{"entities":{"Q2923239":{"pageid":2933959,"ns":120,"title":"Item:Q2923239","lastrevid":52110776,"modified":"2026-01-20T23:15:37Z","type":"item","id":"Q2923239","labels":{"en":{"language":"en","value":"Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6355980"}},"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":"Q2923239$03DB8305-274B-4912-9677-3803D0342327","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"71e1b05b852e147395a6675122263d8aace40454","datavalue":{"value":"1300.91055","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$A67174BE-9E5C-4F52-9CD7-3C8118C81F9C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"42ef0241543fc2052ce03ffc145aa13d4791c37f","datavalue":{"value":{"entity-type":"item","numeric-id":250438,"id":"Q250438"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2923239$FA5B9686-0ACD-4133-8E5B-4D35AC56466F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"25f5ca6b3e45802b8dfa075a03cb6a52513e2bb1","datavalue":{"value":{"entity-type":"item","numeric-id":2071970,"id":"Q2071970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2923239$9EBB5130-F1E3-41E0-A8E3-B1EBD2617248","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4f1275091ce559d46cc515623c1cdc4ddb8cbc05","datavalue":{"value":{"time":"+2014-10-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2923239$DBFC4690-E3C0-4D5A-BBE0-2D0DE636AC0C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"424174a15e0401c241f702d09b219e3819db9bb4","datavalue":{"value":"https://semanticscholar.org/paper/71267b44db41bfeed63ebb2dbdb32fa6632ed065","type":"string"},"datatype":"url"},"type":"statement","id":"Q2923239$FB2F1652-7647-4A38-B2FF-3E7FEB8678E0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$CF680DDE-A0FB-4304-B40A-5768F4F43128","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"739e004674139c2b61782ece3788a457e8d3f5b8","datavalue":{"value":"60E10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$1E802C6A-F445-4670-9D89-46E046DD18CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"78f0cccb70b6caf24cdc28b4f0804843baf6dda5","datavalue":{"value":"60F99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$56756DA6-F2F6-4637-B90A-B1CC2E54F95E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$CB51773F-83BF-4C40-8E77-3A35F1A05D76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$C0186D25-A8A8-49F3-9BC8-B67F06FD18F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$C35750D0-C1A9-4A99-93A1-F331C8F958FB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cb84939f030e7506a91f7227ad964a0d63636e64","datavalue":{"value":"6355980","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$FBE8153E-EE2B-447F-A1E4-3DF6F51C7589","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2923239$BDEB48E8-AB1F-4CF1-AB50-DD4E5C82563A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"571bd5acbbc794bd708eb4d111e2e36e4e9108c3","datavalue":{"value":"fast mean-reversion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2923239$91BBA49F-515D-41F2-AA11-6C722ACE8429","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"93e221e61d1b5dd2fdd58ddee95372114709c92f","datavalue":{"value":"asymptotic","type":"string"},"datatype":"string"},"type":"statement","id":"Q2923239$3720970D-F776-4FA8-858C-48C77B2FB418","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ced8d5af09860cc5becf722f5978867060feeb7","datavalue":{"value":"characteristic function","type":"string"},"datatype":"string"},"type":"statement","id":"Q2923239$26C60017-CC55-41E2-A45F-AC56E4908E0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"187ce4242d602169d002df687399ac892410cd55","datavalue":{"value":"implied volatility smile/skew","type":"string"},"datatype":"string"},"type":"statement","id":"Q2923239$AD559D75-4F3D-4059-825C-BC61C02E320E","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":"Q2923239$5F616132-2551-4A09-B920-4357B776C945","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"da3cf86418af473902f54bd554f5564e35434a95","datavalue":{"value":"W2170116914","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$78D06B10-61C0-4BE1-A2A7-6918A2838822","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"7cad74b27c3e8130024811110e3aa4b6b2cb3068","datavalue":{"value":"10.12732/IJAM.V27I3.2","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2923239$18B7A514-A734-4FA5-8AE5-28C5B0F4F035","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"89bcca8d07fc53568e28126d406a920c7054e0f6","datavalue":{"value":{"text":"Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2923239$0226341A-E92C-4503-BC92-D6EE16C3C318","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b99f02399b5bc2eb303d9856f5a84e067cb47cf","datavalue":{"value":{"entity-type":"item","numeric-id":6769954,"id":"Q6769954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2923239$15CB0B48-DD2D-4B59-AEA1-033435CFBB2F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6eb17fc40f92f36c2d66e77286537957eadb31ff","datavalue":{"value":{"entity-type":"item","numeric-id":4656049,"id":"Q4656049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a568d7e60f48d3994d46d3d287563da2881edb3b","datavalue":{"value":{"amount":"+0.8355860114097595","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":"Q2923239$51B59AE5-8F24-4EAF-A49C-FD437003351E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9bd42d99a2dd735b38711030ac3b776061b5ae12","datavalue":{"value":{"entity-type":"item","numeric-id":433133,"id":"Q433133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f19abc2a0f79f6b2920cda45871898ea3cc100ea","datavalue":{"value":{"amount":"+0.8106002807617188","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2923239$DBC6FF8E-7E70-4BE9-8B59-5F2A53A14C4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"03b455f7b99db652157b39368bd18e1c14ebd91d","datavalue":{"value":{"entity-type":"item","numeric-id":3502980,"id":"Q3502980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c189cab9c7104d9cfe03c48bd13c2d9c494a011","datavalue":{"value":{"amount":"+0.8027921915054321","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":"Q2923239$9A8E7D28-3B9A-4987-8A9E-C1341DE3FD88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ec2af958e008f30860817fd87c13001f800e50d9","datavalue":{"value":{"entity-type":"item","numeric-id":309158,"id":"Q309158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b105d82eb696d3250390a7650f9aa2e8b963e296","datavalue":{"value":{"amount":"+0.7845627665519714","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2923239$FFB7A938-A70A-4F90-9251-6A2B0286F136","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e58f46cab1c49fbcfd98db5d1b5eda2d9a9b4cf","datavalue":{"value":{"entity-type":"item","numeric-id":2996524,"id":"Q2996524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f8ecec8be9dd7dfe8d79ba99e37cd31fa33a1a86","datavalue":{"value":{"amount":"+0.7825891971588135","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":"Q2923239$E814D377-ABC9-4F18-AE81-3D15DBB6A75E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2923239","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2923239"}}}}}