{"entities":{"Q2941062":{"pageid":2951782,"ns":120,"title":"Item:Q2941062","lastrevid":52177262,"modified":"2026-01-21T02:36:30Z","type":"item","id":"Q2941062","labels":{"en":{"language":"en","value":"The Heston stochastic-local volatility model: efficient Monte Carlo simulation"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6389035"}},"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":"Q2941062$3B77D744-40C4-4F72-A1E1-4F341FDFCE28","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ad249cc2d80b70058d404ce3f89e61d9ac545661","datavalue":{"value":{"text":"THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2941062$BA12DC66-43F5-49E4-9B50-A9EC15CC7CE5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"39a51b796983cdddc9869995b35d945f278bda06","datavalue":{"value":"1303.91194","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$87176A30-3F3D-4F4F-8B02-991DF1A0BC08","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1254f270f39c33d1e4b12e7dd27033265ccc8966","datavalue":{"value":"10.1142/S0219024914500459","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$07E247FF-9E8A-4F62-8EE6-F8C2EAC21446","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3445d2b1dff254e2006714aeee195d88fd60a853","datavalue":{"value":{"entity-type":"item","numeric-id":2941061,"id":"Q2941061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$6AD0B066-CBDF-47C6-8F9E-22CC7A34F691","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7835d364b67593098617f7e53437fd29c8ccebd9","datavalue":{"value":{"entity-type":"item","numeric-id":465087,"id":"Q465087"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$144CB2EF-EF74-4E77-8569-929A9F94842C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"df5b684d197c2aa17c77d380cdb87ac47a4a9a34","datavalue":{"value":{"entity-type":"item","numeric-id":592663,"id":"Q592663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$83A949A0-2A23-4C8C-89F8-C707E7FF094F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$D1876EF4-A19A-4899-97CD-A0EB67C116E1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1d0251b69d7d19697bca623567230f62a256b263","datavalue":{"value":{"time":"+2015-01-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2941062$060817E8-76A2-4DA1-BB6F-341418366463","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$AC781378-5D30-4CE3-955D-6B2B5019DCB9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9375df1cefbb35e9d725c7f8a9310966359d35cc","datavalue":{"value":"60H35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$26D7C6BC-7034-4BD8-9382-BFC6DCCFD15B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$6835BFB7-8A41-4151-B403-894734231F3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$A69A35EE-864D-4EC1-BFDD-29B97765B7D2","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"dbff84c4b331cb9e1edd2694e3f2247049c3e759","datavalue":{"value":"6389035","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$6928A313-97FB-47E2-BF84-4E0476A82151","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4529064ca9aa55f6fcbb7d84a023edce7f8487b6","datavalue":{"value":"Heston stochastic-local volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2941062$7F102578-D7B8-440A-BD59-0E56F900569C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2941062$4C1E69BE-DB5E-4BA9-BC5A-B2B0ADC7D4A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b57002f0343b69cb137e42f42cd515823edd6383","datavalue":{"value":"local volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2941062$1925075A-2C20-4E9B-A9D3-462AB46B5E48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dd39a642910b18ae86d6b8f4801f3ab988e440db","datavalue":{"value":"Heston","type":"string"},"datatype":"string"},"type":"statement","id":"Q2941062$FE934355-0ED9-4CB2-98AA-9A0D1C059E44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"06065b0dd7de6f850299d355099c2787f723ec6a","datavalue":{"value":"hybrid models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2941062$1FFB6D60-4C0E-4A2B-951A-8B6AFCB88060","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d815abc5774e7482de436884e69f769537fd80b2","datavalue":{"value":"calibration","type":"string"},"datatype":"string"},"type":"statement","id":"Q2941062$1DEC2D4E-1A1A-4FD1-8764-5F4B3D8B3FB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b667044fecd62dfdceea4abbb4c0f04769e2532a","datavalue":{"value":"Monte Carlo","type":"string"},"datatype":"string"},"type":"statement","id":"Q2941062$23D50EB5-2217-4195-B87A-140E5ECA78A8","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":"Q2941062$2047BDD1-1891-4BBD-B889-C45A694D109E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$A07FB470-CC7D-4C54-9DF4-84CDFED2B14C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c11dd9297c798d55a63e20b1b15bb10d7d7597ad","datavalue":{"value":{"entity-type":"item","numeric-id":4216100,"id":"Q4216100"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$949A337F-20EC-4CF0-AC3D-15CE8B86318D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a6e3da03626231a66efa320b8d3e3fa99748dc7","datavalue":{"value":{"entity-type":"item","numeric-id":99433,"id":"Q99433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$010488F1-95CD-4A6A-A1FF-83982E1A71C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d11736430f0978c377fc1fe0b23986db0ab2a2a","datavalue":{"value":{"entity-type":"item","numeric-id":1067301,"id":"Q1067301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$D9C05C39-D5AC-4743-BED2-FC89F319CB33","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":"Q2941062$D2B1E7D4-920C-46C0-BED7-69A7EDFD8F38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a239ac97919621455966dd35dbe7d01592f32859","datavalue":{"value":{"entity-type":"item","numeric-id":2869971,"id":"Q2869971"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$C1CA181A-7A28-44D0-9999-48355308F4EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"613b996c2ca56c76fbbf12ebcd5744b30c5716f6","datavalue":{"value":{"entity-type":"item","numeric-id":5374081,"id":"Q5374081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$96F0E89F-524E-476E-A72B-AE5A1944CC6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9dda37a5bd87a3abde825c56fa015e430ca88b9","datavalue":{"value":{"entity-type":"item","numeric-id":5190133,"id":"Q5190133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$8DA041D5-7A04-4127-884A-C823E0839089","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d869e4ca42b0032e472399c4b4bf641b003ce10c","datavalue":{"value":{"entity-type":"item","numeric-id":3557988,"id":"Q3557988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$4A4BC072-51FE-4C7B-8234-158BE72644F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"08f9d8c3f8974fd01381b14be584f96130332ce3","datavalue":{"value":{"entity-type":"item","numeric-id":4903748,"id":"Q4903748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$763CE8AB-C63A-42DF-A991-8B73C1045ED1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"15ca4ab016ae487ea95fce2d5805fa7d74a18171","datavalue":{"value":{"entity-type":"item","numeric-id":4943153,"id":"Q4943153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$C987716E-8E92-42C7-8FBB-7F97906BABD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4029d473c7012d38877db513fc851f6fce2dd8b7","datavalue":{"value":{"entity-type":"item","numeric-id":5338465,"id":"Q5338465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2941062$720DE101-4394-449B-B02B-3053E806B8AA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2616144619bb5b8f46070b6be335c25fb493ab6e","datavalue":{"value":"https://doi.org/10.1142/s0219024914500459","type":"string"},"datatype":"url"},"type":"statement","id":"Q2941062$6BC89AB2-79E7-4577-B59B-2EBACA224621","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2edf2cfb50b949b7ac0aee8d07b200180919deb5","datavalue":{"value":"W3123296785","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2941062$7EB72E5C-88A3-4120-8BF0-1B4BFDC32F81","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"06c4d0bdbf27f699902a55fb8fa248cc8244011e","datavalue":{"value":{"entity-type":"item","numeric-id":4555144,"id":"Q4555144"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7b74c4d7a5a8ac7ec117a97a9fa8ec5b3c4dc14","datavalue":{"value":{"amount":"+0.8496880531311035","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":"Q2941062$271374C4-D337-4FF2-98D1-94AA487DBA5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b5262dfdbc9118e5ea30c2bae077d07e3f21a04","datavalue":{"value":{"entity-type":"item","numeric-id":2498183,"id":"Q2498183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7918bfaeb0c2ec40a6ab6d1fd4ee7f3ddba4b3aa","datavalue":{"value":{"amount":"+0.8262137174606323","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2941062$E22C962A-2A14-4A4E-8DD0-AB1E4A4DA352","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"193f61fdd81f046017649fe01a347a432a13f4d7","datavalue":{"value":{"entity-type":"item","numeric-id":3560077,"id":"Q3560077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d8137272ad033462a593f2db9a3701f3617427d4","datavalue":{"value":{"amount":"+0.8229061365127563","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":"Q2941062$93A0F467-449F-4F6E-B287-1F4C4E185249","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"95126a3c2b132a3150c8ca14ac68998ebca9fd9f","datavalue":{"value":{"entity-type":"item","numeric-id":1018129,"id":"Q1018129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5d1b5e6a5cc91c84edcf2b0adde1e8549649de5d","datavalue":{"value":{"amount":"+0.8214949369430542","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":"Q2941062$249E04D7-F658-4B37-8450-FD73A7DC7C90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c37b92eba49964209ae12419cc715d0b4b8b5099","datavalue":{"value":{"entity-type":"item","numeric-id":2364763,"id":"Q2364763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"395264e0ec8b429fd74ece56479c5087c4e3485d","datavalue":{"value":{"amount":"+0.8109052777290344","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":"Q2941062$0763944A-3E08-4F54-A575-FBD34C78F9E4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2941062","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2941062"}}}}}