{"entities":{"Q2722131":{"pageid":2732870,"ns":120,"title":"Item:Q2722131","lastrevid":82980197,"modified":"2026-05-06T22:35:23Z","type":"item","id":"Q2722131","labels":{"en":{"language":"en","value":"Analog of the Black-Scholes formula for option pricing under conditions of \\((B, S, X)\\)-incomplete market of securities with jumps"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1617376"}},"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":"Q2722131$01FCA9CE-37F5-4953-BB04-1AF667CEB394","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"77c10f499fac85729ed4d503462f67bc7ea6704e","datavalue":{"value":"0971.60069","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$A5C83AD0-6488-44CC-9F5A-5B664B11681B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"410eb5e6e1a88a5e233034ddfce2bcdc729afddc","datavalue":{"value":"10.1007/BF02513144","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$8BCFC63B-F613-4BAC-AFC3-8C397C3F1CDE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"40ef2c307e9078023cebc740459844562b8a6008","datavalue":{"value":{"entity-type":"item","numeric-id":538917,"id":"Q538917"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722131$95255CE3-9AA2-4680-A17A-02C2B3589655","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f3344e395ee215a2c51a08599b9ea60d3f348801","datavalue":{"value":{"entity-type":"item","numeric-id":2722129,"id":"Q2722129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722131$35707DDE-59C9-4A31-9BFE-ECA084FE3AFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"69c371cad55e143af2cf3d27ec7116b62e66e6c7","datavalue":{"value":{"entity-type":"item","numeric-id":2722130,"id":"Q2722130"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722131$06FBB7E6-7705-456D-A76D-F31ADDEA7479","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a2ee3b935f81a864d03f4e2c25395eef672e39e8","datavalue":{"value":{"time":"+2001-07-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2722131$6562021E-A892-4384-8397-257081BCC674","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$E5E157D4-62C4-43D3-80A1-D1960A9224DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$877CDBF1-526C-40C2-9369-514B5C222AFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$2CC6709D-D602-4100-83B9-5BA135D34C02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$3729928A-41B6-401E-8BB1-8AA2847420F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c0ecd49782246b7fab028f912f49cd163073d4bd","datavalue":{"value":"60J25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$D09CEC8E-ABAB-4FE3-A66F-981AEFD472D1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"82d9e50e8ca05d5bac2a633dd4b031b12b4decfb","datavalue":{"value":"1617376","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722131$AF42440E-4728-413C-99F5-0953734164D0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9871697226a22e849d8af1d027a3615ca089f6f5","datavalue":{"value":"Black-Scholes formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722131$3A2AA73A-63D4-47AF-BC9B-2BB4A2AA4C6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0819f0e359457da8ab49ed1a9e9e0976a6be3f92","datavalue":{"value":"Feynman-Kac formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722131$31D984DC-83D9-4287-A874-B0E9BC9B532F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9077315b654b932a593c3c320cdf60ad34bd4cfe","datavalue":{"value":"random evolution process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722131$CF767ABB-B244-44FA-AA4E-0877A7AF71CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d3982d8953519793fd0c504f10b659a42d3cb9a8","datavalue":{"value":"Markov process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722131$79FBF201-C1D6-469A-8ECB-601CF173AEBF","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":"Q2722131$64C07474-83FD-4EA3-84C7-C47336CD0C70","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"db3f447699ab5004c4e2f0ce3db9e6a5a9ffe994","datavalue":{"value":{"text":"Analog of the Black-Scholes formula for option pricing under conditions of \\((B, S, X)\\)-incomplete market of securities with jumps","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2722131$59CF5C64-6E26-412E-9ADF-164404FB6336","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6e3c3382d8246ac890c3dbf64a6a04e0e0dd8b5b","datavalue":{"value":{"entity-type":"item","numeric-id":6768749,"id":"Q6768749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722131$4EC40276-62A6-471D-954D-B0E1C777BC28","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"5e212d039a3ebed7fd0558ab16fcfb2621a1c9c9","datavalue":{"value":"A \\((B, S, X)\\)-incomplete securities market with jumps as a jump random evolution process which is a combination of the It\u00f4 process in random Markov medium and the geometrical compound Poisson process is considered. For a given model the Black-Scholes equation and formula which describes a price of the European call option under conditions of \\((B,S,X)\\)-incomplete securities market are derived. The Feynman-Kac formula for random evolution process is derived which is used for deriving equations and formulas.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722131$AAC08ADF-A059-439E-8841-0D5B50BB5336","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"f8bbc8e38831fbb21f0b463cbc9e97b04a4a561a","datavalue":{"value":{"entity-type":"item","numeric-id":591741,"id":"Q591741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722131$0E7C68E4-1942-4450-82B2-817EBC537B33","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d6701d36e097805773c7d22144b9669c3941cf96","datavalue":{"value":{"entity-type":"item","numeric-id":2737019,"id":"Q2737019"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"91085af6231ca5bd246751ec5833e6d68275c2c1","datavalue":{"value":{"amount":"+0.8211441040039062","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722131$ACF4915C-9F79-475C-9991-45DA3F9ECFA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e1adc1889a2e0b200515dea866fc60f82a68b0f","datavalue":{"value":{"entity-type":"item","numeric-id":340129,"id":"Q340129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"afe2a96a2987918052098c6b818fdee5a1c43673","datavalue":{"value":{"amount":"+0.790920078754425","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":"Q2722131$BC1FB7C2-7F89-42D8-AC2E-45FF275C1A68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3dfb0149b728737d1e13ab9e7cc9b5047bae9cca","datavalue":{"value":{"entity-type":"item","numeric-id":1862674,"id":"Q1862674"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6ac4382e39842e57c1fd0d1f194de808b9305045","datavalue":{"value":{"amount":"+0.7857102751731873","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722131$A25C0B9E-2751-4857-BAC5-6ED436E4AA62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d42ea60f493e2fb0deabee32a3d87333ad91559","datavalue":{"value":{"entity-type":"item","numeric-id":3018085,"id":"Q3018085"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1cc4d7dd674f9f4c92d9dc85f7144f7d02674fa1","datavalue":{"value":{"amount":"+0.771922767162323","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":"Q2722131$AC66A1A5-E500-4F02-84B5-0CFAFE376D16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f27ad4f6e0868a8a8c7ac577ca4eaf39caa1a1c3","datavalue":{"value":{"entity-type":"item","numeric-id":3455963,"id":"Q3455963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35740e134637e46fe5a7463067aea42a6fc47ff6","datavalue":{"value":{"amount":"+0.7677696347236633","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":"Q2722131$15C79D01-3C7B-462B-B37D-80B6738E966B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Analog of the Black-Scholes formula for option pricing under conditions of \\((B, S, X)\\)-incomplete market of securities with jumps","badges":[]}}}}}