{"entities":{"Q2488725":{"pageid":2499468,"ns":120,"title":"Item:Q2488725","lastrevid":49829344,"modified":"2026-01-11T03:00:53Z","type":"item","id":"Q2488725","labels":{"en":{"language":"en","value":"An alternative approach to solving the Black-Scholes equation with time-varying parameters"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5022898"}},"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":"Q2488725$0F9E58E1-45DD-4F43-AC5C-4D67B932FCE4","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c58b0756d1b39009648aec336e9e2207710f0382","datavalue":{"value":{"text":"An alternative approach to solving the Black-Scholes equation with time-varying parameters","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2488725$3DE78C4F-88BC-47D5-BB4F-EF0AEDEF1A31","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"daca58783eb529c17668976821039d81c20497cc","datavalue":{"value":"1096.91030","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2488725$6BCF378C-D26C-4DC8-97D5-6148022EAE87","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"57d33989b50b0d64be751fd713dabddc7742f5eb","datavalue":{"value":{"entity-type":"item","numeric-id":322121,"id":"Q322121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$247D32EB-13BA-408B-8E64-6CBB1B695A3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d408d1f266e7ae4c89ec6d5a188d49c3553af64a","datavalue":{"value":{"entity-type":"item","numeric-id":705418,"id":"Q705418"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$9FCE325F-23E8-465A-8926-A2EA6F7ED738","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"60e92c9f06012150d8158f8bfafc8319965c5fdc","datavalue":{"value":{"entity-type":"item","numeric-id":176247,"id":"Q176247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$9129DD95-2717-4EEA-BFDB-D2FF54E32C6A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"429ffb1c17047ba832e3bf9b487b194157e504f8","datavalue":{"value":{"time":"+2006-05-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2488725$4E7B27D9-98A5-4F32-B661-76D1A57BD47C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"95704ebe6c764052f036ad48397c1d23d663218f","datavalue":{"value":"The authors examine solvability of a terminal problem of a linear time-depending parabolic equation with inverse direction of time describing an option pricing process (the so-called Black-Scholes equation). The main result is the formula of a solution to this problem expressed in terms of the classical Black-Scholes solution to the terminal problem for the time-independent equation.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2488725$6CA44536-A747-4689-8CEF-F79FEB4C81E9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2488725$020BCF6E-8582-4C0D-A9FC-980FB12BD542","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"768ebd5a337c4ef000f167e7bca176a13e57258f","datavalue":{"value":"35K15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2488725$10935B5A-CC73-4C84-8443-D4575B7DC8A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2488725$76E22BF4-138C-4F39-B8E9-8817818829DD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ad972271894a1108eed6f1f90ee382860d710287","datavalue":{"value":"5022898","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2488725$2785CD08-5C19-4D53-A705-773578924480","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"515ede3ab6d649a8400c51335fd6dbc8eb409564","datavalue":{"value":"Black-Scholes equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2488725$5A443647-0B8F-4BF0-8A32-A6B33E8A41E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2488725$7D4C4B1A-824F-444B-9C64-B33E9C8FB4FB","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9be685d07474825dc3c005850b3a3e21beb6cb22","datavalue":{"value":{"entity-type":"item","numeric-id":446158,"id":"Q446158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$B5AA748B-32D3-4935-A2F8-F3C686CE1B9C","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":"Q2488725$84134A58-1733-4A5D-9BC2-E04431D596DB","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c19f729eb673e88515739b15fa1fd9bc10cf3133","datavalue":{"value":"https://doi.org/10.1016/j.aml.2005.06.012","type":"string"},"datatype":"url"},"type":"statement","id":"Q2488725$1B6CE1D5-A8EE-4A5E-86E9-15702DDCF5F5","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"aa3ce9669719fcecb6bac1b689783835c31e5a87","datavalue":{"value":"W2007325400","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2488725$DB741520-857E-4224-BFF8-A93F98105DD8","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":"Q2488725$F6B4AC82-F353-44C7-AAF1-16F20CB34448","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce50c10228f6ffa66d2cb4f71243d769905a9029","datavalue":{"value":{"entity-type":"item","numeric-id":5967093,"id":"Q5967093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$D1293166-E089-476E-8FA3-3D1C6F5727A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$328CA046-AFC2-4A03-B792-242C96D6A4A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c405bf91174694e6f0e0f0947e8c81e78925db2","datavalue":{"value":{"entity-type":"item","numeric-id":4719414,"id":"Q4719414"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$19A95846-0996-4A9F-A46A-0648E208C980","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2e6f448e5ce97ade223a12846345a7446e65a192","datavalue":{"value":{"entity-type":"item","numeric-id":4303186,"id":"Q4303186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2488725$D4E24C8C-BF56-43B7-B2F5-24E06512AFFF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a040afab72104961282ecd4c284e1a3beb145a46","datavalue":{"value":"10.1016/J.AML.2005.06.012","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2488725$A283267E-FE3C-4646-B6D2-7E4C557F6441","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4ed0b110c76161318cf827b963c2fcfc3a6722fd","datavalue":{"value":{"entity-type":"item","numeric-id":2999670,"id":"Q2999670"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ed206339ec3c5ec72d2ebba333d834b24acdeed2","datavalue":{"value":{"amount":"+0.8331658244132996","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2488725$DB462257-E135-4269-BF2E-312FBAA77209","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"418911c692e5913ed2e0b60450a81d5423f0a7da","datavalue":{"value":{"entity-type":"item","numeric-id":297689,"id":"Q297689"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e45c17638c0aa854d5aa43604aa1080766e4a4cd","datavalue":{"value":{"amount":"+0.8255929350852966","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":"Q2488725$BF08A801-B4C6-49B0-B519-28E26E76554A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"851b922e1f59dbe6e78b96ac48aa704ccd977fcd","datavalue":{"value":{"entity-type":"item","numeric-id":4581083,"id":"Q4581083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6bc7e812c0484f89d2adb9ced29f72829a760f3f","datavalue":{"value":{"amount":"+0.7893348336219788","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":"Q2488725$8439D9BD-120D-4578-8EE9-B072BAF6DD08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b1427a7e0de8eb1bb90983bf353325dc3f872ffe","datavalue":{"value":{"entity-type":"item","numeric-id":3462587,"id":"Q3462587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f90badf422bcedbb870d23d1ab53066e95bfaa3a","datavalue":{"value":{"amount":"+0.7757303714752197","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":"Q2488725$7649E65B-E772-464D-A4D0-CB845F623678","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"93c9a0e6833501dec591b69474b059328189508c","datavalue":{"value":{"entity-type":"item","numeric-id":3421544,"id":"Q3421544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f384082516aa2fd741f16a9d8ef97c39994217f6","datavalue":{"value":{"amount":"+0.7737560272216797","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":"Q2488725$0FCF69CB-90A6-45F2-8A65-B8F58A4BDBD3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2488725","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2488725"}}}}}