{"entities":{"Q3000886":{"pageid":3011610,"ns":120,"title":"Item:Q3000886","lastrevid":51256706,"modified":"2026-01-17T11:47:10Z","type":"item","id":"Q3000886","labels":{"en":{"language":"en","value":"Representation of American option prices under Heston stochastic volatility dynamics using integral transforms"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5901445"}},"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":"Q3000886$D3A8F108-41AD-44D8-93BA-6BA040C70751","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"673a13461954e42c1101ad2fb77c73ae8566810d","datavalue":{"value":{"text":"Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3000886$7F5EBD89-2AC8-425C-B88B-7B61CAADA01F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"533c27072c66196a62ba9add6b0d11f67994c681","datavalue":{"value":"1218.91152","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3000886$304460DD-ACB7-4BEA-A8B6-0E34FCAA976A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"873942ca2cc35b8189c9f27e225487cc620748bb","datavalue":{"value":"10.1007/978-3-642-03479-4_15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3000886$F84F9717-E43F-4B4E-82FD-F706952CC495","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"332b05cbd688000ae0c2ff862f9329d937f50d78","datavalue":{"value":{"entity-type":"item","numeric-id":186807,"id":"Q186807"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3000886$18039DC7-DD51-4BD9-930C-C8807020C45D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"58e2450d1a147ad046578a299bf9475c25cb7b53","datavalue":{"value":{"entity-type":"item","numeric-id":953734,"id":"Q953734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3000886$E1AFC490-962A-4DA6-A8B4-E38B752DB03C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8a576defa3379cba748b568a6c288eac82283e93","datavalue":{"value":{"entity-type":"item","numeric-id":278969,"id":"Q278969"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3000886$01B847AA-BB2D-461A-8E51-A2DAE854387E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"27801f50fac1725cd9c13525442353fb31ac4654","datavalue":{"value":{"entity-type":"item","numeric-id":3000872,"id":"Q3000872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3000886$693605DA-63CA-4E7F-AAFA-D2E075CB8389","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"fad9e66134bb431a5ce183a1b3c2f5a020fa1ea2","datavalue":{"value":{"time":"+2011-05-31T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3000886$D9928E1D-2C15-47CF-BED8-FC052696172C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3000886$B3D5E7F7-8263-42AD-B51A-725F8CBEF00B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3000886$318D6986-A3CA-4500-9BA4-CBA6ADFB1692","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fe2620b948ef8d9d905fe4bc812d18ca6549c03a","datavalue":{"value":"5901445","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3000886$74632D86-B9CC-4016-A6AC-B71137E7601E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1ff5036370575bd7d70032df9d04486707d5a6d5","datavalue":{"value":"American option","type":"string"},"datatype":"string"},"type":"statement","id":"Q3000886$D5B9842B-2DA3-4055-A733-BED737E66EE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2db50e149c99a7278bb291783c74696960ea00e2","datavalue":{"value":"stochastic volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3000886$7E7217C3-6466-42CD-A6E2-5B2A34E7674D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc22fb4b68b4e9448897875fb1ae8f9dab30d6b3","datavalue":{"value":"Fourier and Laplace transforms","type":"string"},"datatype":"string"},"type":"statement","id":"Q3000886$9E4158E6-362E-4548-B584-5E1441AE6317","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"250ec264114f5b056f97f6b17611cb5312b01127","datavalue":{"value":"pricing equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3000886$631DF375-F654-4924-8FBB-D7452E2DA0E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1dc19cb904686e2b0e41a80c8573ca43332c0b4","datavalue":{"value":"Duhamel's principle","type":"string"},"datatype":"string"},"type":"statement","id":"Q3000886$67DEC479-9B1C-415C-9C5F-B5EDD5BF4D0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ce27bbddb670ddc929e4174c49dfe7c1b3bc006a","datavalue":{"value":"Kolmogorov partial differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3000886$B54CD987-E53B-4AB4-9634-CB9D361324E2","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":"Q3000886$FAC7DCB6-A0FF-4FC8-8165-60AA1E0B508D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ddbed82204b32c4b258b575138ae71147686eb4b","datavalue":{"value":"https://doi.org/10.1007/978-3-642-03479-4_15","type":"string"},"datatype":"url"},"type":"statement","id":"Q3000886$95F3A1BD-46B0-43FC-898B-D1547163C557","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9977616cfe6b8535aa443fb2a2de9f2a7e36e9bd","datavalue":{"value":"W1831177580","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3000886$3CBAC90C-A7D8-4581-8F44-2B3C7B46A6E4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"24be66ef2882498d2c9475300c551b077668100c","datavalue":{"value":{"entity-type":"item","numeric-id":5746758,"id":"Q5746758"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0e0292f2c60b51d2b129b986c25604e0f897009a","datavalue":{"value":{"amount":"+0.8873680830001831","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3000886$AE952D9B-A80A-4577-8F26-EA8791413E86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"44829c0421ed7e01475f8a68291e8f10f2d49ad5","datavalue":{"value":{"entity-type":"item","numeric-id":278970,"id":"Q278970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0b0027c60017ef4dea6b445c4bbbdf62ed2be36f","datavalue":{"value":{"amount":"+0.83757084608078","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":"Q3000886$5611A352-19E5-4CBD-B33F-463C1B7712B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b336c5890af176eddc4b4585e23fdb33701ac887","datavalue":{"value":{"entity-type":"item","numeric-id":482015,"id":"Q482015"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"94299a8393a4995310a462d12e899caeadeaf952","datavalue":{"value":{"amount":"+0.8190774917602539","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":"Q3000886$22427A09-2748-40E4-BA0A-4CA4B253227F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"27a91f5589feb968c9e73df709392c8f3f7ea307","datavalue":{"value":{"entity-type":"item","numeric-id":4678982,"id":"Q4678982"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7904034b09bb62d0348bc539a83bebf24be7c6b5","datavalue":{"value":{"amount":"+0.8096147775650024","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":"Q3000886$9B0529A7-BA0D-4A88-A077-95004CA4686C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"93308c93de7c7bb2e81b048c421201cd9434c1a7","datavalue":{"value":{"entity-type":"item","numeric-id":5227407,"id":"Q5227407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dac8d0ab12e604deb6788b62f7d05cc7e541f9bb","datavalue":{"value":{"amount":"+0.8071608543395996","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":"Q3000886$425649B7-FDD8-4ED7-828F-ACBBDFAA4552","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3000886","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3000886"}}}}}