{"entities":{"Q2832614":{"pageid":2843351,"ns":120,"title":"Item:Q2832614","lastrevid":83698277,"modified":"2026-05-07T10:01:23Z","type":"item","id":"Q2832614","labels":{"en":{"language":"en","value":"General smile asymptotics with bounded maturity"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6652403"}},"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":"Q2832614$E72548C3-9AA2-43E8-948E-1F4159EB54BD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"880cadd6deceb5ff2ebe08e73f1e017177baac65","datavalue":{"value":"1350.91015","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832614$42DF6281-5B00-4986-B629-67BA0D8171F4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e73981f47bff6f0e405cd849d8a648835dcda376","datavalue":{"value":"10.1137/15M1031102","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832614$3105049A-8EB3-46D0-9676-FED00B3BC219","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"df215b2361b37f46fc65ffe67569bb567e7e386f","datavalue":{"value":{"entity-type":"item","numeric-id":388936,"id":"Q388936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$44B22F98-ED0B-475B-9F17-DA605DDB73B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cc425c4c0794526fc9499c66b571e30a2249c22a","datavalue":{"value":{"entity-type":"item","numeric-id":681998,"id":"Q681998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$F1E6BC18-4090-420F-8B35-FC33A154E9D5","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0c09215887ef653ec2669d3ec91fd9be5c2c6825","datavalue":{"value":{"entity-type":"item","numeric-id":2797751,"id":"Q2797751"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$3BBA9DF5-E93F-4D59-BAA0-928BE7B73A9D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"69b5cc204006e0b442af1997a3d153f21085ebd2","datavalue":{"value":{"time":"+2016-11-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2832614$DFF984BE-86E9-4655-B1DF-E2C4E7829EB8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3d329cf84a4f591f67064d93d4c2b4ae2238919a","datavalue":{"value":"https://arxiv.org/abs/1411.1624","type":"string"},"datatype":"url"},"type":"statement","id":"Q2832614$4C372185-F924-4140-947E-16DC537F6FDF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832614$7711FE46-5633-4738-B5EF-67E1612F9ACF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832614$5B36774D-7987-47A9-9F23-7CE8B62AC2EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832614$22A308BF-A46D-461F-BFF4-60457C8F1E4C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5221d5c31480d2a5461d88fcc389e966d8539d35","datavalue":{"value":"6652403","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832614$FFF852F8-9AF4-4019-B189-B82AE68F5184","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23b00be64add03e834d7be0d2b5358f15297d85c","datavalue":{"value":"implied volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832614$39779DD1-EF76-4EB3-A98E-D0E78CBFAB80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"eeda433620ea3712a791db247cd35da76b61c2af","datavalue":{"value":"asymptotic behavior","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832614$A8555C55-F39A-45DC-BB2C-1044D725622E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7e8787846bd8a1fab94caa976cb27bf3fe7009bf","datavalue":{"value":"volatility smile","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832614$741CF691-3780-4883-9FA0-85BD8CDD49B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2182233c0cafcfcc7c4aa7e0f46b504762161fb9","datavalue":{"value":"tail probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832614$C8E95C2F-E53D-47F7-933B-483AA9D8E5F8","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":"Q2832614$A66E6827-B12A-4646-84A1-F9038F1C260B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd6acbef1c08548f81bf670358e117b4b02ea63d","datavalue":{"value":{"entity-type":"item","numeric-id":2463702,"id":"Q2463702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$D2034715-9255-4572-9999-AC3594E84416","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a0a51eec248cbb8ce41c7915c6185ded11ac68a5","datavalue":{"value":{"entity-type":"item","numeric-id":4906506,"id":"Q4906506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$E4035B30-E9D3-4833-A0FB-DA4861F46E45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5aee53c16dc672709035bce25dac9035e41f33b2","datavalue":{"value":{"entity-type":"item","numeric-id":5459905,"id":"Q5459905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$517AF207-ED1A-49D8-914E-94DCD9CACA4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fa99287f983f6ff111767c0f241a080d17703bf7","datavalue":{"value":{"entity-type":"item","numeric-id":3608732,"id":"Q3608732"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$7EFD625F-0E51-4400-BF06-AFE33003EB08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d407bffb1068a74aebdf69f68180a9a6bda56ae4","datavalue":{"value":{"entity-type":"item","numeric-id":3992980,"id":"Q3992980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$F623FB17-E811-4E84-B25B-CE53A31B0689","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d437d629180a0bca5b5f33926334cac09b6e8773","datavalue":{"value":{"entity-type":"item","numeric-id":681999,"id":"Q681999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$F5122D6D-FC66-4067-8A74-CD3133CA3A82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"165b7a45e9f3ca25a7e89f5f5f7e5e11a02eb597","datavalue":{"value":{"entity-type":"item","numeric-id":4391441,"id":"Q4391441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$2EA7BFBB-E053-4553-86D5-A8509CCEA62E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e85b7f5f2e8f674b5c25facd1ef17381366a81f0","datavalue":{"value":{"entity-type":"item","numeric-id":1041053,"id":"Q1041053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$9247F04B-6593-407E-B8F7-CA6EFF10910E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f653798c36ea71a71f06fded8de0cdcda81900e","datavalue":{"value":{"entity-type":"item","numeric-id":4902204,"id":"Q4902204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$60E7EEAA-97B8-4337-B2A7-B900FE3C2DCA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38fc4ae548bd898264d128c087d36dc9d5c22833","datavalue":{"value":{"entity-type":"item","numeric-id":5245895,"id":"Q5245895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$33E300FC-A5BF-4844-A5F1-2B32210FAC3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a2ffb9be267a6af9b4990bc2b6460c63ca9be028","datavalue":{"value":{"entity-type":"item","numeric-id":3648638,"id":"Q3648638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$8CCF1FB9-0D92-459B-B119-888DCAF6123A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a263a581c2821b182e96212f61f26804a74f6235","datavalue":{"value":{"entity-type":"item","numeric-id":3549931,"id":"Q3549931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$C800EC81-E812-4D02-BDCE-4FC46871A151","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8dfcca38f4a042dcff4fe9e720c90f31b1e0a406","datavalue":{"value":{"entity-type":"item","numeric-id":468415,"id":"Q468415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$5E4DE40F-D054-4814-BB1A-FDD4BF0F1C03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c38c9de1d9e629cc5169444fe668eb5c5d72eb63","datavalue":{"value":{"entity-type":"item","numeric-id":5245474,"id":"Q5245474"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$296B61CF-EE1A-435B-A13E-05FE1341651C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5aa2464f46c4a24b876f9a6e91d4ce7e364e720","datavalue":{"value":{"entity-type":"item","numeric-id":3055866,"id":"Q3055866"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$7DA0EF6E-FE01-4602-9053-AA8E0669C494","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":"Q2832614$718750E9-BE8C-49A9-8DA2-393BE6A05056","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9d484ef6458ff86147dee8ab05c33691c2ae6b7","datavalue":{"value":{"entity-type":"item","numeric-id":5411908,"id":"Q5411908"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$733548ED-3623-4E0C-AAB8-9E4FADE2D4DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"550050a10481d1c45411b5de1bd4b9cffe7eb488","datavalue":{"value":{"entity-type":"item","numeric-id":4039796,"id":"Q4039796"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$2E4022B1-EE09-4EE6-A1A4-964370A52562","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1baa61a16ab0007c40455706c12176fb6897463d","datavalue":{"value":{"entity-type":"item","numeric-id":4673853,"id":"Q4673853"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$41E44266-C63C-4954-9EB1-16103CB4E429","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$9326D6F7-94E3-424A-B4C6-6F6688A0AFF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3702d894589aa4b918f074d92b58539e3a902ae4","datavalue":{"value":{"entity-type":"item","numeric-id":2788693,"id":"Q2788693"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$B3F04DE3-09F7-4243-9768-524836F273D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d94a903ab9ba2b852b9b57cfe35190d83fccdb89","datavalue":{"value":{"entity-type":"item","numeric-id":4331174,"id":"Q4331174"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$2CC22BD5-CCED-477E-B901-5614E340A189","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cfb58bfaf3974d59519c0912c4aac6bc9750f263","datavalue":{"value":{"entity-type":"item","numeric-id":5193002,"id":"Q5193002"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$3452CF79-CC45-4C7A-AFB3-B9C51281E64F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b25e0edf4d5b4c05bf83ff2b65fd0a898a9d325b","datavalue":{"value":{"entity-type":"item","numeric-id":5828304,"id":"Q5828304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$27CE1AB4-3FE5-47CA-83FB-A4271CBB9691","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"956b3cfa48c8989e68d6b3ae6e8396c5915d32f8","datavalue":{"value":{"entity-type":"item","numeric-id":3182423,"id":"Q3182423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$2AE14679-A8A7-4A9E-89F8-D99D881BBE80","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c2f2a87e095eb5f452c1f9d2e4cb25579ae76f08","datavalue":{"value":"W2963830695","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832614$A0FB040C-C6E2-4702-809A-9A38538E8D6E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"609fa9f2a6cddf1718af979ef86b8be357e0314f","datavalue":{"value":{"entity-type":"item","numeric-id":3182423,"id":"Q3182423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"af69f36dbcc50746f56dc6b71b83c991d4af0fcb","datavalue":{"value":{"amount":"+0.8778343","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$CCF781CC-7666-45A3-BFD8-6E5185C24200","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"93c4ad14357824be199d82833d0b2b716d025262","datavalue":{"value":{"entity-type":"item","numeric-id":3393973,"id":"Q3393973"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"057c105b31fff19b646ad2c78663bdd90ca05d06","datavalue":{"value":{"amount":"+0.86708784","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$421E6459-1BB0-494D-BD2A-6566A3283866","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"76b79c0d6093074eacf2840a79f380b2f0d9d91a","datavalue":{"value":{"entity-type":"item","numeric-id":5245474,"id":"Q5245474"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"16b87206d85442f759c40ff0cc236114eef5ea55","datavalue":{"value":{"amount":"+0.8659921","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$461D7BF2-D840-4510-A5BD-97B078DD3F89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"10b037b13813ba5239254fede80a5ceead557f7e","datavalue":{"value":{"entity-type":"item","numeric-id":3055866,"id":"Q3055866"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2ac043e8c706f65da4d97358d965070cf88ff3ab","datavalue":{"value":{"amount":"+0.8644835","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$2B48B815-0A51-4846-A260-C58E2FA87CF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5eb3181cb72416f8755b82831a0b7a9205506b89","datavalue":{"value":{"entity-type":"item","numeric-id":5250047,"id":"Q5250047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1333f90363941f8c8e6b1a844b1abcebad506359","datavalue":{"value":{"amount":"+0.8634669","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$C7EAF96D-0CB2-41FE-9CB6-CF475EBEECBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5d161f8cb26d050a001fcb15b8f8d93158310c9a","datavalue":{"value":{"entity-type":"item","numeric-id":4968922,"id":"Q4968922"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7203c67e0b0c1bf526659dd653cdd295d2c83ef5","datavalue":{"value":{"amount":"+0.86092913","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$8D01F4FC-8B5C-4FB4-8D32-FB852D0F003A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6bdee2aacac210629f229e0d6ab103ed28398308","datavalue":{"value":{"entity-type":"item","numeric-id":2788693,"id":"Q2788693"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1715e659961561a14e14ce48b74bdce2a0efdc4d","datavalue":{"value":{"amount":"+0.8599709","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$37FFE426-30A6-4C7C-B157-0C1C8F21C75E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"786b1617252d97165e852fa8297173ba19f42b2a","datavalue":{"value":{"entity-type":"item","numeric-id":2782353,"id":"Q2782353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"225ee788d65bf67a29ac087056661159db5c0c36","datavalue":{"value":{"amount":"+0.8586693","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$7C9D3A29-B3FC-4EFE-AF7D-BCADDBCCA8D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e9d6d18ff9b67c23cf638c5006437fe0cbd5627e","datavalue":{"value":{"entity-type":"item","numeric-id":2873151,"id":"Q2873151"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a484bd7b848a5bfc4a98f3c5a4c464c90440739b","datavalue":{"value":{"amount":"+0.8579569","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$303ECCC6-AAB8-493E-8A83-2ADEAE10554A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ca2a7dc5a3f794af645b900055850eee01514ac3","datavalue":{"value":{"entity-type":"item","numeric-id":4919611,"id":"Q4919611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"27e95845d720feb9fa99ef5ac2e333de87c2f5c7","datavalue":{"value":{"amount":"+0.85609174","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832614$497281C2-66DD-4189-985C-2AC092152ED1","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b3f649eac6a5c7be53b80ec15e7261ccb09e82fe","datavalue":{"value":{"text":"General smile asymptotics with bounded maturity","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2832614$B49D00AB-87E3-4551-A791-1B843B9D04F1","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"52d7b10d32c56c1f13f340bb8f243bb78c3c9d38","datavalue":{"value":"The authors study the problem of connecting the price of a European option to the Black-Scholes implied volatility. Since exact formulas of implied volatility for a given model are typically out of reach, it is natural to find its asymptotic expansions. A key problem is to link the implied volatility explicitly to the distribution of the risk-neutral log-return \\(X_t\\), because the latter can be computed or estimated for many models. The asymptotical behavior of implied volatility can be connected to the tail probabilities for the log-returns. Thus, the authors provide explicit conditions on the distribution of risk-neutral log-returns which yield sharp asymptotic estimates on the implied volatility smile. They provide a unified approach, which includes as special cases both the regime of extreme strike with fixed maturity and that of small maturity with fixed strike. Mixed regimes, where strike and maturity vary simultaneously, are also allowed. This flexibility yields asymptotic formulas for the volatility surface in open regions of the plane. The results are illustrated through applications to popular models, such as the Carr-Wu finite moment logstable model and Merton's jump diffusion model. Heston's model is also discussed.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832614$A94C0E1E-5B57-44D2-80A4-F556D323D7F1","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fe109cf65b5e526b78e778f4289ef05f064c0043","datavalue":{"value":{"entity-type":"item","numeric-id":590139,"id":"Q590139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832614$C5D31D82-2DDA-4C96-9BE9-EC38C08E56E5","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"General smile asymptotics with bounded maturity","badges":[]}}}}}