{"entities":{"Q2866381":{"pageid":2877101,"ns":120,"title":"Item:Q2866381","lastrevid":51890666,"modified":"2026-01-20T11:54:20Z","type":"item","id":"Q2866381","labels":{"en":{"language":"en","value":"Options on realized variance and convex orders"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6238225"}},"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":"Q2866381$B9CD57EE-11BB-4442-9781-DA355ED4CF58","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"af5acf197d30f4c7a9ea7d0a0fd5cc7d3bd4a2ee","datavalue":{"value":{"text":"Options on realized variance and convex orders","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2866381$0D17A6C8-3110-47A9-8C53-6EE378975EFA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b5ed06fd05ea84f466bba82a21a9ce3578298e8f","datavalue":{"value":"1277.91164","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$C8CC9B18-0D56-456F-A41A-6213F6912AD8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ba81885c45e1f3bf7c3ad575ce76bab836666418","datavalue":{"value":"10.1080/14697680903397675","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$6756C7AF-946E-4417-B452-4AB2DB371582","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3ed87d88965c264e1d5269edae79f6c874d3d2b7","datavalue":{"value":{"entity-type":"item","numeric-id":201757,"id":"Q201757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$B597D59E-4938-48FD-B846-CE5C38651D83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"00728b57df9c0831dc9bcf71fdf8891cee518950","datavalue":{"value":{"entity-type":"item","numeric-id":214239,"id":"Q214239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$991F5AC7-6B7B-43D2-85B2-D5A8BF754557","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7997b61d6cecde12818b91f8a95c1eae677afffd","datavalue":{"value":{"entity-type":"item","numeric-id":201759,"id":"Q201759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$A9D62854-DB47-43D1-A5A4-26AD63BA5547","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"80bb8af11ab41daed2f8465ebc16e18da79993d8","datavalue":{"value":{"entity-type":"item","numeric-id":180924,"id":"Q180924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$5FC6A3AA-AE13-4D38-826C-AD52369B22C9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$E0217D21-A9AE-4CE8-A778-BBDAF96B9B69","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"53717fa6c8d29b46d6a34473fd09757844b25aa8","datavalue":{"value":{"time":"+2013-12-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2866381$0EA7D351-67B6-4F42-9201-FD6F4CDBFCF2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"63eabb9afc623f44c4209018065fa025ea832adb","datavalue":{"value":"https://eprints.bbk.ac.uk/id/eprint/1947/1/1947.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q2866381$0A272400-9D51-497D-9AD2-643174895FE9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$CEAB04D0-207B-4223-8405-D6CE0A80937F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$5B5D9BBD-8788-42EA-8C0B-1AE6DCFE767A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$7A919026-1BD3-46C9-98EA-D5BF166FD74C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$534F00F9-5FB4-42F3-818F-CCF8FCB357F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$F38FB042-F61F-4A45-9F2D-59E07581D467","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b8373d2ac1741cddc4eabcde83d61bba876a74d3","datavalue":{"value":"6238225","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$5AF99B76-7521-4551-99E2-3FF8B4DA1DE2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"570542382de4a218674b7c7febe2b1383aeb9296","datavalue":{"value":"equity options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2866381$E60148DA-8EFE-430A-82AC-8BF9632292BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc1958a97d9837cdc61cfdfcd71dfaa04af1e4e2","datavalue":{"value":"L\u00e9vy process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2866381$FECD6051-409E-4739-959E-FB5F1D0D7460","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2866381$05C5B5B6-8A44-47CA-B769-8E5BD24A550D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6117945730b6d2ca6ea6e0d9bf6d247228cbdb3d","datavalue":{"value":"stochastic processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2866381$C7B60734-1B27-4303-A111-F26D6B980C15","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":"Q2866381$F0CBEC8B-7D22-4656-B421-219B2F34DFB6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2bc58fb4ac86f693fb9b01b4e6792d1da376fe69","datavalue":{"value":"W3121610548","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2866381$4926A81B-99F9-46B7-8D3E-D4CE24EF2467","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"75449ce0c1f8864ea9019c81c260e2e54db1f0ef","datavalue":{"value":{"entity-type":"item","numeric-id":4835447,"id":"Q4835447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$1EF69254-EE82-4407-865C-8410FF185DF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccdc400d541e3174b7a03921f30c6affc58cb514","datavalue":{"value":{"entity-type":"item","numeric-id":1381483,"id":"Q1381483"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$07F4D4B5-54CC-4DE5-A94A-0E698245796D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$B9A089AD-310E-4CFE-9976-93DC1416ABB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$F370C0CF-0BDA-44A9-9456-62F0432FE379","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52f2ca5e554a65b4267fbfdc4aae63b316938968","datavalue":{"value":{"entity-type":"item","numeric-id":4812839,"id":"Q4812839"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$23ACFBD4-AB88-4F2D-A8B8-6C90F7035CF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5d21bb4a71bab1d28d9ff51508af92c52020f76","datavalue":{"value":{"entity-type":"item","numeric-id":2488490,"id":"Q2488490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$DB3D2C3B-34E2-49A8-8E3F-80D6745107E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b31bc7d1f166a01bccc53b3d9525ac543e39aab","datavalue":{"value":{"entity-type":"item","numeric-id":3446058,"id":"Q3446058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$E1113076-E1A7-4C8C-AE40-212F48DA0A61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a16f379e095dcb27414ec2c881a1f4c53b07be22","datavalue":{"value":{"entity-type":"item","numeric-id":3446056,"id":"Q3446056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$F39CB06F-2527-44B6-8A92-5C996E4A189B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43632d997ee0b0f054506500d65c8dd621e049de","datavalue":{"value":{"entity-type":"item","numeric-id":2536911,"id":"Q2536911"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$C47203F9-B752-45B1-80BF-D2B271A3BEB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b152af9d185d8773703118f056aab3313bbc3d2e","datavalue":{"value":{"entity-type":"item","numeric-id":3182646,"id":"Q3182646"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$72A4034A-571A-4FA7-891F-9CFC4E3017D1","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":"Q2866381$9B4C06AA-1AE6-4981-A389-151CE670B9BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a74a7cb5468ea7bb9a465e04794ba327d8927ab","datavalue":{"value":{"entity-type":"item","numeric-id":1103963,"id":"Q1103963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$27ADB385-47A6-4772-812C-B9033A00D6E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a2703235c750864da028f8de9930b5f37a952817","datavalue":{"value":{"entity-type":"item","numeric-id":2550253,"id":"Q2550253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$E4B41D9A-0936-4AEE-8C4D-2F3ADE9DE603","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f69ffcaa1585b6f577a379554165e0323cf8899","datavalue":{"value":{"entity-type":"item","numeric-id":4939318,"id":"Q4939318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$4FBB2285-210C-490B-B998-E7A6BE72DD27","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2a1d2334953b350104a3fcc41823d02c4db152b","datavalue":{"value":{"entity-type":"item","numeric-id":4825509,"id":"Q4825509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$6C8B0510-71E6-4162-A78A-5B8F546E7938","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"752af1fbf0c252cfa0d0103c3bb0bb9753e2cb0c","datavalue":{"value":{"entity-type":"item","numeric-id":2725318,"id":"Q2725318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$C29B0BC2-5C72-4CD0-A9F8-AD0396882F51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$FCFF4419-33B5-4568-B4A3-545E98B3070B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a27bfb755a2ef73a5f819b79d137a663d877acd","datavalue":{"value":{"entity-type":"item","numeric-id":5508002,"id":"Q5508002"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2866381$BDABE64C-613C-49CB-A856-70C576662F9F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b634e94ada91672f666df5788cf1b98fd137b585","datavalue":{"value":{"entity-type":"item","numeric-id":2940750,"id":"Q2940750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a60bfba85208e8550a00f8495e2adedf4410bf26","datavalue":{"value":{"amount":"+0.8619687557220459","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":"Q2866381$43336BCC-7139-4EE0-8878-F2A58890C9B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7b65812244e80d00398dacada2be1859d01468b0","datavalue":{"value":{"entity-type":"item","numeric-id":2488490,"id":"Q2488490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0d3cff1f3aed078d4c111a2de4d6d63201a24e8b","datavalue":{"value":{"amount":"+0.8056854605674744","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2866381$B5191992-0A92-4715-8C51-48FFFBF24191","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7b6eea72803726e25dd462ab870592f9a705e7ce","datavalue":{"value":{"entity-type":"item","numeric-id":5363229,"id":"Q5363229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"30224ae4b5ebccb810a394ade60849af59a63d3e","datavalue":{"value":{"amount":"+0.7805940508842468","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":"Q2866381$49219B1D-53B2-4FEC-9BF8-B0FF395F0FE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a0b7acdf2e87a7c554f46b84d1a977e9a1075f40","datavalue":{"value":{"entity-type":"item","numeric-id":5139256,"id":"Q5139256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1670adf0f6be21fc88335be66a99c77cb423df88","datavalue":{"value":{"amount":"+0.7614161372184753","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2866381$DAA70102-ACF5-4AD4-9AC7-51B831F1B955","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"096eb672dc5ee39edfd88a00d479a4d11fdd90dd","datavalue":{"value":{"entity-type":"item","numeric-id":5112529,"id":"Q5112529"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"07dcd92708e9b9abaa298ea186ddc0e57fd6687b","datavalue":{"value":{"amount":"+0.7582970857620239","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":"Q2866381$B048B366-031D-4464-AC66-8390ABD2A8BE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2866381","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2866381"}}}}}