{"entities":{"Q2643673":{"pageid":2654416,"ns":120,"title":"Item:Q2643673","lastrevid":50152022,"modified":"2026-01-13T06:59:44Z","type":"item","id":"Q2643673","labels":{"en":{"language":"en","value":"Risk measures for derivatives with Markov-modulated pure jump processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5182996"}},"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":"Q2643673$9E1DC620-20A1-42FE-952F-5A211B9A4708","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"cae3c45db89ac465b92e1de91be33fe474fb6f15","datavalue":{"value":{"text":"Risk measures for derivatives with Markov-modulated pure jump processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2643673$E2608BAD-7EAC-4D3D-8BA1-99FE8343F7FD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2a40c5956450308635545ce90dc1037efb2694ad","datavalue":{"value":"1283.91173","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$55B3EFD8-E642-4848-9022-656DF07052C5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"710e319657bf813cc2b0d93b2e06eb5ea2aa86e0","datavalue":{"value":{"entity-type":"item","numeric-id":234255,"id":"Q234255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$14CFD767-2D8F-46F4-BCFC-27BFA29DC7AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"adc783d6080fb0f34b78ca846c420f141b22f845","datavalue":{"value":{"entity-type":"item","numeric-id":300690,"id":"Q300690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$CB55B7FA-9133-4E50-A775-8EEC2C466FB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"59b962123c71de5872947521277cfed551d9b2a8","datavalue":{"value":{"entity-type":"item","numeric-id":274850,"id":"Q274850"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$34925658-74A5-41B5-85B5-027C160DF1B6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"590828acbf787ae25556b811359d13d9e4cb0d0d","datavalue":{"value":{"entity-type":"item","numeric-id":356756,"id":"Q356756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$11B7FCF2-7AA7-4842-A584-FC16040BD540","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d1b09aca3aa7cf2e4777f30c65432cb22c512993","datavalue":{"value":{"time":"+2007-08-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2643673$77FA93DC-A5F7-4321-A88D-45A73450DFBF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$15B7CD86-335D-4778-A87C-E0CBE6DAE8CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1bfd44d39fc48f1c1778c5522f250d3165ba32e9","datavalue":{"value":"60J28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$99E20791-C13B-47F1-97D1-8DB5D3537707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$E7CBE5B7-92C1-48D2-B381-CF7991B91A7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$E834474E-30F3-447C-AA52-565C008F1C20","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ff9a0e1f9ebbd23c3f35ac75149337dadf1d8bab","datavalue":{"value":"5182996","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$96756B9E-D97D-42E0-8C77-2D3F39397BA9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"93842cb006d18860f6f54cec80c20cf717720b7d","datavalue":{"value":"coherent risk measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$4F77874B-DCBB-4214-9CE9-88D76224F95B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c640bb4b965686b4a4c8a44a0a62440a0cc26b67","datavalue":{"value":"pure jump processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$0408C54B-9E21-40E7-A9CF-0EABC0CF54FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c7160516a3c9c08d23554896a622f1af1517996c","datavalue":{"value":"Esscher transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$47BBDE51-A3BE-4F58-9AAA-B4C3636872E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"775c6d881e05ed696bcbbbaa8f314bc807365ec1","datavalue":{"value":"jump risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$E69AB72E-A73F-4CF3-99BC-95F2D8CBA50C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$8B4A2BAE-35FB-4604-B689-E01F60C5E9C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4f1bd039335208aec577c71814985e7dbc7dc654","datavalue":{"value":"exotic options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$B13FB816-0131-4E52-893D-446B2E111E56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d9553ef97c1e16fc3ffed8ed29ad49dfc859c1d1","datavalue":{"value":"regime-switching HJB equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$8B564C81-D70B-4D0C-A82A-6033C5676217","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d885a13f9c64230969cf2c21a56d9b84822af0d1","datavalue":{"value":"combined optimal stopping and control","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$8B5C3C50-9C59-45DC-BC8B-690708EBF642","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"36f32749c10380b3d26c43cbdf285b8ef6db7b2a","datavalue":{"value":"HJB-variational inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q2643673$E7D23F97-36CD-4301-96BE-5E59827C7F78","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"a95f9a165a32b1c218102f77f7fbc6a2f2e1d8b7","datavalue":{"value":{"entity-type":"item","numeric-id":53239,"id":"Q53239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$475D45E1-34B5-40BF-B9F9-7AD86C2005BA","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":"Q2643673$7E0F2331-0750-4D81-8DCC-3DD9059B7AC4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"031be4ab22007316c65f941c50d5ea2ac15595af","datavalue":{"value":"https://doi.org/10.1007/s10690-007-9038-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q2643673$33DFB1AE-2CA6-41C7-B52B-48BE94D6A86E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4c858161cc0a3c40d447f9594adbc1d53a14af4c","datavalue":{"value":"W2046116248","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$465FF74B-1A01-4C86-B5E2-B4F0E0EB1456","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"dfeb69db1fe5b127ae519aea2957e67db3478211","datavalue":{"value":{"entity-type":"item","numeric-id":2757301,"id":"Q2757301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$8523A137-3417-40E2-98F6-3A1F42E1D6AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b9a2cd29547187d8615820ce8ee34e98ffde59a1","datavalue":{"value":{"entity-type":"item","numeric-id":4438197,"id":"Q4438197"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$8DC9E114-17EE-4E87-85A1-2805479EF2C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2b3026bc48c3e24ad99c69c3eb1cb2c1bce80dea","datavalue":{"value":{"entity-type":"item","numeric-id":3022058,"id":"Q3022058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$FDA00849-C8CC-49F9-A7EE-6CE2CD41A83E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b43aa10d10553cd9b0f20ff433ba6d4b85e79c6","datavalue":{"value":{"entity-type":"item","numeric-id":3969647,"id":"Q3969647"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$412C6B41-12A5-48DC-8CC2-5713362AADA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd4a320a44c11182244a17d69bb084fa9f25335","datavalue":{"value":{"entity-type":"item","numeric-id":665552,"id":"Q665552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$DF5AAC35-6D98-4E3A-8321-C7E3D161709B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4316dc71fbd58aa66719e80ec0074078153da06","datavalue":{"value":{"entity-type":"item","numeric-id":3022050,"id":"Q3022050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$289F4CA1-20E2-423A-9A1F-35469FD9C56E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"befe71eeaa3bba7afa099ce40a766caaab775f5a","datavalue":{"value":{"entity-type":"item","numeric-id":3523588,"id":"Q3523588"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$9A63CBE4-5C36-4D4C-BF62-847D097CECD7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dbaf5c89419d316f6b3df0a40b5ea546b6fe004","datavalue":{"value":{"entity-type":"item","numeric-id":703590,"id":"Q703590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$B10F3DFD-57B0-4818-9BC9-5D068B97A27A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d562b4136bb4d314775cacf47a94273e3d2f324","datavalue":{"value":{"entity-type":"item","numeric-id":951363,"id":"Q951363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$A8128CD3-2F40-44B1-A7D7-EA48AE1DEA7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"db89f8d50301e15fc4fe874f9c454ea64d9d1ee0","datavalue":{"value":{"entity-type":"item","numeric-id":854276,"id":"Q854276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$C839017B-6FEB-45B8-AC1E-7E39296E0D7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"090e15638371ef1d4303978017ad24208b000329","datavalue":{"value":{"entity-type":"item","numeric-id":1267816,"id":"Q1267816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$FA8091FE-DE34-478E-855E-13B646190A0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2ab8aecadb01566530bf5700e0778cf5c635e14","datavalue":{"value":{"entity-type":"item","numeric-id":4646463,"id":"Q4646463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$15110D3B-9E88-4437-9CE6-EA7BB5FED164","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bf56f0d68ee7f6609675905090d4a4a650a85026","datavalue":{"value":{"entity-type":"item","numeric-id":703133,"id":"Q703133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$6FC8A96D-17EA-407A-9440-1CF5DAC4D705","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"921f0daab40d6e159f3a7067edfafa95e9bd8772","datavalue":{"value":{"entity-type":"item","numeric-id":5718221,"id":"Q5718221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$2F28058B-5E6E-4F88-9AD8-0AC295D67604","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9cd1e24f512bb84f691a61e226b23795e9b6dced","datavalue":{"value":{"entity-type":"item","numeric-id":4541597,"id":"Q4541597"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$B217FF5D-1B2A-413F-8F98-251A4F23EFDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd9194aed213452f9d9f58fd7023d9e4dba396e2","datavalue":{"value":{"entity-type":"item","numeric-id":3523604,"id":"Q3523604"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2643673$C590BEF4-9149-400A-BADF-C7F0A11FA19F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"56bde840939bf78b0d00107468dd5971cbf9362a","datavalue":{"value":"10.1007/S10690-007-9038-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2643673$916E8DC8-8B47-4DCE-8F53-44B5DFA9A94D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d485f27baf12551ca8eff6d3076f8c3d400105ee","datavalue":{"value":{"entity-type":"item","numeric-id":665800,"id":"Q665800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"811ff294278f196ab6f7b93ebb106b16979c38cf","datavalue":{"value":{"amount":"+0.8562783002853394","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":"Q2643673$272DBDFF-AC7D-41A0-AE8B-420959BBBF59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5615260802e4cf4fc59761d4fca45dd9cab1e32","datavalue":{"value":{"entity-type":"item","numeric-id":5413858,"id":"Q5413858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"69334df2fdb336170a8c827cfc6a65fbe96cb03d","datavalue":{"value":{"amount":"+0.7740058898925781","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2643673$F7354DF2-A684-47C0-86BF-25AA1DD4D102","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e39c99a9257c12ae48e92adddfce052a214960e4","datavalue":{"value":{"entity-type":"item","numeric-id":3592749,"id":"Q3592749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"adc671f5362ee14c6496d0da707bafb901726170","datavalue":{"value":{"amount":"+0.7732129096984863","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":"Q2643673$AB42130C-B9FB-4DC2-80D0-D24940AF50AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96ea6e6569edc77578903cf10df7b99f91da6a5b","datavalue":{"value":{"entity-type":"item","numeric-id":665552,"id":"Q665552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8d244abfea24500d81f0b134ffc6b3ac4c92bcea","datavalue":{"value":{"amount":"+0.7729001045227051","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":"Q2643673$6A2C783B-EC4B-4A01-B6AE-20D7D4BAFA2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b14fdfa7ee1b7e1502f268e1e08e43e08353cbe7","datavalue":{"value":{"entity-type":"item","numeric-id":1036916,"id":"Q1036916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"78a759fdcf38bbe1e6aa186a9ceb14b6ce99433a","datavalue":{"value":{"amount":"+0.7724229097366333","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":"Q2643673$7029C155-F5C5-4524-AAF7-EFCE9CCC68AD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2643673","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2643673"}}}}}