{"entities":{"Q2671216":{"pageid":2681959,"ns":120,"title":"Item:Q2671216","lastrevid":44606673,"modified":"2025-11-24T07:41:33Z","type":"item","id":"Q2671216","labels":{"en":{"language":"en","value":"Variance swaps under multiscale stochastic volatility of volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7536577"}},"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":"Q2671216$41D67C8C-D9A7-486C-AD73-5AF1458BC337","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3363058cdfb6b9696ddf8e899c6f3331f7755c62","datavalue":{"value":{"text":"Variance swaps under multiscale stochastic volatility of volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2671216$FB7510C5-7FEF-41B8-A7A0-8C1834398D3B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6e739b1bae2bda079337a5f3bea000b492f4acd6","datavalue":{"value":"1492.91379","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2671216$F0BDB0F1-D5AA-464F-BB1B-BE1537299731","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"66436e088dbc0da024463ed3254265c1e3b63ee9","datavalue":{"value":{"entity-type":"item","numeric-id":340489,"id":"Q340489"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$DD5B2197-0F47-4381-90B8-179286175FFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3a2b6c3a3bb73dd3702b8573329beaf727794510","datavalue":{"value":{"entity-type":"item","numeric-id":1997862,"id":"Q1997862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$4AB5D6F5-9700-4F8D-A343-8FAD05716D4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b0a85991f9a159b24b649e8f2c44f1d5b9a1cd62","datavalue":{"value":{"entity-type":"item","numeric-id":340488,"id":"Q340488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$F00A1377-0EA8-4AD6-96DA-956A8293E514","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"099403f2f765b8dfe6a490332864c73f3ac00aa6","datavalue":{"value":{"entity-type":"item","numeric-id":77770,"id":"Q77770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$16ECD4CC-5DF5-4D05-9BF9-10CFFDCECFC5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1c986118960ce8e3a4ca9bfd9a9b0e8a4e9089d9","datavalue":{"value":{"time":"+2022-06-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2671216$3AE5DC4B-A40E-4AE7-B113-2FB051257CD2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2671216$069F488A-AB2A-4399-8427-83FB388E5513","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2671216$06E490E0-F610-49D5-A988-0AAC8F208872","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2671216$EE324672-C612-464C-A53B-E8FCA4AA739B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0822c1e1d8c4ba6dbfcf02aa51eba2a5b06c2d30","datavalue":{"value":"7536577","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2671216$7A061010-13A7-4EF1-915F-CC2984535806","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"228eab7254fe979603e1790a7de7466a56aa8f4f","datavalue":{"value":"variance swap","type":"string"},"datatype":"string"},"type":"statement","id":"Q2671216$9DA6D699-5520-4638-B721-BE2B574D6657","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2671216$CF891504-4AC7-490D-95E3-A02A6901C641","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"76d02db5c2e62b1958d306e2b3c95abd093870b1","datavalue":{"value":"stochastic volatility of volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2671216$A883A5FA-1026-4B0A-8563-A8D96EC177AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80bd1e5223685ecbf936b4ad3d29ba674dc68636","datavalue":{"value":"asymptotic expansion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2671216$4EBA11E1-0247-4F58-B9C6-926C004498D0","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":"Q2671216$126079BD-662F-45F9-8129-210DFF818C61","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"20d5be5bf2229e5a3176aff1cda648e81af1fca0","datavalue":{"value":"https://doi.org/10.1007/s11009-020-09834-6","type":"string"},"datatype":"url"},"type":"statement","id":"Q2671216$7540FDFF-ED4D-46AB-882B-C83D5CE02C32","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"db67b2dcec901f938fc849b312f7c5aa788d92f3","datavalue":{"value":"W3098695750","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2671216$59B7A783-F69F-4AD2-A968-9F42199676B5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$A9CC3C81-1855-4A3E-BCAF-D8F687C89F89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb6d6a029ebc9e9f9ba3d2c0032eb6d6789666a5","datavalue":{"value":{"entity-type":"item","numeric-id":3621561,"id":"Q3621561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$877F7B0D-8DE6-4E27-9604-04BAEA5F1DA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cac040ca7163852362b9c6480f9484aa89d1ebc3","datavalue":{"value":{"entity-type":"item","numeric-id":3084598,"id":"Q3084598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$F8F52216-0246-4B4C-9DDC-9689E53E48CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e7e15daed1e98cecdeab6e6688b63ea426d9adc4","datavalue":{"value":{"entity-type":"item","numeric-id":2927954,"id":"Q2927954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$17E09D4E-AD45-446F-BDF5-3DF795FF7CC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea5d454de88e09f6c4fba2426c2c6417902e7d32","datavalue":{"value":{"entity-type":"item","numeric-id":3117871,"id":"Q3117871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$FF5000EB-D9A8-493F-A38B-21CE6CB21D98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f1071f38405434cb4f06f66018911a93a85d0b42","datavalue":{"value":{"entity-type":"item","numeric-id":1670389,"id":"Q1670389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$7B03507D-EE39-4EDA-8261-F36162B9620A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"74171bf1898b59c2a5153523c864e43f833a3a37","datavalue":{"value":{"entity-type":"item","numeric-id":2000317,"id":"Q2000317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$50A32D6D-570C-4C2F-B721-BA8A82098F47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3e721b601d8a39c237896b3c5a9dd1754fa9e69c","datavalue":{"value":{"entity-type":"item","numeric-id":4554477,"id":"Q4554477"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$9A3E3A1C-14CF-4A7A-834C-C9F1EEA2672F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$7FFCA5C5-3902-42DE-9A9E-9AE349510C97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1589621ac827e9eb257f2f2566404418dbb604a0","datavalue":{"value":{"entity-type":"item","numeric-id":3094895,"id":"Q3094895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$5193519A-A679-4E51-9F89-5278E37778B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b44b590346abbbeae2321563381b41844601a3f9","datavalue":{"value":{"entity-type":"item","numeric-id":1059928,"id":"Q1059928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$2ABF77E3-9276-418F-9EB9-F7094165F0C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63fecd6d47d729f8cde15b88a2fffd3b5ebb52c1","datavalue":{"value":{"entity-type":"item","numeric-id":5844253,"id":"Q5844253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$69349D7B-0D96-4B59-BFFF-D4963D4E1724","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f34502be4b616d61d6c1cdb0acde013e39f26bb","datavalue":{"value":{"entity-type":"item","numeric-id":1650944,"id":"Q1650944"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2671216$E5021B8C-E329-48B9-A269-D840CC2E6D06","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"9174487a44716d8ebbdbccebea9c30e783641a6e","datavalue":{"value":"10.1007/S11009-020-09834-6","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2671216$D9CB8C0D-4510-4B03-9DDE-EB1A55F292B0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"12f3e81ffda33502a2a376b98581601c74b65b44","datavalue":{"value":{"entity-type":"item","numeric-id":2250184,"id":"Q2250184"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"453a95a18aa6c314af47ff5c0160cc6b4d4518f5","datavalue":{"value":{"amount":"+0.94164","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$AF706858-2601-4DDB-9A22-D4EABBCE9470","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"abbb9f33dea0bb508cc04a0b0200415c1be6a4a0","datavalue":{"value":{"entity-type":"item","numeric-id":4986444,"id":"Q4986444"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"014fff6845ed97bc071a6fa62042169802b63d4c","datavalue":{"value":{"amount":"+0.9410525","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$A86AE7B2-674C-4CD5-BDDC-B4BDD6FA8E4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9e1c462dace0c6864f0bb167ef244eb56bcc4ed9","datavalue":{"value":{"entity-type":"item","numeric-id":319633,"id":"Q319633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d445bf66fa7da825fc8c3863ae2c6d5116de5b74","datavalue":{"value":{"amount":"+0.93427265","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$EE2E2B5F-FF25-462B-AE34-C4DB135BE223","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3837d93d272d7b76af272f5584295b27e87ae3e6","datavalue":{"value":{"entity-type":"item","numeric-id":671068,"id":"Q671068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0025e1cd73d1ca459066badfebc699e0ae66f2b0","datavalue":{"value":{"amount":"+0.93192595","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$95E8A028-DB18-4E29-A984-85CD994BAF02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8bd2d710a0303aca70cd17c84b0358248eb6e12f","datavalue":{"value":{"entity-type":"item","numeric-id":2876063,"id":"Q2876063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4df583a8579653155b1f549133fbcfa0fb6cf8ee","datavalue":{"value":{"amount":"+0.9291689","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$EADCA5DA-EE9E-4EA1-90DD-9FD24E8CCEF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e888a0e881a5fee4ceec2c5fb02f5ff9548ce344","datavalue":{"value":{"entity-type":"item","numeric-id":1998119,"id":"Q1998119"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4d657360727be7d1b0f92da551f741cd683fa99d","datavalue":{"value":{"amount":"+0.9250245","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$0215A452-E95A-423D-81ED-359441825C54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c69d65cf4e1fa485b11fbcf398d17d93cd507ae5","datavalue":{"value":{"entity-type":"item","numeric-id":2068493,"id":"Q2068493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b26dc1095e5c6a2ca495c7515ecdf3ea1e3452b2","datavalue":{"value":{"amount":"+0.9247057","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$ADA5994E-56EF-4FA4-9BFC-C39E8D90270C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a6755fc13b0affe6fc6975795852f9f98e698c81","datavalue":{"value":{"entity-type":"item","numeric-id":5146449,"id":"Q5146449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ebd08d2e8a357f6e6de37153821b16538e049974","datavalue":{"value":{"amount":"+0.9246248","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$2C74F537-CB26-4E9B-8FF1-840409BD2691","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f1931ba6cbb231a53dfc8fbc48e5dd3295107e0e","datavalue":{"value":{"entity-type":"item","numeric-id":2164576,"id":"Q2164576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"06a4604fcdeb0e732467dcd8ef8a2cf760bfeb43","datavalue":{"value":{"amount":"+0.9243413","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$E277B546-CEBC-47B4-9771-52DF714B3007","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6af568d2604ed0608491fa346f85c7dac92bc2ad","datavalue":{"value":{"entity-type":"item","numeric-id":5384677,"id":"Q5384677"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"32e79bfd6ea21b94b0172a998058d79e49e85ff9","datavalue":{"value":{"amount":"+0.92130435","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2671216$CFA985BC-7B63-41AA-9359-543F92DE484D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2671216","badges":[]}}}}}