{"entities":{"Q2875729":{"pageid":2886449,"ns":120,"title":"Item:Q2875729","lastrevid":58033395,"modified":"2026-04-03T13:08:53Z","type":"item","id":"Q2875729","labels":{"en":{"language":"en","value":"Limit theorems for partial hedging under transaction costs"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6328578"}},"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":"Q2875729$C85EF612-2F10-41A4-91E6-AF41CFE8EB27","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"768d64838b185d2250beef9fffaf645255b7fb65","datavalue":{"value":"1303.91172","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2875729$1C6073F9-37BF-4CAB-894F-028CA19B8FE5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"59fb62f17ca6f5d8a8f57bc7c7a13106cdfbf3dc","datavalue":{"value":{"entity-type":"item","numeric-id":303966,"id":"Q303966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$21FE071B-4DAA-4744-8B12-22CD3C131DCB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1de4b540dbe99c646bddaded804e9f35ff2494c3","datavalue":{"value":{"entity-type":"item","numeric-id":140029,"id":"Q140029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$021F5D4A-0828-4AD4-AD51-52561DD4096B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c866af9eeba29f78c69a6ed1b459a3cf1e984e30","datavalue":{"value":{"time":"+2014-08-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2875729$A83FC360-5DA7-4C59-A237-BAE0B503832B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"de0af378fc09c645386e4917e9bb6a0867ae2e7e","datavalue":{"value":"https://arxiv.org/abs/1004.1576","type":"string"},"datatype":"url"},"type":"statement","id":"Q2875729$A584A06C-A44E-48AA-94BC-0380D67492B3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2875729$3561365E-7B3D-4486-B701-93C36EBA4BDB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2875729$DA36A025-A4EC-4879-8805-773E95B19CFF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c68df7ed65ea5694a2ca4baed9b49cbd21a76ecd","datavalue":{"value":"6328578","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2875729$4304170C-0F73-4CF6-BC93-72AAA0418B69","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2875729$E03E1D11-5D34-48D4-813D-DEF71FF14980","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"30ef288b891e2b8b5293f9e985b1d09e30f64b11","datavalue":{"value":"limit theorems","type":"string"},"datatype":"string"},"type":"statement","id":"Q2875729$3F03306F-01A0-48F8-901C-E4D0839F2974","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"82477143aaaa55ee2555a99c16890f3dc84da35e","datavalue":{"value":"shortfall risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2875729$B38E2705-3DA8-4237-B395-3C7C711356C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1458859d7b633a485e6b4e8c181c3bfc656c704f","datavalue":{"value":"transaction costs","type":"string"},"datatype":"string"},"type":"statement","id":"Q2875729$87A42374-1263-426E-A87B-A13E24D82771","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$BD3C5578-EFCD-49AB-A144-8C901AA99F9A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"905ca48762f1d01188b2691f5b2697f50e59a4d1","datavalue":{"value":"W2096770317","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2875729$22AF9FB5-22F9-4EE1-BEDA-9471D6387CF4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"988d86555a644d17312cec5f5e191bf846d2167e","datavalue":{"value":{"entity-type":"item","numeric-id":4226860,"id":"Q4226860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$0F3389C4-8217-4C15-8CC5-C3939F3CD848","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31bb12edcbc6f0dddf4df846aca676f73dfea101","datavalue":{"value":{"entity-type":"item","numeric-id":1297907,"id":"Q1297907"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$A4B832A7-77DA-44E3-850E-5C7DC978545E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"609ff560a5b289d9423df9a7e2b37941f93399ed","datavalue":{"value":{"entity-type":"item","numeric-id":389062,"id":"Q389062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$1592F3A7-3D1F-4812-976E-1CF099D43DA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bbf361e32b09a2282eb7eb083a3b495d19bdf5ec","datavalue":{"value":{"entity-type":"item","numeric-id":957516,"id":"Q957516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$B1783F30-E2A8-41DE-8F98-0EB7CAD7DCF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"220c670938c9774fe43794ffee1c8d1f99c27886","datavalue":{"value":{"entity-type":"item","numeric-id":5198539,"id":"Q5198539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$6357EB33-3D58-4BB3-930D-A3E118BA093F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d4eaf3613690c93c7eab00d102be1125462bd31","datavalue":{"value":{"entity-type":"item","numeric-id":1848533,"id":"Q1848533"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$9B79DFD9-2708-42ED-8BA3-75DB2A794EA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e57bd1e6ee2cb0cd9040521d34f4a0c90e32c9b","datavalue":{"value":{"entity-type":"item","numeric-id":1872364,"id":"Q1872364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$272642DF-5490-4585-B818-9AFD2C709F37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fa5032b871af7cb6f022abd8d71eb9a9b12a61a0","datavalue":{"value":{"entity-type":"item","numeric-id":1413690,"id":"Q1413690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$DD90F32B-F1A9-4C70-904A-66B8B4B99CD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"95a54f39a45692af94e0eb2b4fa36693ad49999b","datavalue":{"value":{"entity-type":"item","numeric-id":4443053,"id":"Q4443053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$562296A6-0465-4C80-BAD5-D04162348A63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"336370069901d0eaa30d8fe7f2ed9b92926de6ab","datavalue":{"value":{"entity-type":"item","numeric-id":5926476,"id":"Q5926476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$ECAC6A61-72E7-40C3-81C0-8569AA86B71C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8aaf782b7b1567c59ce947347fd990aac6c5235e","datavalue":{"value":{"entity-type":"item","numeric-id":997959,"id":"Q997959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$D97C8208-6C87-41F3-859F-B7AE63BD6942","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"301ddc8933d2f06d1652956e23fd1f9bf6ca733a","datavalue":{"value":{"entity-type":"item","numeric-id":1364395,"id":"Q1364395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$E4F81720-34D1-4E8C-81CC-49C5E525FF0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"69380a69d7a0bed39110e337a2e983624995accc","datavalue":{"value":{"entity-type":"item","numeric-id":483722,"id":"Q483722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$0997BFB9-DAA2-4F9C-935D-157D86452315","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0933b30c8bcff1e56293de1ea7f2c6292aabce58","datavalue":{"value":{"entity-type":"item","numeric-id":3378055,"id":"Q3378055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$7E5B9EAA-44DE-4F1B-AC93-D45455998705","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ea5ee18835f20eee199ef690b2a6f304a6b4cd4","datavalue":{"value":{"entity-type":"item","numeric-id":1901077,"id":"Q1901077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$E8BF6659-56E5-4927-AB05-033B00D8AC46","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"71f4ab29547473eca63a13aa4fe99bd4cee8bf75","datavalue":{"value":{"entity-type":"item","numeric-id":1014287,"id":"Q1014287"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$3B72F847-44C6-48F0-853F-AE6725ECF61C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"933ee6c15c5e8b1dacb83b1560dac80be7e9d062","datavalue":{"value":"10.1111/J.1467-9965.2012.00525.X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2875729$1D4DB5F2-FA8F-4301-AABB-A605DDF62760","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"443a4b4fa9c4d540408491a4585e2b470e98a279","datavalue":{"value":{"text":"Limit theorems for partial hedging under transaction costs","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2875729$EC65791C-EE82-40D6-AF45-913597343FDC","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"dd057851e10544e799d15bf33c50a27ff48c34ab","datavalue":{"value":"The author considers a Black and Scholes like model and studies the problem of minimizing the shortfall risk of a path dependent claim in the presence of proportional transaction costs. The shortfall is defined as the maximal (with respect to stopping times) expected excess of the given contingent claim relatively to the value at liquidation of a given portfolio. The author shows that the minimal expected shortfall can be attained (Theorem 2.1) and that such minimum value can be approximated arbitrarily well by taking a sequence of binomial models (Theorem 2.2).","type":"string"},"datatype":"string"},"type":"statement","id":"Q2875729$410BFD69-F753-4ED9-AB45-8A5C10160D26","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"a2edc32d4b2cbd18b38858d0b0c311d0c12c0422","datavalue":{"value":{"entity-type":"item","numeric-id":249969,"id":"Q249969"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2875729$950980E1-302B-4100-A0E5-BF537149E725","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"add3b897f11153470927f6c22878d65034f89b2b","datavalue":{"value":{"entity-type":"item","numeric-id":2830887,"id":"Q2830887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c06d58ec4fc4e9e922a99a1b0b64f4100b311b80","datavalue":{"value":{"amount":"+0.8700065016746521","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":"Q2875729$21C6701C-F820-43BB-953E-923D390DF05C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"94615c7748c2330f121354bf618c5d386f22d023","datavalue":{"value":{"entity-type":"item","numeric-id":4614224,"id":"Q4614224"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5c6e02fce18ffb6f0e9c480322bbe6527bb1042f","datavalue":{"value":{"amount":"+0.8299998641014099","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":"Q2875729$1487DCB5-059F-4D05-829C-136E689A42B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"86414178fdfa60d9b8b2c8a86604993f3a9e07af","datavalue":{"value":{"entity-type":"item","numeric-id":4443053,"id":"Q4443053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8327dae03e078136d754add8556046483a450e70","datavalue":{"value":{"amount":"+0.8195070624351501","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2875729$A3250896-9810-4281-8263-49298C7AC2A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"48b8aeade2ede79d2bd1c9da18b674761e3a5a4b","datavalue":{"value":{"entity-type":"item","numeric-id":4584703,"id":"Q4584703"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"beb93bc174798181eec4f84c161e5dc99e2ff19e","datavalue":{"value":{"amount":"+0.8174125552177429","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":"Q2875729$41A147AB-6DF3-4AD3-983C-515A7D57D5B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0e95dbb4377ae6217d8e066472e1f24168d89be3","datavalue":{"value":{"entity-type":"item","numeric-id":2271728,"id":"Q2271728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3efa6b76addcf55820c857779c671eb7d34ef2e5","datavalue":{"value":{"amount":"+0.8165546655654907","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":"Q2875729$4A5EAF4F-17DD-486F-B4C1-9783B17F83E1","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2875729","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2875729"}}}}}