{"entities":{"Q2786278":{"pageid":2797016,"ns":120,"title":"Item:Q2786278","lastrevid":51087320,"modified":"2026-01-16T14:39:24Z","type":"item","id":"Q2786278","labels":{"en":{"language":"en","value":"No-dynamic-arbitrage and market impact"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5789664"}},"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":"Q2786278$89BA46EA-BD28-43EC-9A86-A76A907EC910","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"afe60208161cfc88cb62d03924f99f5c909d8857","datavalue":{"value":{"text":"No-dynamic-arbitrage and market impact","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2786278$F9EDF10E-982B-4F82-A476-0D4F90D91C57","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7250bd0389d56e34f29a1ce2b4d77688501f53f5","datavalue":{"value":"1194.91208","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2786278$E2CA5CBA-80E5-4C5E-BADB-4E42F7891093","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"05cf7567695e258b3a712c6cae01b3dd3a4502b1","datavalue":{"value":"10.1080/14697680903373692","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2786278$E7D8C64C-28F1-4ED3-A3DE-9C83AE04BA39","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"199fefec53fda89fe5676d71ab8d5a1fe5de968c","datavalue":{"value":{"entity-type":"item","numeric-id":1999592,"id":"Q1999592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$C2AFE5CA-40A7-42FA-9F2E-B9D74AE4BEFD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$55A3F50D-0743-41F0-A0BA-BFCAA0A922D1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"24079ba03437de62c4e6fda5262431b289580da2","datavalue":{"value":{"time":"+2010-09-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2786278$30E40CEB-7C4E-46DF-B538-D238C496ECE1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2786278$B2B60AF5-4F20-4AA6-93C9-56B5B6ECFEA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2786278$AA36148D-479B-4775-8236-9FFA74BA32FC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9bfdf65bfedf45c7da59912b2928907e9bce3654","datavalue":{"value":"5789664","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2786278$9CEC83AD-EF88-4F54-B237-E282CA56DA37","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2786278$0D3E2B0F-1DAF-407B-AAF8-41A47208E6DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f9c9a7e2479d28d1aced90d3d38ea830231b3bdd","datavalue":{"value":"volatility modelling","type":"string"},"datatype":"string"},"type":"statement","id":"Q2786278$D44E135C-A262-475E-A69F-D497BEBA3CAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"424ff503af4f2fd7dc5cbca70423b07067b6222f","datavalue":{"value":"volatility smile fitting","type":"string"},"datatype":"string"},"type":"statement","id":"Q2786278$0205F8FF-32D9-4892-B7F2-D6C37DC17085","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"adfd5638523da1a3d052627d5c86db0ba219e413","datavalue":{"value":"volatility surfaces","type":"string"},"datatype":"string"},"type":"statement","id":"Q2786278$674B6D48-C772-4987-BF09-0D0DB67FD01E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"535a7dd5fb5350d10851a86db97aa691d6454c5e","datavalue":{"value":"stochastic jumps","type":"string"},"datatype":"string"},"type":"statement","id":"Q2786278$FD24D388-2C32-4343-AB2A-930BC8DBA737","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c9b9e5e716f5adb92b42b7733a768e884dc68759","datavalue":{"value":"options volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2786278$85BE42B5-133F-438E-BCC6-6FA146BFB5B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2294aeb4060a47a427ef88f9b189f813db384110","datavalue":{"value":"options pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2786278$39D74AC6-737D-4904-87B2-FDD8606E33D2","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$FB28DA97-DF16-4B4E-B588-BEF0A646999F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a7b7f8b034949888c5b892647ed32cfed720ec89","datavalue":{"value":"https://doi.org/10.1080/14697680903373692","type":"string"},"datatype":"url"},"type":"statement","id":"Q2786278$3DE13FE1-63E1-44E0-AF3D-4D829811FF23","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"edc6cbe1698764d2ae2bcfa2223d4913f9a2413d","datavalue":{"value":"W3125123194","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2786278$80C6F463-D63B-416D-BBE0-C13990697D11","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f619ea9937f2bdb17884ba7e21e30f2628fcd6a6","datavalue":{"value":{"entity-type":"item","numeric-id":5190130,"id":"Q5190130"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$CDD77DBC-AE29-4C17-8BFD-5076079A187E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99674e143a9c9dfc1291bf17db0a04529a85da59","datavalue":{"value":{"entity-type":"item","numeric-id":5484636,"id":"Q5484636"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$D40145B1-D4DA-4DA2-9FE9-FA24AE09CF3B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5525f8ae1a9fabcff1a1ed287b7ee2c39479a6cd","datavalue":{"value":{"entity-type":"item","numeric-id":5484635,"id":"Q5484635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$46097656-6E81-45C5-8E29-F5DCC941920B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"654f18f5a821fe74854852e4d973a4bd109b9836","datavalue":{"value":{"entity-type":"item","numeric-id":5475045,"id":"Q5475045"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$766A3B8E-CBD0-46F8-A4BC-423AF09DE2E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f92f6356f29e446dd6e4b2e0222fb4ccb90f4e03","datavalue":{"value":{"entity-type":"item","numeric-id":3375377,"id":"Q3375377"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2786278$ECA67378-1459-4E1E-B7A8-B108398CCA3A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fac6e38dcb1748fb56e97126c4e21640c39138a9","datavalue":{"value":{"entity-type":"item","numeric-id":4628040,"id":"Q4628040"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d856df2526d7cc0558f54cb27e12097702701f69","datavalue":{"value":{"amount":"+0.8263724446296692","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":"Q2786278$CDCE0CF5-6F25-4247-9486-F4274DCF1896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ff0a1a058204f688e5585ffc908dc5d09b769bb","datavalue":{"value":{"entity-type":"item","numeric-id":5855958,"id":"Q5855958"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c76133c0ef24b93070e5bce8f0a7668d2cec52e3","datavalue":{"value":{"amount":"+0.8237988352775574","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":"Q2786278$30A81EFB-7C26-4033-BC13-093CF6D7E02E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e69eeea77fa16a358649e21c1b48ea04d1097fa1","datavalue":{"value":{"entity-type":"item","numeric-id":2871427,"id":"Q2871427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"12e76ac2b5fc542c38cff84ef48c70d59dc93990","datavalue":{"value":{"amount":"+0.8002474904060364","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":"Q2786278$3135A618-E6BB-459F-A206-0181DB3D7A42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"957a0ccb0076d9e70bccf923edaacc9ccb5e593f","datavalue":{"value":{"entity-type":"item","numeric-id":4683067,"id":"Q4683067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"797b5030a56f7e19c20349120bf13cf395e66e75","datavalue":{"value":{"amount":"+0.7958091497421265","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":"Q2786278$9EC16884-D48D-4AD3-8B68-8391FEF251F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"36755aa4ce4ee7060c6c8801c731ce34ca8753b8","datavalue":{"value":{"entity-type":"item","numeric-id":2889582,"id":"Q2889582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8651d5d9a6624b0bda4881dcefd335197ecdf687","datavalue":{"value":{"amount":"+0.7951273918151855","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2786278$E3B901FF-FDA7-4871-B76A-F83FDA990513","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2786278","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2786278"}}}}}