{"entities":{"Q2464252":{"pageid":2474995,"ns":120,"title":"Item:Q2464252","lastrevid":50231564,"modified":"2026-01-13T14:31:38Z","type":"item","id":"Q2464252","labels":{"en":{"language":"en","value":"Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5219148"}},"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":"Q2464252$C20E55D4-9A9E-4D8D-9CD0-9022D52AD5C1","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a4a5cf1be5be69bcbeb5338a84c06ffe17bb572c","datavalue":{"value":{"text":"Optimal hedging strategies for multi-period guarantees in the presence of transaction costs: a stochastic programming approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2464252$FCAEA23D-EC65-4B60-ACF5-A767B41EB563","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ede8dd20a2d87fa022be6a9ff3cba5a59571eb1f","datavalue":{"value":"1142.91522","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2464252$FAA659FD-2AA8-412F-AD30-DD87ED5F67CC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d287f7a95ef432a05624a6d0d13a1b0b5213ecbf","datavalue":{"value":{"entity-type":"item","numeric-id":296885,"id":"Q296885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$B0F34542-16EC-445C-A65E-C55D89E07492","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a4103f787cd69d697b8e6bfc461cc288c2cd63b1","datavalue":{"value":{"entity-type":"item","numeric-id":647663,"id":"Q647663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$1BE0FD21-9210-4FC0-9C54-32C4C9F43413","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"38576f39a6df37711cb397d1408ced7e3814cc6e","datavalue":{"value":{"entity-type":"item","numeric-id":62319,"id":"Q62319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$25FF44CB-1901-4A4D-BDA2-62F65F4531EB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"faa4e2db889e78b8ad508b312ddd6133608474a0","datavalue":{"value":{"time":"+2007-12-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2464252$3893FD92-D617-45BF-9F48-50B661CD7FF3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fd5e3d30f27924ba2b97e43378679066dd1a15d5","datavalue":{"value":"https://mpra.ub.uni-muenchen.de/220/1/MPRA_paper_220.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q2464252$5FB3B9F0-F0D9-46E1-AD12-7A02631E440D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2464252$1DB9D9DB-872C-40B6-BD1A-E6AEA034739F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2464252$8F160278-572B-47DB-80E9-7A1B434435A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dade3bc82a2f7e555fdd92f6a7aa24c002fcafaf","datavalue":{"value":"90C15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2464252$E66F8819-15DF-4E14-BFC3-2F1AFAF0CD93","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"10869925db2bd6fc758782a220a4b77a01484e8a","datavalue":{"value":"5219148","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2464252$4931125F-E6BA-481B-AF30-70A00F5C93B0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"572c45d7bd7a91528d6140104d493cd27c550187","datavalue":{"value":"multi-period guarantee","type":"string"},"datatype":"string"},"type":"statement","id":"Q2464252$2A542CDE-17C0-4B90-B66A-7ABDA0889BF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f89b5512b8efa313f9e5c7d0ae77a039cae25f3d","datavalue":{"value":"optimal hedging strategies","type":"string"},"datatype":"string"},"type":"statement","id":"Q2464252$AD5C61AE-9E2C-4B82-8F93-CEFA04FB30EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1458859d7b633a485e6b4e8c181c3bfc656c704f","datavalue":{"value":"transaction costs","type":"string"},"datatype":"string"},"type":"statement","id":"Q2464252$7F8421E7-57CA-498D-B6CD-D3F9ACA2783C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fae617ea5679f75caf6a16478788cf8a9f773560","datavalue":{"value":"stochastic programming","type":"string"},"datatype":"string"},"type":"statement","id":"Q2464252$228473F9-02D7-4178-AFFD-29D06595685B","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":"Q2464252$5D139FEC-A1E1-4BEA-A97C-8FA12EF3179E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f938ee66c87f1c0464393fc25450e64e6a5efb64","datavalue":{"value":"W2133087101","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2464252$813C6320-75C4-483B-B608-541B30014D09","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$AC9C3E15-0382-4CFE-9FE9-5ADB24B023E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85f7f23c1564dba94fc6d4aedc21081b57272939","datavalue":{"value":{"entity-type":"item","numeric-id":5455556,"id":"Q5455556"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$50EDDEEC-43F8-4A14-BC37-234F15A114D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"37bc19933daa0cd6793b6256d9db590d98ab2370","datavalue":{"value":{"entity-type":"item","numeric-id":4309474,"id":"Q4309474"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$1D378361-0286-44B9-B176-0C6391AC3A96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3223412db0e7d89d84e68d2e6f15fa385b1f12d5","datavalue":{"value":{"entity-type":"item","numeric-id":1330574,"id":"Q1330574"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$86F5D538-E6FE-4AD6-BD03-13495DC186B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4eac29b6600c201ab110e69a86f78397ef9404c2","datavalue":{"value":{"entity-type":"item","numeric-id":1974032,"id":"Q1974032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$1A69ACA7-6B10-4641-98E8-316D7907DF8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ea5ee18835f20eee199ef690b2a6f304a6b4cd4","datavalue":{"value":{"entity-type":"item","numeric-id":1901077,"id":"Q1901077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2464252$7DA1BD41-F4F6-475B-BDB1-72C96C52597D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b88a324d25f203a7d7f8fa09afdf4a92f2d5ef53","datavalue":{"value":"10.1016/J.EJOR.2006.08.013","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2464252$6766948E-F1A3-44DF-B65F-DC0FAF783AAC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"587342bfd039bd2dfeea4fea67db02015e29be65","datavalue":{"value":{"entity-type":"item","numeric-id":2513623,"id":"Q2513623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ead9ed45d99017a6967ee81c925ee9b9ca8e64f4","datavalue":{"value":{"amount":"+0.7552396655082703","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2464252$C98A18A0-667C-4A20-81EB-BAE53E71F540","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62c9fd0acf1d60c4ea743b15ee55757e739aa7e0","datavalue":{"value":{"entity-type":"item","numeric-id":1268215,"id":"Q1268215"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"604e14f0d739b83d3d344319a345bc98a2a7cefe","datavalue":{"value":{"amount":"+0.7403427958488464","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":"Q2464252$76B8C067-87A7-4ABC-891B-70B4C648DFA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"24a98ca855a5345bc4a70b2213646fb2fde0b6d4","datavalue":{"value":{"entity-type":"item","numeric-id":2276216,"id":"Q2276216"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c30df0ba73cc7ef27d56beca8bfa575e808ee706","datavalue":{"value":{"amount":"+0.7330690622329712","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":"Q2464252$9FF78F24-9780-4D14-8707-FBDA5C0ED37D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"86414178fdfa60d9b8b2c8a86604993f3a9e07af","datavalue":{"value":{"entity-type":"item","numeric-id":4443053,"id":"Q4443053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f83b01aee7df40d6e1d250152c6477de4f1aba41","datavalue":{"value":{"amount":"+0.7311526536941528","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2464252$C019DE1E-BDB4-4B47-972C-6AA01260FAD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"595e90d99fc537593f036b414e10b817a924bc86","datavalue":{"value":{"entity-type":"item","numeric-id":3648637,"id":"Q3648637"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"48b786b5c8b7676f3712aac97bfd59ead3030820","datavalue":{"value":{"amount":"+0.7261557579040527","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":"Q2464252$78967514-D2DC-4A66-8723-528659E3B13B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2464252","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2464252"}}}}}