{"entities":{"Q2760089":{"pageid":2770828,"ns":120,"title":"Item:Q2760089","lastrevid":79231589,"modified":"2026-05-06T13:26:46Z","type":"item","id":"Q2760089","labels":{"en":{"language":"en","value":"Quasi-Monte Carlo methods for financial applications."}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1684098"}},"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":"Q2760089$E3C08070-1282-4AAA-AAEF-5361200F3210","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"70da2096f4103e59f931c064d89421e21467cc63","datavalue":{"value":"1051.91039","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2760089$B12E9750-DE15-43E4-BAD3-873F27416C1F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5e32dfeb8ab30fd2d95091eeacb24ae278c5a14b","datavalue":{"value":{"entity-type":"item","numeric-id":855893,"id":"Q855893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2760089$FBE08BCA-02B4-4456-889B-E48E9BB2F075","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"51fa866876a61ae2435740199de51e5bb1a31ee7","datavalue":{"value":{"time":"+2000-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2760089$E4D0A4C2-E097-4094-8B86-156B25B1124C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2760089$04D0D98B-30DC-4A11-A80C-2AC897442E5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2760089$6F4CD45E-8150-4A1D-8F99-AE5527468BE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"086c0286ca441f85b3f6a04f4cff158d1709cb93","datavalue":{"value":"11K38","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2760089$D751C8EC-9DE9-4FC4-AFB3-3183F80C42A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2760089$BD275294-8AD3-48D3-9663-08372E4EC5E0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"dbbc905ab34e3de1df009ceaea08a0db39fd5940","datavalue":{"value":"1684098","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2760089$C15AA35C-A699-4BD5-95C9-D99A6CF9808C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a659bd3f43ea08c0d037573a828a02d9b291e1e9","datavalue":{"value":"quasi-Monte Carlo methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q2760089$9FD542AD-8489-4DAB-91F7-E1E7C3396B52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"aaaa7a3d52ff4b52d656947ba1ba19a1a83fae4d","datavalue":{"value":"low-discrepancy sequences","type":"string"},"datatype":"string"},"type":"statement","id":"Q2760089$E871ADBD-7998-4F71-9D77-2B4044451A40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f32ffc9cb301aa3bc213648c6355e85d3103549c","datavalue":{"value":"pricing financial derivatives","type":"string"},"datatype":"string"},"type":"statement","id":"Q2760089$5C9A14E9-FB39-4107-B426-7FF8323DED71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f72c331e519bb30e42afd143f6d339f9161d7a73","datavalue":{"value":"mortgage-backed securities","type":"string"},"datatype":"string"},"type":"statement","id":"Q2760089$6390C1AD-21E6-496F-9D00-20F0F0511431","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":"Q2760089$235155E5-8440-4A11-B63D-D0DCB21AA796","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f9451fc5444172fb017cf2c162a98a7ceab1731d","datavalue":{"value":{"text":"Quasi-Monte Carlo methods for financial applications.","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2760089$1AD32EAC-66FC-4434-8A0B-C2BE97C1B1AE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b9a29347272133cbf7388d618285a2e4ec51a90d","datavalue":{"value":{"entity-type":"item","numeric-id":4363657,"id":"Q4363657"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5724e12aa15ba34c19969af84f8bd3ca9d54628f","datavalue":{"value":{"amount":"+0.8999953269958496","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":"Q2760089$17645136-96D9-4E42-B591-D733E1D94FDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2bae031f4318c88e63920671ec097896d0745480","datavalue":{"value":{"entity-type":"item","numeric-id":2976034,"id":"Q2976034"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8d1137822cc24deebf0618053e0926d6cd9aaab7","datavalue":{"value":{"amount":"+0.8894953727722168","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2760089$FFD34E43-EAA8-4898-A79D-8F3572B7456A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"395fcd8b0fe250ea71d259fd64217105ff1f23ea","datavalue":{"value":{"entity-type":"item","numeric-id":4226447,"id":"Q4226447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28bb030a2d49e5b4407881df44f0f713e033fde9","datavalue":{"value":{"amount":"+0.8836124539375305","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":"Q2760089$9D3BE720-0004-40EB-A92C-500C670B6F28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4850ec3fc9d82ac7ec1227dab325cc81c9e1f1ac","datavalue":{"value":{"entity-type":"item","numeric-id":4803743,"id":"Q4803743"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eff20862e9596d4a75d34ab71030bf0ea26c474f","datavalue":{"value":{"amount":"+0.8827036023139954","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":"Q2760089$6437BE08-1E75-4002-8111-FFE2AC7F5F2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2d2101bae2a97273cbabfbb0de2078afcbb8ece9","datavalue":{"value":{"entity-type":"item","numeric-id":2779368,"id":"Q2779368"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bcf9b56d4593988eb042383aec8ccb16a82b0d6c","datavalue":{"value":{"amount":"+0.8799040913581848","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":"Q2760089$6D5D3C6C-E0E7-4453-9A89-DCEC6EBEAF17","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Quasi-Monte Carlo methods for financial applications.","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Quasi-Monte_Carlo_methods_for_financial_applications."}}}}}