{"entities":{"Q2450791":{"pageid":2461534,"ns":120,"title":"Item:Q2450791","lastrevid":57927195,"modified":"2026-04-03T03:02:42Z","type":"item","id":"Q2450791","labels":{"en":{"language":"en","value":"A note on intraday option pricing"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6296046"}},"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":"Q2450791$39AB7F1E-E3F4-439A-8D9E-CA1B96B7B103","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"466bab2afc58ea8a8d0c15dec1bd729ea265af5e","datavalue":{"value":{"text":"A note on intraday option pricing","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2450791$3DBF72B1-8644-4F0A-84B3-C1DD6BDD1BA1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5c59346496c1f9cce05f3fdb5b0595319eba8be3","datavalue":{"value":"1287.91146","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2450791$7350B1CB-8FED-4127-943E-E634E18F185C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3794794e03a8520d414c2b6ea28b26e8cadb3b9a","datavalue":{"value":"10.1504/IJANS.2013.052763","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2450791$A80FB860-C087-4B43-9901-642E9098A7DB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7f180e1b90465288c7811f100576429d200dde02","datavalue":{"value":{"entity-type":"item","numeric-id":287802,"id":"Q287802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2450791$AF84C0ED-F910-4A9C-9E88-0C83367F29FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c9ef06a1b1112db78ea05bebb1eb8134f7d50809","datavalue":{"value":{"entity-type":"item","numeric-id":718267,"id":"Q718267"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2450791$C7A4AD62-4474-48D8-9E1C-7F60364B7E80","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"98f475292b85b1369d0472b0bd05897199f5c5d4","datavalue":{"value":{"entity-type":"item","numeric-id":257999,"id":"Q257999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2450791$8259072C-F245-4B57-98EF-8AA3A115313E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"8b17852ce3f721be2d70af46005cd967ded3b6e1","datavalue":{"value":{"time":"+2014-05-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2450791$495B7DAD-6345-4312-94C3-C1113ABE20B7","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5f56bffe65137a5d3e4034a980d006d5c415b1eb","datavalue":{"value":"https://arxiv.org/abs/1202.4332","type":"string"},"datatype":"url"},"type":"statement","id":"Q2450791$EFB75743-4348-4702-A4FA-4DBC93F3A8FC","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"558ecd11cb106320da405d6f6e0f3310d72f8a02","datavalue":{"value":"Summary: Compound renewal processes can be used as an approximate phenomenological model of tick-by-tick price fluctuations. An exact and explicit general formula is derived for the martingale price of a European call option written on a compound renewal process. The option price is obtained using the direct method of indicator functions. The applicability of this result is discussed.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$85F5A830-4C8F-4852-8F52-75D5105043FF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2450791$9DD7828D-15F2-4400-B9F8-918B844685F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2450791$25615E62-1F09-4CA8-BCE3-92A9746BFF22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"64828f18befc94d092b87cc195d81f2ef4aec32f","datavalue":{"value":"60K15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2450791$41C48A88-7E71-45CC-AA94-163F1E41B17D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"58924ecde1a4d9f3ae6677615a2ef1545ef3f7b2","datavalue":{"value":"6296046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2450791$C9A2512F-CBCB-409D-9073-26B9CC9F9070","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$1837DA69-AE1E-4A42-9972-3399B85FB9F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"53e169f388b3a06a3bbe1c06b2f0340e72e9f9ee","datavalue":{"value":"high-frequency finance","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$2523C888-410A-43B3-8C6F-D94E2276FED0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6e91e16baa6adc2d2303214a80480a4f1707f3cf","datavalue":{"value":"high-frequency trading","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$3041796B-6408-41D3-8B8A-6D59D763164C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"767695053821a27636e366c4bbb3f3d41e985e05","datavalue":{"value":"computer trading","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$E713DC0B-F923-49E5-8D48-8CF40285E61F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"79cacc23421e6e12ac1c23e261e1123ee796724a","datavalue":{"value":"jump-diffusion models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$29779730-44BA-4DD0-902F-271F25B1268A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3d2d982d6f5f4af00fc75d7bdead24245135d1b6","datavalue":{"value":"pure-jump models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$74BDF7CD-DD9B-4982-8B78-3C66B6BE4804","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"58ea4d346c8592d801a64b1200c3eff49a9567bb","datavalue":{"value":"continuous-time random walks","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$22570FCF-59B8-4623-B941-2D535DCBE407","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7db5cec39b686f41c79fc8adc5e3b059c59abab0","datavalue":{"value":"semi-Markov processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2450791$B35F6DF2-74D3-4EC1-B199-14F7BFE1743A","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":"Q2450791$106ECA09-1FDA-4DBA-8A79-43D0B7CA5C62","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"759ed34f846800065d0c455208d0f46b3e3c5d22","datavalue":{"value":{"entity-type":"item","numeric-id":628848,"id":"Q628848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2480d7c4ed56330e079f180d0f480c97cdbe1d1b","datavalue":{"value":{"amount":"+0.7504526972770691","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":"Q2450791$02A46218-BEC4-4AD4-BB12-91E6B8F8155C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"884fcbfacb7f3c03a9101b912b3bacaacce12ac1","datavalue":{"value":{"entity-type":"item","numeric-id":1600611,"id":"Q1600611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b112fbd5af92341791267e9d720fc6010feef6c8","datavalue":{"value":{"amount":"+0.7374684810638428","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":"Q2450791$885F6120-EF2A-4B94-BF8B-21283583D112","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"82fdbe38d6a16e17c07fc12686c69a65485a62a2","datavalue":{"value":{"entity-type":"item","numeric-id":5698412,"id":"Q5698412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0ab1a9bdaead8c3179e470aac9958bd13013ed37","datavalue":{"value":{"amount":"+0.7287872433662415","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2450791$B5E027E9-B613-4DEA-A1E6-8A5B496D0D8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c541cad8405b1266914b2a2389f934de5fa10c8","datavalue":{"value":{"entity-type":"item","numeric-id":5018754,"id":"Q5018754"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7fdee311f2fc2ba00063dc01403df3ef33a88f4f","datavalue":{"value":{"amount":"+0.727581799030304","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":"Q2450791$A0D34BCD-1551-4D3E-AC9F-94F96C62B70F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8891f15fc8a25fca9fdbdb86764fdad2cbbacec4","datavalue":{"value":{"entity-type":"item","numeric-id":4782530,"id":"Q4782530"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e39d559a093fdc5714ba35e9c2fe9c4452b80bd0","datavalue":{"value":{"amount":"+0.7267860770225525","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2450791$FDF9D899-B401-4C1E-A3A6-B14CA6D611C4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2450791","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2450791"}}}}}