a404d823106050a57faf8b0dec74b7ca1e","datavalue":{"value":{"amount":"+0.7433348894119263","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2347726$DDDCE41C-9CB3-4B35-ADF1-C29BA8DEA477","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"57edb98d6ace00c5786a8867827f89012c69d617","datavalue":{"value":{"entity-type":"item","numeric-id":2631912,"id":"Q2631912"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2b178ccaf283ce8de1c7bb705a982dd4ac954b8a","datavalue":{"value":{"amount":"+0.7413859367370605","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":"Q2347726$E18CDEC0-2AD8-4AC4-B98E-00B6D14282CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3ecc7f89ab83d79e759239dbedc985a6292c58bc","datavalue":{"value":{"entity-type":"item","numeric-id":4646774,"id":"Q4646774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"778c191531620f9104b0dbe28259439e43f31b1d","datavalue":{"value":{"amount":"+0.7413186430931091","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2347726$B2E2D838-8686-4168-8101-23C1C183A57D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e1adc1889a2e0b200515dea866fc60f82a68b0f","datavalue":{"value":{"entity-type":"item","numeric-id":340129,"id":"Q340129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"482e7b482f80df2cc4470bf56eda7949f49cec8a","datavalue":{"value":{"amount":"+0.7393681406974792","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":"Q2347726$341DD124-7561-4F09-A1A4-B548402166AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f937587ccf9d1d3bd67e75718c950bc1a25d0e51","datavalue":{"value":{"entity-type":"item","numeric-id":6053121,"id":"Q6053121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"afb0efcaa2dd9d2d9c3fb9444731a5416899d2c4","datavalue":{"value":{"amount":"+0.7377583980560303","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":"Q2347726$22435484-FB9E-4428-AC6B-BD740F2D8358","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2347726","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2347726"}}}}}