{"entities":{"Q2804505":{"pageid":2815243,"ns":120,"title":"Item:Q2804505","lastrevid":52519538,"modified":"2026-01-22T20:58:27Z","type":"item","id":"Q2804505","labels":{"en":{"language":"en","value":"Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6575434"}},"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":"Q2804505$E27396A4-D004-41CC-BEFA-DE7D013232C6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"78390958c052239605a8e2b84844fb84b50791b0","datavalue":{"value":{"text":"Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2804505$A3D57FF4-D092-448C-89AC-242411D8CEDA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c6df5e04beca0b93f362dc333462b469df0a0098","datavalue":{"value":"1335.91109","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$2E606C68-4819-4E27-A907-580167A7E84F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6fc135d0a6378a3b3d0be23441579855fc04fb78","datavalue":{"value":"10.1080/00207160.2015.1079311","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$C7A1A788-3844-47B7-B969-B54CA6F7DB89","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3465619fcb13226bba2655f5a90f06d07834f0b0","datavalue":{"value":{"entity-type":"item","numeric-id":1933114,"id":"Q1933114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$52BAB8EB-6C2B-4CB2-B340-95909B5F4417","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1f8a1cf422dc8a39955e3a7180ef4ce8229538d6","datavalue":{"value":{"entity-type":"item","numeric-id":2710741,"id":"Q2710741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$9463A034-D563-47DC-BCEA-B757D5BAC3E6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1c64d6bdd320829ec442feaf78067f68056a43a6","datavalue":{"value":{"time":"+2016-04-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2804505$D17F6D51-0D4D-41C0-9938-4A2B0377141F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$475B638C-E035-4D7F-980E-9BE200CEA2CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$2FBDA20E-5804-496A-B9EC-305C7C7AFEC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"588be99e69a86bc02ca9cc8ddd46725bc447e370","datavalue":{"value":"65T40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$A343D025-9B97-4886-8BC2-B16D87D1B27C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$FB44DECE-37D2-4639-AB7D-22C66B7B414D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$F26CF254-59D1-415B-B07D-300424BF555A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$A1FB7515-09D4-4E3B-95E6-D5D3269FD11B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"47bc5d26631865c719789662abad214fedabf435","datavalue":{"value":"6575434","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$E23A47CA-D543-487E-BE03-DBC48F565471","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2804505$A0CF204A-2840-4609-AB47-6C2EBA099877","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00a6f1229ea76564fc27edc7ddd8d080f49170d1","datavalue":{"value":"Heston model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2804505$2BAC3118-9818-40BD-992F-425DC4830B37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"234e27bbb05c2fd407ce29c8c8852a6a59a6451e","datavalue":{"value":"COS method","type":"string"},"datatype":"string"},"type":"statement","id":"Q2804505$6DB1501C-096C-4DAF-9233-431A28B825F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2be55e668ea6e1a9c6f2ba69efb3532a9f85641e","datavalue":{"value":"jump risks","type":"string"},"datatype":"string"},"type":"statement","id":"Q2804505$B2F528AF-D30A-4618-92A6-DEB6845011E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"20180fe09d9bd840b0c0022455ab84ded9f8336f","datavalue":{"value":"dynamic hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q2804505$DBEDFBF1-46DD-43A7-AD66-85E0B5A5D88A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$D5BD449F-203A-497D-A066-A0D29A172F67","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a85d8483e9db246b2d11a1942831e5b7ed5b9b4c","datavalue":{"value":"https://doi.org/10.1080/00207160.2015.1079311","type":"string"},"datatype":"url"},"type":"statement","id":"Q2804505$C8860985-1D7E-4F41-9DC7-E95C6B8FA537","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2b84b2dcbfec0b827b8d3c37a7f6c816328fc9bf","datavalue":{"value":"W2201262395","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2804505$F5CA1993-9DD1-425D-AED6-968EEE48E5D6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"2920e7bd529eb95a901bcae363251b66d66f9d72","datavalue":{"value":{"entity-type":"item","numeric-id":3563695,"id":"Q3563695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$7425AB54-2468-4CA8-B59E-6DBFB1CC04D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea5d454de88e09f6c4fba2426c2c6417902e7d32","datavalue":{"value":{"entity-type":"item","numeric-id":3117871,"id":"Q3117871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$FFF10D9E-761F-40E1-A2C0-F97B81AACC8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a6e3da03626231a66efa320b8d3e3fa99748dc7","datavalue":{"value":{"entity-type":"item","numeric-id":99433,"id":"Q99433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$524E2E9F-E0B0-4950-996B-75356EF9940E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b74cedb9fdba77c7cd7fb0ec519fb6182daa3d48","datavalue":{"value":{"entity-type":"item","numeric-id":5485103,"id":"Q5485103"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$B00D4727-3F05-43DE-92FC-6F1EE372E11B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"754528584516204d9a7b5b951a52957326c84504","datavalue":{"value":{"entity-type":"item","numeric-id":375525,"id":"Q375525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$6B18022E-38F7-4276-83EA-61539D9EFDB3","rank":"normal"},{"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":"Q2804505$743BF9F5-3AFE-4E10-B295-9BBBE5F5C169","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a1558873053804d6afa3069d0e165fca87015c1","datavalue":{"value":{"entity-type":"item","numeric-id":5462954,"id":"Q5462954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$34FC7B7A-4FAC-407B-A274-B2951721F930","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"79ce3d20ef324147cf0f8edb703b2a3b89eb697a","datavalue":{"value":{"entity-type":"item","numeric-id":3100366,"id":"Q3100366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$7701B191-6101-4350-A83D-FAC9F85A3E18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"832d81b7230a41689a9e97bd8ade2411d0f2db00","datavalue":{"value":{"entity-type":"item","numeric-id":1023619,"id":"Q1023619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2804505$EE56954E-BD68-405A-AFAA-23AF3A6FDC44","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d2e723cfeab6261efd71b079423531a67f9864ff","datavalue":{"value":{"entity-type":"item","numeric-id":1792238,"id":"Q1792238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3919e0843aef615a442b6ae7ba95926db2832a4e","datavalue":{"value":{"amount":"+0.8271063566207886","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":"Q2804505$6F5EB257-50F4-4C25-870F-7D11A163C83A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"66610b7c7bfe15c4e5cd81e94c64dcd4c8815d39","datavalue":{"value":{"entity-type":"item","numeric-id":4610979,"id":"Q4610979"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5c4b1c59e829d2a93856e4fbbf2b7c35790c40bd","datavalue":{"value":{"amount":"+0.8200678825378418","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":"Q2804505$84CD8D9D-0078-4070-A9A5-89FCF5DC0CDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"948d62a616eff4e7bff40c1776b8d771e8c87f59","datavalue":{"value":{"entity-type":"item","numeric-id":4612320,"id":"Q4612320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"842a8d1002e0da4a0a438efb7bf11151320bd217","datavalue":{"value":{"amount":"+0.8151289224624634","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":"Q2804505$5327C2C4-7D95-4959-B580-A76C83B9ED18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f353fc3747403f47fcf731e5eac3ba091be42a5f","datavalue":{"value":{"entity-type":"item","numeric-id":4625353,"id":"Q4625353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35c20e4fd91982b952ee77643639f68b4292700b","datavalue":{"value":{"amount":"+0.7961477041244507","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":"Q2804505$505C0AEF-ECDD-4C96-B06E-FB1FBC9C5F8D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c3b87252a9b339b1332c5143e62bf75e4f9559f0","datavalue":{"value":{"entity-type":"item","numeric-id":5220943,"id":"Q5220943"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"344206dfb1ae47f4e1029fe6a64c31f814400844","datavalue":{"value":{"amount":"+0.7812781929969788","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2804505$AB95259E-E2BD-45D9-9641-F72DBD66D9B0","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2804505","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2804505"}}}}}