{"entities":{"Q2873539":{"pageid":2884259,"ns":120,"title":"Item:Q2873539","lastrevid":51911921,"modified":"2026-01-20T12:53:53Z","type":"item","id":"Q2873539","labels":{"en":{"language":"en","value":"An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6250080"}},"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":"Q2873539$3EBACB4C-38E5-48C0-B019-63016A66712C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2f5139daa86a0ad1a3a01abbeb3cbad1d64380a4","datavalue":{"value":{"text":"An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2873539$6D4F390A-C474-4BEA-8398-9163DD418B56","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c2ee7277fc4ac68d36d95f5dfab4eaddfeb1e1d3","datavalue":{"value":"1279.91167","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2873539$8B5F26B7-F84F-41E8-8BBB-DBA44472AF9B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"48159e2ae74d88d94a016ef846711e55f9036a4c","datavalue":{"value":"10.1080/14697688.2010.494613","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2873539$B2BDCCA5-87DA-419A-8663-FFF3AEE9A9F4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a6f1e1e961cea9b5f7aab5d24dbaa1a405e2f712","datavalue":{"value":{"entity-type":"item","numeric-id":660050,"id":"Q660050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$4596DEE1-F2A3-48D6-9456-A226EEAE6821","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":"Q2873539$659BDE79-D371-49A2-BC77-2F4CC43CAB9F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ec1d1b5de12363b743dc1edf0b2d387c6f9a8806","datavalue":{"value":{"time":"+2014-01-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2873539$852F47C8-B2CB-4441-B4D9-57CCA21CBE11","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2873539$7FEB0C3A-6024-4859-970A-7FE2E97B9350","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"793ab7ff50d74ced253c9b89e0a2b32d52e40e40","datavalue":{"value":"6250080","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2873539$A1029BFC-A7B7-405D-BC72-BF4B5F411F63","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2252dfce3b817de9d6096dff6237f9b7680f79b7","datavalue":{"value":"delta-hedging errors","type":"string"},"datatype":"string"},"type":"statement","id":"Q2873539$6A7D1482-D30B-49E4-AD97-CD8D35296989","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1237d7c1eb323c77f227166d042cc8f15d2f41fa","datavalue":{"value":"profit/loss distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2873539$02035291-611B-4AE4-B9E9-DF48629C501C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c0ef07689d53b4750d93068cffb49d76cdbbc8aa","datavalue":{"value":"discrete trading","type":"string"},"datatype":"string"},"type":"statement","id":"Q2873539$FD8528FF-EA18-480C-8767-D7426F5ACCE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1458859d7b633a485e6b4e8c181c3bfc656c704f","datavalue":{"value":"transaction costs","type":"string"},"datatype":"string"},"type":"statement","id":"Q2873539$45596222-78C2-430B-B394-D8F7E405BBB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b2aba52935f1385d111196b4baa30ac10401f505","datavalue":{"value":"parameters misspecification","type":"string"},"datatype":"string"},"type":"statement","id":"Q2873539$9DCD8F91-66ED-4077-BA8C-B2E38DE0ECE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bdbe4cd82743a56aff74713b6b4e973688e3068b","datavalue":{"value":"jump-diffusion model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2873539$F68D7346-F1AA-4E27-8FE3-5C648AF9CD65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"775c6d881e05ed696bcbbbaa8f314bc807365ec1","datavalue":{"value":"jump risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2873539$C59DE3E9-B0B1-4B77-9808-55255EE337E4","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":"Q2873539$44F6E0A5-132F-46CE-B7AD-72A9DA489E55","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b2be0ea3b97589441bc624149470eada36dd680a","datavalue":{"value":"https://doi.org/10.1080/14697688.2010.494613","type":"string"},"datatype":"url"},"type":"statement","id":"Q2873539$0B5C00FE-EF16-425C-90C0-2B41EC229C7C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1580f950b99e6f48951dd71960dd57dce19e410d","datavalue":{"value":"W3121396708","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2873539$BAB6D2ED-EE3C-44D2-873E-610C936B8560","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"902bb7a64ea5665cb6b6625e06dbd4bc822dac53","datavalue":{"value":{"entity-type":"item","numeric-id":2464226,"id":"Q2464226"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$1D38F090-1C18-4ADA-A28F-D0AA35773140","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"668041fa209fd2baf3ea9fcef4aa7cd3e7e2b126","datavalue":{"value":{"entity-type":"item","numeric-id":375333,"id":"Q375333"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$37037F19-52C6-4183-9D86-6B1C84D61547","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":"Q2873539$3C8667A3-1F5D-4260-B365-C5B8AF5D7930","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb6d6a029ebc9e9f9ba3d2c0032eb6d6789666a5","datavalue":{"value":{"entity-type":"item","numeric-id":3621561,"id":"Q3621561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$0DC1C46D-33DD-4A1C-BAE4-E6148280D210","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9628f43691010312b96228631c683c9cbf6e8f25","datavalue":{"value":{"entity-type":"item","numeric-id":1391437,"id":"Q1391437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$C1D91644-F881-4D74-97E4-4122FC735F62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fca51b5587e39a9f9779bbb42384f8d56df857f4","datavalue":{"value":{"entity-type":"item","numeric-id":2994843,"id":"Q2994843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$827A6509-6ED8-4CE5-BA30-9B24170EF9DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e5d285bca5b809b6c8dfe884e187d1e6c21428b8","datavalue":{"value":{"entity-type":"item","numeric-id":4695411,"id":"Q4695411"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$A4EB8F39-269E-4145-ABDE-8A12748CC73C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"36e539a2ee3e052d5846747eb4708d6dad6e120f","datavalue":{"value":{"entity-type":"item","numeric-id":3375373,"id":"Q3375373"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$F850E29F-F78A-467F-ACA4-82263A212487","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee2a9be5d0e93303388f9842c185ca595f29f07b","datavalue":{"value":{"entity-type":"item","numeric-id":4213035,"id":"Q4213035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$C04C7454-BE4E-4511-A972-907E13E3E056","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8dbe62eab3e082cf9278e581e31e58b8a89e2db6","datavalue":{"value":{"entity-type":"item","numeric-id":3523520,"id":"Q3523520"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$43B4A5E2-724C-45CA-971F-92DD3846597D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8aa1312565c240fbd1c50345be5f61c8c509fdb","datavalue":{"value":{"entity-type":"item","numeric-id":3370590,"id":"Q3370590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$8855B860-982A-4AB4-A00A-E12C25C1622A","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":"Q2873539$657981C7-4B64-488C-A3E9-FFABB12C9AEE","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":"Q2873539$077EE9FD-14D6-4D96-9BB6-0B19C89271F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31ef479013505f5b8b860c6137198c244fedb6a6","datavalue":{"value":{"entity-type":"item","numeric-id":2763689,"id":"Q2763689"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$531F09BF-6E02-4B68-A20A-860466759EAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e34e282fb0d1180c685932ac18f41af486807cae","datavalue":{"value":{"entity-type":"item","numeric-id":5696867,"id":"Q5696867"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$71B0DFD7-70C5-4ABA-8C70-AA821097CFBD","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":"Q2873539$0A37AA64-1A35-42CE-95DE-25A641A8423A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1713cd6728974ef0124ad94a9204d80df3d9a747","datavalue":{"value":{"entity-type":"item","numeric-id":3518380,"id":"Q3518380"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$2F2D3C93-4161-4BE4-B2CF-5FA904B2A2C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4560a3249b9866e531c020c2f669e508ee704261","datavalue":{"value":{"entity-type":"item","numeric-id":1019621,"id":"Q1019621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$8B79C640-ED85-45B9-909F-432816F9FCF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"90bcf0694c084b6343b35fe6f147b9d8556996aa","datavalue":{"value":{"entity-type":"item","numeric-id":3437400,"id":"Q3437400"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2873539$3AD538B7-2D1E-455C-8660-DF85F3747CEA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"95686e60776cc0d2e41bd1634e3395b470e72b7e","datavalue":{"value":{"entity-type":"item","numeric-id":3100366,"id":"Q3100366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c1bcadbc8bbd76cdeb398fd5c62379618862cef3","datavalue":{"value":{"amount":"+0.8107826709747314","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2873539$A47C597A-971E-4691-8DD6-577279B7B8FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"57e81c4e9a46f0d7bbe4551e0dd65adafe9b0235","datavalue":{"value":{"entity-type":"item","numeric-id":2454402,"id":"Q2454402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"118de3f3f184afa0b50326d716ed4df6544edc3c","datavalue":{"value":{"amount":"+0.7869986891746521","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":"Q2873539$66490D93-8E25-42A0-9341-D6992A7BB403","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56013c9602524e493a8328dd53b90ef4e12e64f7","datavalue":{"value":{"entity-type":"item","numeric-id":5120710,"id":"Q5120710"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8c7682c0e32f5ff2b878f847cf56d725e5f08463","datavalue":{"value":{"amount":"+0.7857915759086609","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2873539$F43AA4A2-9FC3-4D88-8D5B-C4B9E5BCEF2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f91e8c4f8fcef60935a8a0a9c49624b7d47c85d1","datavalue":{"value":{"entity-type":"item","numeric-id":1019621,"id":"Q1019621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9c03b211353ffc1d33acaa91675f5075c75b736a","datavalue":{"value":{"amount":"+0.7837976813316345","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":"Q2873539$67B63DC5-245C-4023-AE15-F21455674470","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c9d6c529d847dc7f89d10575f16e3836a872cc26","datavalue":{"value":{"entity-type":"item","numeric-id":857949,"id":"Q857949"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0d9862af0636fcdde7e2e6dfc376a7b68f8e2c57","datavalue":{"value":{"amount":"+0.7827683091163635","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2873539$EE4D7D25-5F29-4BAB-A299-D670127FCF6E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2873539","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2873539"}}}}}