{"entities":{"Q2806357":{"pageid":2817095,"ns":120,"title":"Item:Q2806357","lastrevid":58012800,"modified":"2026-04-03T11:05:04Z","type":"item","id":"Q2806357","labels":{"en":{"language":"en","value":"Joint distribution of a spectrally negative L\u00e9vy process and its occupation time, with step option pricing in view"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6581260"}},"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":"Q2806357$50EAF505-4A13-4784-833E-DC2142C5C893","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3d2c1a0125cde19d0b607defc9cc0be792e0ea6e","datavalue":{"value":{"text":"Joint distribution of a spectrally negative L\u00e9vy process and its occupation time, with step option pricing in view","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2806357$9150DD1C-9310-4AD5-8AF7-B293DDC8DB53","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"51b264ee18f359c4065c4159da42bee2ae7709a8","datavalue":{"value":"1337.60090","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$2BCD30B4-9456-442A-83FD-D77231D80542","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"899287fb35f6135b7afc0a4308c949ce9b119212","datavalue":{"value":{"entity-type":"item","numeric-id":311991,"id":"Q311991"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$041B138E-555C-4517-A6D8-6538F802EB86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c68101e85b57ad4e1e596458f7f9020b20771bc9","datavalue":{"value":{"entity-type":"item","numeric-id":274167,"id":"Q274167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$F7EFC9D7-7F89-4506-9934-11DA8170BDD4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a18a232a5ba805729e3a0fdc88e7b61b975c21b6","datavalue":{"value":{"entity-type":"item","numeric-id":102034,"id":"Q102034"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$A0D06684-0D01-4295-AAB5-D63403D53BC6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f158d900e6e0544baa84834e48185c69f362c02f","datavalue":{"value":{"time":"+2016-05-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2806357$7B05D33E-1A8E-4BDB-8C81-552EE40A34DC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"66e13ed1791fbdf80b6c4684239c466dec835135","datavalue":{"value":"https://arxiv.org/abs/1406.3130","type":"string"},"datatype":"url"},"type":"statement","id":"Q2806357$0DEBD043-5073-4D2A-B93A-892990F262B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"e818c0ea691b57e39d400f133c081e1ea59ee78a","datavalue":{"value":"https://projecteuclid.org/euclid.aap/1457466166","type":"string"},"datatype":"url"},"type":"statement","id":"Q2806357$31799FEC-3CD0-4FAD-96BF-68D57ABA62CA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$3C413DE5-E92C-48FB-8477-5601A8EEB10E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$0248A3E3-EE19-47A8-8CA3-82E6F806FDCD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$4E9E90A2-BC2E-401F-AEF2-8CE0AE9989BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$635FBFDC-2FBA-40BB-9FBE-48AEE6C97DAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$83072FE3-C7D1-4656-8C65-7CE726E8C04A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5bc9b604f205450aa0561c00f4e6ed05b39049e8","datavalue":{"value":"6581260","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$5A5437FA-6BBA-4FEA-8222-CCD689CD722E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1c26b5926cbd3b9777f94b19e04e5b5f4550ea20","datavalue":{"value":"spectrally negative L\u00e9vy process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2806357$7E3EFFCB-0B3B-484D-BD69-2FA1E01EAAA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b5d9f8086234722c16b4e82c5623ca398c517b6c","datavalue":{"value":"occupation time","type":"string"},"datatype":"string"},"type":"statement","id":"Q2806357$3CBE9C34-F328-4320-98C6-B9352A735E40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6be0744905be6eb47d7718dc11782cf7c16331a","datavalue":{"value":"fluctuation theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q2806357$16F1E342-CD3F-468F-A492-1612BB066A15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"30282c29aaae7c5eff380b8865cba3b5f8adf453","datavalue":{"value":"scale function","type":"string"},"datatype":"string"},"type":"statement","id":"Q2806357$EEB985B6-1D37-4AAE-B52C-7F761445A4D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c4d52dc6f30fde9023ef2ddc9c9b290946811377","datavalue":{"value":"step option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q2806357$D0AA5B39-4CFE-48B5-B293-340206B28453","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bbad6db128df09ad58d979d8de2dbb13aad2cedd","datavalue":{"value":"L\u00e9vy jump-diffusion model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2806357$38DB1099-21E0-4752-9831-DA49DE047E3F","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":"Q2806357$4374855B-03DA-4FF4-A75B-2D190F5BDD27","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"88efa597cf69e38390b1b074a96bbbffe7b9c9a8","datavalue":{"value":"W1505293895","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$B14CEC59-BEB9-4779-AB95-CDBDB8FED16C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"729ba600513c131841bc45d8343e58c7a980b620","datavalue":{"value":{"entity-type":"item","numeric-id":1901079,"id":"Q1901079"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$3191C7DA-AECC-4AC9-9F36-6E63657AF3C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4aa81fc26e931c1ade2d7b9663cde967e8b5822","datavalue":{"value":{"entity-type":"item","numeric-id":4888858,"id":"Q4888858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$5FD00D73-F997-46C7-ADEC-91BF1F34DE67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5e49f0a05346598b6238e9d76b01866f740e8ef","datavalue":{"value":{"entity-type":"item","numeric-id":1015316,"id":"Q1015316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$FCCF859C-F7A1-4E9D-AEA3-D5A5A6FD5ABE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5cf9b197f9af6312ba5269631be8627dbee93344","datavalue":{"value":{"entity-type":"item","numeric-id":3169100,"id":"Q3169100"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$5303C777-44CA-4FC2-9A07-3D9E7CF75C8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"139773dabf7feb120ba329306b2e6c8f7a2e7136","datavalue":{"value":{"entity-type":"item","numeric-id":3523521,"id":"Q3523521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$B96150FC-71BB-432C-A578-B69E276A21D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1fde9fdf09c619f17f852d1f53955008edc83f4","datavalue":{"value":{"entity-type":"item","numeric-id":3143840,"id":"Q3143840"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$3981968A-D20A-4C1C-B350-7B37F0AD1C49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dc36d5b7cc43ea7c4ec8ad515214ed9501f6f097","datavalue":{"value":{"entity-type":"item","numeric-id":2500514,"id":"Q2500514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$8B075FCE-6F75-4CF0-9360-65210DD2EFEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f4fff9b501c879843aa5011f3ec0eafacbb1959","datavalue":{"value":{"entity-type":"item","numeric-id":482802,"id":"Q482802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$E4A70D4B-D9D9-4B95-9A26-31D2B059E9EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9c0daab705062009682d713069e349b2f499a4d","datavalue":{"value":{"entity-type":"item","numeric-id":2513639,"id":"Q2513639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$D376A982-A63C-4D9F-8E05-1CFB994C9E38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"103f7e0121a9fb0a039bed004edddb68b7923cee","datavalue":{"value":{"entity-type":"item","numeric-id":719777,"id":"Q719777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$37C2D838-FFB5-43F6-A25A-9CA90DF8F959","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1538e1ff6033114df0ba641be2243de8f16c379","datavalue":{"value":{"entity-type":"item","numeric-id":479172,"id":"Q479172"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$F91158B2-C09B-4760-8956-5FBA07DCDB32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e52ecc5a3e38727cfc498ab2dd3573b01d1b020e","datavalue":{"value":{"entity-type":"item","numeric-id":5396591,"id":"Q5396591"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$5A7AF9CD-375A-4CA9-9657-7C1B3193AE0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27ef82564ff9b8b9648dff13b4d857e0e64c333c","datavalue":{"value":{"entity-type":"item","numeric-id":2757294,"id":"Q2757294"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$0FA29B3F-3A29-49FE-9FCE-ECD1B460FF17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2d6bb37f4610cfa3178b2422a5f318028ddc8cc","datavalue":{"value":{"entity-type":"item","numeric-id":2637212,"id":"Q2637212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$1EA84A40-7F1C-42AC-89DB-4FF655FD3A10","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"60f9fe32f5529c856f03d669e3ee7a4f23c341b0","datavalue":{"value":{"entity-type":"item","numeric-id":5176527,"id":"Q5176527"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2806357$F96969B7-65BB-4D2C-A287-6A2731D478EE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1c94795ac1fa4dbd753b160387cfad814c611237","datavalue":{"value":"10.1017/APR.2015.17","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2806357$F8486BA3-03DF-443E-89DF-8256AC2FB06B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aa079f6bcda73ab82390b07744b2c079dc4b7448","datavalue":{"value":{"entity-type":"item","numeric-id":2637212,"id":"Q2637212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"00c4ea1677d8944fe9dd6983d0269ee306d1b589","datavalue":{"value":{"amount":"+0.813798725605011","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":"Q2806357$8A3FADC4-EF8E-4E24-B81B-99008FA3FAFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cd402d8278feb8a589bde6739c0b2a67c989ea58","datavalue":{"value":{"entity-type":"item","numeric-id":719777,"id":"Q719777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f102450a8594f44e44d204c81032ad89bf640c57","datavalue":{"value":{"amount":"+0.8128474354743958","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":"Q2806357$917B948C-75B5-49D4-A101-174B8D1A88F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c722533eee188050a55654dc7243c34adef4111c","datavalue":{"value":{"entity-type":"item","numeric-id":466993,"id":"Q466993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d3042ffa387b1a493c688a0f8325b3bc42a42b4b","datavalue":{"value":{"amount":"+0.8069983124732971","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2806357$A7066248-E856-4591-9296-AEC850416772","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e7291ff66010b3cc420edaa296ade28e3c8e1122","datavalue":{"value":{"entity-type":"item","numeric-id":893129,"id":"Q893129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"daaa0bf93f6fc58cd6677e3b0c4954f52abc4d0a","datavalue":{"value":{"amount":"+0.7951329350471497","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":"Q2806357$53779B6E-7560-4D4E-8642-8148C1591CB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a01301ae81b200f6c6ae5d49635af22c2509c518","datavalue":{"value":{"entity-type":"item","numeric-id":1800500,"id":"Q1800500"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4c604257536fe5987852e880b29634db6d2498ae","datavalue":{"value":{"amount":"+0.7868873476982117","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2806357$E6667BE2-B9A5-4213-AFC1-33C082A0C541","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2806357","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2806357"}}}}}