{"entities":{"Q2389225":{"pageid":2399968,"ns":120,"title":"Item:Q2389225","lastrevid":72677130,"modified":"2026-04-14T06:27:08Z","type":"item","id":"Q2389225","labels":{"en":{"language":"en","value":"On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5578970"}},"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":"Q2389225$78B76C42-2DEE-4567-B4EE-ABAAF901B547","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0868edbc6beed99342ee471581d33779326dbe95","datavalue":{"value":{"text":"On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2389225$69B9809A-C1B3-42BF-B5D2-28E4C52A376A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"07b8feec70e81cbeb282919e68d18d1e1e230c1f","datavalue":{"value":"1177.60068","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$66C91CB5-6920-4395-862F-A5D4B9ED9DD4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2d7f7c7d76f84d5184ad2dfb6add239e05bf9dac","datavalue":{"value":{"entity-type":"item","numeric-id":535465,"id":"Q535465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$19AC8ACF-9774-4BFF-B1BC-9B34532FDBA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fdc07234dcd23880c7aa35d3f4c88d53eb5aa509","datavalue":{"value":{"entity-type":"item","numeric-id":367372,"id":"Q367372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$9852F83B-ED0F-4F54-A135-FD280F22AF6E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$B6FF3DD3-193C-4EFE-801B-48D1F84D7287","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c8768e7a5d5b85f5421c2a03899fbac26eac6319","datavalue":{"value":{"time":"+2009-07-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2389225$D5D24EB9-67E3-4B5E-A3B6-1E434C1BDD56","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"51efee7e151254e04d9445e8aafed02ff442e565","datavalue":{"value":"https://arxiv.org/abs/0807.1227","type":"string"},"datatype":"url"},"type":"statement","id":"Q2389225$F4A4780E-2372-4383-8C3B-0C39CECC14BB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1b86958ca831e14af74432b3586daf66b5289565","datavalue":{"value":"The authors compute and then discuss the Esscher martingale transform for exponential processes, the Esscher martingale transform for linear processes, the minimal martingale measure, the class of structure preserving martingale measures, and the minimum entropy martingale measure for stochastic volatility models of the Ornstein-Uhlenbeck type as introduced by Barndorff-Nielsen and Shephard. They show that in the model with leverage, with jumps both in the volatility and in the returns, all those measures are different, whereas in the model without leverage, with jumps in the volatility only and a continuous return process, several measures coincide, some simplifications can be made and the results are more explicit. The results are illustrated with parametric examples used in the literature.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2389225$9338A980-1817-40D1-ADF5-A4CDB320D6CA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$DDBA882A-5412-44CA-8697-0C5D3AFAD9C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c0ecd49782246b7fab028f912f49cd163073d4bd","datavalue":{"value":"60J25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$86B8EC6E-02D7-4181-A63F-3DEEADE373BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$CD7B5B5E-35C4-431E-A3F5-1E79AE86FB3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$896D60C4-682E-4F67-A1B1-A72E0570A2D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$76F1DA22-C47D-4F5C-8777-D4BA4F514DFA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fb237418eec07f7bf5d27c14f0d5c389d030e63a","datavalue":{"value":"5578970","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$FD956550-4E15-4B64-9201-32B2F4F52BB5","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d66882cc0863f96db738ae1dbf7bfdfc8b1bdbeb","datavalue":{"value":"Esscher martingale transform for stochastic processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2389225$9A496F79-1704-412C-BCDF-ABB78DB94978","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"380638e35e810e603cceee0878ac82b60cbd8cf9","datavalue":{"value":"stochastic volatility models with jumps","type":"string"},"datatype":"string"},"type":"statement","id":"Q2389225$659C049B-FC4D-4092-B5E5-00E139B0BD48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8852122dbdc3f65a52977d2b86777164bc83898c","datavalue":{"value":"optimal martingale measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q2389225$9A38B96C-6B8D-4E7A-A5F6-036D600C29E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2389225$E6130DEB-2472-4689-9A32-007F2D1832EF","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ec482cd19939ed461b1179fca18c1da1481d48fd","datavalue":{"value":{"entity-type":"item","numeric-id":271877,"id":"Q271877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$05F0890E-9DCA-48DB-98DF-24714120E2E0","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"448ebdc8e1ecceca36ba30ee46b071bd27596018","datavalue":{"value":{"entity-type":"item","numeric-id":38568,"id":"Q38568"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$616D1197-B2B5-4961-A37D-C7966C569241","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$AF2DFB20-F41C-432E-BFF1-DDD54A58DFB8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4b7f2397adc41cdc830584eb47a2c2df5d3d6ee8","datavalue":{"value":"W2111092679","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$1532B8B4-0BB2-4A08-B05A-1DA41C7A82EC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"011deb6bf6a95e1b1c26141fc520228d43171bd6","datavalue":{"value":{"entity-type":"item","numeric-id":4221330,"id":"Q4221330"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$86FE2417-A2FD-4F16-8853-A79110482974","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4ac5d672064af3be724bd4959fc9c13738bd4654","datavalue":{"value":{"entity-type":"item","numeric-id":3632877,"id":"Q3632877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$66B7C42E-C949-40E9-AF93-B33D25D5D19D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"636cb2c8bdd229d455a2ee7027fe240c13d3cfc6","datavalue":{"value":{"entity-type":"item","numeric-id":4548067,"id":"Q4548067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$2D5BDEB6-C595-4FAB-8E83-489CE8CE2F34","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dc5aade181614c290836c31dc8f644c93293d943","datavalue":{"value":{"entity-type":"item","numeric-id":301218,"id":"Q301218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$5998413C-DE8C-47EA-92E9-82A73F93DA28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"658b7ea31bfb461ef53e2c7311a6e478e03f1f4d","datavalue":{"value":{"entity-type":"item","numeric-id":2488497,"id":"Q2488497"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$647CD291-F5D4-4702-B78A-78CF7FD51950","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63418bc48e81527d0926b400626725e5dd3dde4b","datavalue":{"value":{"entity-type":"item","numeric-id":2738733,"id":"Q2738733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$020A914B-7273-42DB-BEC7-8196DFCAD17C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$165E7D41-CD96-4914-B7CA-F8D364552874","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7d76e062c66a76e8a4d3a1bc30f57ffc32f39a3","datavalue":{"value":{"entity-type":"item","numeric-id":1815863,"id":"Q1815863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$F449A2B4-21E8-4C3F-80AC-EDBD80AB6E92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee4983d2ffc3214ee68046bd85bf0d4199e54c4f","datavalue":{"value":{"entity-type":"item","numeric-id":5692939,"id":"Q5692939"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$0F9478FF-187A-4071-8FC6-DEECDD55E985","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"14af5c9f4cc914496a6ee701f7b0702616647190","datavalue":{"value":{"entity-type":"item","numeric-id":5472774,"id":"Q5472774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$6958C413-082F-4307-94F7-ACA6AF7FA688","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e9ee6a239d4a078e4b90572c32b044ddf57cad87","datavalue":{"value":{"entity-type":"item","numeric-id":1003340,"id":"Q1003340"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$F3A8FF47-4DF9-4AE3-BCEE-159CA9ED5C66","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":"Q2389225$5BCEED3C-379E-4A03-A6CE-7F4DF9C81C68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b73c78fc3ad65ac6778fe3643367df0871f67c19","datavalue":{"value":{"entity-type":"item","numeric-id":5436599,"id":"Q5436599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$0850D152-150B-4E72-9EC7-FEDF159E5BFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd4a320a44c11182244a17d69bb084fa9f25335","datavalue":{"value":{"entity-type":"item","numeric-id":665552,"id":"Q665552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$0AC143B9-D617-46C4-A626-09C8DF1BE922","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"628308abbde0742f021e7f57fcceded7cb3449b9","datavalue":{"value":{"entity-type":"item","numeric-id":2485828,"id":"Q2485828"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$3DFCEB75-C2E0-4354-BFDB-2E1ABCF23935","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76960d2cdf43daf804a64b39ed3d3d674ffab064","datavalue":{"value":{"entity-type":"item","numeric-id":1424723,"id":"Q1424723"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$DD8D6CB7-DD08-4855-8C2E-8FA283F5134A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d3ee4a65847efb7f2e1f37a722d778c8b011cf42","datavalue":{"value":{"entity-type":"item","numeric-id":5890187,"id":"Q5890187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$79946EC6-E3D9-4D84-9429-CA8D793B4956","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5754786be5b44dfb5e2a001feb91711b8cb5c893","datavalue":{"value":{"entity-type":"item","numeric-id":5484637,"id":"Q5484637"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$818B92DD-961B-4EA6-AF2A-BA4AAE99BB0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"23fdcc7631517f655c23aacaf3d28f7c06692841","datavalue":{"value":{"entity-type":"item","numeric-id":2389225,"id":"Q2389225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$17CC392B-7E9F-40D9-817D-84373EAC5655","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a1a70a03ba1a9b6c7708d37a2e75465bfb1b0f0d","datavalue":{"value":{"entity-type":"item","numeric-id":4274285,"id":"Q4274285"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$D09C8F1F-437D-4351-80A4-24AA55275DA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"89015a44e6805b59f32b8f1e84500489e72a7ec0","datavalue":{"value":{"entity-type":"item","numeric-id":2475035,"id":"Q2475035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$37B486CA-43F3-4B89-B564-14E785439FBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe56d203b178b138789bda46be07c73ad1478f8e","datavalue":{"value":{"entity-type":"item","numeric-id":4778955,"id":"Q4778955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$ED53DF60-56EB-48E7-8EAD-0AC21C43F805","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb78d3debb12c36e05d562c15f8cae18ba179f6d","datavalue":{"value":{"entity-type":"item","numeric-id":1424691,"id":"Q1424691"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$C9CAAA3E-41C4-4C69-B488-731D6F4D5E17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d6dc4273883a012e1cc5c091900ad7be4bb78395","datavalue":{"value":{"entity-type":"item","numeric-id":4155579,"id":"Q4155579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$92DF57A5-0E5F-4875-B7B4-E2F1D05BFBD2","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":"Q2389225$6D1E1996-9FC5-42C7-B04A-AD95C4B5CA98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2a1d2334953b350104a3fcc41823d02c4db152b","datavalue":{"value":{"entity-type":"item","numeric-id":4825509,"id":"Q4825509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$2D0B64E8-C2DC-4E78-8321-AA78D704A307","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"73342045028d92896efb229b0dd740ad9c169f60","datavalue":{"value":{"entity-type":"item","numeric-id":2488487,"id":"Q2488487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$07050A32-26DA-4D99-8B9E-9CFA53638A07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5eeca51c437583f2e239f774370bbf3874d2972d","datavalue":{"value":{"entity-type":"item","numeric-id":862208,"id":"Q862208"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$258F8B11-F3DD-4373-9226-21E0B1A73B63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd8a238fbabd986235f6cede89fb76232ef9459","datavalue":{"value":{"entity-type":"item","numeric-id":1962144,"id":"Q1962144"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$935E78B3-0CFC-4658-B303-9279D007E531","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7b948b53c77cecd999937f45f968856bf9bf1d92","datavalue":{"value":{"entity-type":"item","numeric-id":2771116,"id":"Q2771116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$EE04FFA1-46D0-4F86-9A43-4CF20BA0F601","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b2819c23efd853897fa6580d289caa5d64090f1","datavalue":{"value":{"entity-type":"item","numeric-id":5715975,"id":"Q5715975"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2389225$816373B9-A2C1-485B-BAEC-97416AE0D23B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"332d9edd70d66dc3c5a29bfa1e5494ac61f04c17","datavalue":{"value":"10.1016/J.SPA.2008.10.005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2389225$7EE437ED-393D-4350-B919-2FC58DF0FF72","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3b4175593017a5ce2ded5270572eeadb130701f5","datavalue":{"value":{"entity-type":"item","numeric-id":5484637,"id":"Q5484637"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e3263a43908fcaa23eeaa31a46c65e1f3bbb4573","datavalue":{"value":{"amount":"+0.8494382500648499","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2389225$EAE9F397-4F6D-4754-A5B4-BC9DFA981303","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2b5b746aec2f699195831f6d1047c6bb70c83d4e","datavalue":{"value":{"entity-type":"item","numeric-id":862208,"id":"Q862208"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"46aff44895c86f28da8f172bda5cb2933ef209d1","datavalue":{"value":{"amount":"+0.8487717509269714","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":"Q2389225$8D5BC1BF-E9C1-48B0-AF61-529CCEF85F9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"641cefce809b31d4060dfd38c3e82a6ffe45db27","datavalue":{"value":{"entity-type":"item","numeric-id":3465401,"id":"Q3465401"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7c2e910c3f391643eb6c893ec3104cf0299e485e","datavalue":{"value":{"amount":"+0.81565260887146","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":"Q2389225$03DE1760-3D39-46F8-8292-638949F7B68F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5310a55963cd4b665a70e303662588456386e609","datavalue":{"value":{"entity-type":"item","numeric-id":5295805,"id":"Q5295805"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"efa8e9a18394fb1a1fd1e685334309619c5c773e","datavalue":{"value":{"amount":"+0.8153553009033203","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":"Q2389225$73909040-76C5-4692-B2FB-64C58FDA58DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e16a911bc3bd06cec90d69b4867abdf20108b704","datavalue":{"value":{"entity-type":"item","numeric-id":1305424,"id":"Q1305424"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"49e48559c50a3ae3abf71240222f7ce5f4755383","datavalue":{"value":{"amount":"+0.8018267154693604","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":"Q2389225$0A7664B2-2E29-4D16-A06E-E219ED17BA4E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_the_Esscher_transforms_and_other_equivalent_martingale_measures_for_Barndorff-Nielsen_and_Shephard_stochastic_volatility_models_with_jumps"}}}}}