{"entities":{"Q2878964":{"pageid":2889684,"ns":120,"title":"Item:Q2878964","lastrevid":42430739,"modified":"2025-06-27T13:30:35Z","type":"item","id":"Q2878964","labels":{"en":{"language":"en","value":"Pricing barrier and Bermudan style options under time-changed L\u00e9vy processes: fast Hilbert transform approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6340652"}},"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":"Q2878964$8BFABB21-C459-4C1B-B9BD-2466D5DB3D19","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"878a25c33aaf1a2be252886bb55ec56da6df6ccc","datavalue":{"value":"1296.91288","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$1F47C449-A7AF-432D-8D6C-E38514A5D52E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4e5cd9113d494129feb31d7c583cbe2e9edd15bf","datavalue":{"value":"10.1137/130922495","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$84159B83-C64D-45FD-A277-2EE3A8618B8B","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cbfaaebc52cf5b55641aec76850b382b0488fffd","datavalue":{"value":{"entity-type":"item","numeric-id":2102845,"id":"Q2102845"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2878964$98DA5A4F-50A3-4980-BC46-CF5642B85C2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ca363f5fa3b3ebc4f52190970b0383be1b56a87f","datavalue":{"value":{"entity-type":"item","numeric-id":375327,"id":"Q375327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2878964$F4250314-746C-4B04-88F0-9F38C9368360","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"39ef57f5dc1d7aef65660e5f2f89318fc0b0f721","datavalue":{"value":{"entity-type":"item","numeric-id":92173,"id":"Q92173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2878964$056CE18A-0473-4943-9ACF-531DA8E42EFA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"129eeaa36edfc12cfb30819e9dd17da235a8ab47","datavalue":{"value":{"time":"+2014-09-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2878964$895B5A0B-6EF6-4B5D-AE28-979E3768BDF8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a486b5707c345a7264a579754f32ab65a0111899","datavalue":{"value":"https://semanticscholar.org/paper/b164ad8c429cc0bdd6339db8bf910ad43f9bf8e8","type":"string"},"datatype":"url"},"type":"statement","id":"Q2878964$29D6395D-120E-4CE7-A035-15BCA77EEDBB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$8575C6E1-FCCE-4B13-AFA2-68A83E77B033","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2ec8a928f196a8b5b5e9b9ed74478a68e927930d","datavalue":{"value":"44A15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$D1B91B46-659E-4444-A111-74431C0A4FAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$C66DF8CB-1AEB-40FD-91AA-72B0636A34D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$5EFD807B-963F-49BA-992E-3BC48C5DD897","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f167f1f4c1d109b89cd09b0dd6067acc1909209b","datavalue":{"value":"65D30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$48C7974D-5275-4957-9D26-8F8CBF5B89C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c8fb19a69786c347c334fb6e783752a96e5b9422","datavalue":{"value":"65R10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$932D8079-60E9-4F41-9B31-28E825C50FB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$F4AC871C-3774-431F-9A84-109CD82FC335","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9f1f6a7125c5fd30c55bd1e3c688522b809eeb0e","datavalue":{"value":"6340652","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$78EC3F79-E534-477C-BD92-A63CCB0A0996","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"deb0066572b10bb10feabb1f806ecc506f3912c4","datavalue":{"value":"fast Hilbert transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q2878964$C91A9F27-4C70-4F16-AB76-3BD57938352D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ce520832a44d3d1d32e0cdf2993c41fe61897c17","datavalue":{"value":"time-changed L\u00e9vy processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2878964$E64A5859-13F6-4D6B-A182-8517DA5DE942","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7fbb63f7518b892155d9e65f7045fab74f11822a","datavalue":{"value":"barrier options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2878964$7AF3BC46-AE72-4D7D-86AD-E14F3E4D5002","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"706441075c1e58bdecf45c1fbeae615c4826ba80","datavalue":{"value":"dividend-ruin model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2878964$39B7BDCB-AB8A-4A3B-B22E-3B15EE22AF1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d55635d7d0aa1990dc3c0ae9af67acbe376b2ce2","datavalue":{"value":"Bermudan options","type":"string"},"datatype":"string"},"type":"statement","id":"Q2878964$201F3384-D61D-4119-8A12-FD5E8C473C28","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"43675a87c7f4a74747a203f7a464e86baf1817ec","datavalue":{"value":"Q60148434","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$9FBFFF36-BBBD-4538-99D2-7705AFBEA8F1","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2878964$D78F7DEB-7FBE-495F-9F3A-A9AA9C3806CA","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"da047a2567d361967ef11253fc032c205146549c","datavalue":{"value":"W3122879049","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2878964$4E78FE9F-DA41-4219-99DC-FEAAD9C4A98F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f192b8359138505b60d3a0d94fa11c752e8ac4d","datavalue":{"value":{"entity-type":"item","numeric-id":3521283,"id":"Q3521283"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7d8afc93cff7a7358552d73b900a510c4997d2c","datavalue":{"value":{"amount":"+0.9243147","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$61DB6667-D826-4015-9658-5A3C292B3F12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa4c794b5a9f478a74090a69075ae5e12c6354e9","datavalue":{"value":{"entity-type":"item","numeric-id":964690,"id":"Q964690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7897eb667164bb1656aa3c615f56b7ca4bac23c3","datavalue":{"value":{"amount":"+0.9200944","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$789F20BC-4466-4628-B9F5-375457060C66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"051f18ad1b84e141cb22abb1734d66a53d473028","datavalue":{"value":{"entity-type":"item","numeric-id":3577151,"id":"Q3577151"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1df237fbffe8e0bd109ae9f9e4772bd714bb8216","datavalue":{"value":{"amount":"+0.91203994","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$F288AF5D-99F5-425F-949E-D89EA58FD30B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"90693ffdc5ed819b880918a2543eec26d8102a46","datavalue":{"value":{"entity-type":"item","numeric-id":272119,"id":"Q272119"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1c12c1489a594eec9b3d3f33d41bc76c7395c749","datavalue":{"value":{"amount":"+0.8982685","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$8296464F-6267-4C8D-8E94-887F511EAE1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bde86f811c1e27fbfabbe378c5f16aa87b2c265c","datavalue":{"value":{"entity-type":"item","numeric-id":2246590,"id":"Q2246590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a25317199a613bbf7c17ff2ea44f0fe1f0b7c33f","datavalue":{"value":{"amount":"+0.8968488","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$12876ECF-6473-4F34-90E8-5BF4B6E4497B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ec6d01bcdd48c6278210099a35ced9b81c97c590","datavalue":{"value":{"entity-type":"item","numeric-id":4541554,"id":"Q4541554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"212665a1030a03d0c0be53a64b29862852a14950","datavalue":{"value":{"amount":"+0.8848064","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$40C606F2-63F0-46C7-A6F4-D5CEA6C4C0A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"08696ba8fe2030e5f3f55ca7747219e9aa1b8bba","datavalue":{"value":{"entity-type":"item","numeric-id":3460257,"id":"Q3460257"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3ba81796b5988909e6a6e44c6eff218adf0a6c5d","datavalue":{"value":{"amount":"+0.8831469","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$382C2E55-65C5-4D4E-91C6-8D41452B887E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62ccf0a7f036511eb467617065491d6b25a71130","datavalue":{"value":{"entity-type":"item","numeric-id":5125033,"id":"Q5125033"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"77a06689f4ebfcb5036a2bcce6916e5edfb85312","datavalue":{"value":{"amount":"+0.8828307","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$CC28B9DD-7959-4AF3-AF6E-848BF69199F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3ed69a75b4a6004675c6eedfaa62cad55de34f62","datavalue":{"value":{"entity-type":"item","numeric-id":5388671,"id":"Q5388671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ba00411a6f8f75b5da047aec2c84e7e4df027007","datavalue":{"value":{"amount":"+0.8823848","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$D3086A1E-E237-41CC-9BAD-E8911001D4A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c60e85e3cd3ec8ce3724c819b1979e3d8bd1f688","datavalue":{"value":{"entity-type":"item","numeric-id":2873138,"id":"Q2873138"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1ccd6d1f2f566e4d87b9f53b01f30d9f10cef7fa","datavalue":{"value":{"amount":"+0.87939453","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2878964$D95FEE8E-FE90-423E-A31E-7D1B9E6A4FA9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c03c5287d57228b4bcdce79341d68da142317076","datavalue":{"value":{"text":"Pricing barrier and Bermudan style options under time-changed L\u00e9vy processes: fast Hilbert transform approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2878964$4E0277C8-241D-45F2-8869-E06230405D1E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2878964","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2878964"}}}}}