{"entities":{"Q3116022":{"pageid":3126738,"ns":120,"title":"Item:Q3116022","lastrevid":51422087,"modified":"2026-01-18T04:18:05Z","type":"item","id":"Q3116022","labels":{"en":{"language":"en","value":"A theory of volatility spreads"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6008294"}},"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":"Q3116022$6E179B13-2D9E-4C00-87F2-01B1EFBDDF7D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f13cc702786bdf8d996a9b0ff89611e9469d10d4","datavalue":{"value":{"text":"A Theory of Volatility Spreads","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3116022$356FE73F-6F67-4B4F-9231-F4FEBFA761A4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0bee38d3ec716390a4dfa5dd174976ab701b55d6","datavalue":{"value":"1232.91715","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3116022$530D3776-75F7-4BEE-AECC-E50244D3245A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"19087fd304eeca4f101b8e4fa4a004db95d115bb","datavalue":{"value":{"entity-type":"item","numeric-id":1969823,"id":"Q1969823"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3116022$583EA007-C802-4752-8D3C-2178579FBFDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7997b61d6cecde12818b91f8a95c1eae677afffd","datavalue":{"value":{"entity-type":"item","numeric-id":201759,"id":"Q201759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3116022$5CBCB63C-16BC-434A-A76A-51B2CDD2F205","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6e44c27f3d340aab0ff4982041b8ffdf589013f0","datavalue":{"value":{"entity-type":"item","numeric-id":65608,"id":"Q65608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3116022$CF3EA853-0941-461C-9635-423390A7753A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c94b85ae5b7438330c7c59c70881128bc9b09fcc","datavalue":{"value":{"time":"+2012-02-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3116022$6D176409-91DC-4D0C-A123-2689EC3F7205","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3116022$B8EA37B6-AD6F-415F-8EC3-EC254B4EBBAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3116022$1E175C59-3E3F-4E55-BBB5-A455FB7DC823","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4d7be1b9a405e2058946d15bd7c2d950bc031cf3","datavalue":{"value":"6008294","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3116022$F2719A3A-453E-42E8-BBD1-C11C02EF4D1E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7afdc7153ce6eb7f40cce2736c5f51c700cb085","datavalue":{"value":"risk aversion","type":"string"},"datatype":"string"},"type":"statement","id":"Q3116022$A2F525A9-D42E-41C3-BC53-FFCB198639BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"946d39bc1744aed3a643e0a36760ae899697da32","datavalue":{"value":"physical return","type":"string"},"datatype":"string"},"type":"statement","id":"Q3116022$45EC8BDA-3180-4192-8AF4-5BDDCA48FBD7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"58fbd1690583805257c2fa129837d1336866ba6a","datavalue":{"value":"moments pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q3116022$80ACAA31-D0FB-4C4E-97E0-23E2363827F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4ca1be1d9df004e218f7172534eeeb3fc524f9cc","datavalue":{"value":"risk-neutral moments","type":"string"},"datatype":"string"},"type":"statement","id":"Q3116022$DC9BDE29-9B69-48AB-9D74-7F2FD5EBA13B","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":"Q3116022$624DE997-6B03-44E2-A391-1C80C98DEBD2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f41874a2516ff9d2afe0706fc21a8e8c16c0cfab","datavalue":{"value":"https://doi.org/10.1287/mnsc.1060.0579","type":"string"},"datatype":"url"},"type":"statement","id":"Q3116022$4DF49D12-CC33-48F8-B585-721788F11105","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"53c5ac99b1e08b57921cc3f17c9ff5ab10e41eb6","datavalue":{"value":"W2171436969","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3116022$083A753D-09A4-47E0-99EB-F8D68585508E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"456fe5d2bae85ee1d41385c45a6d1e7005e90950","datavalue":{"value":"10.1287/MNSC.1060.0579","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3116022$043804E1-1561-4644-B267-F58A36835689","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7e6ea8cce41ee29dc3ee8b7460d56d696ea6194c","datavalue":{"value":{"entity-type":"item","numeric-id":1754048,"id":"Q1754048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1704bd340e6ef94bbdb55455eb2ee882ad084a64","datavalue":{"value":{"amount":"+0.7828999161720276","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":"Q3116022$694E987F-1344-4D73-95E0-579B8625CDD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"893b6ea989f18635b87d9a53ac7d4b6a440dde01","datavalue":{"value":{"entity-type":"item","numeric-id":3117869,"id":"Q3117869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fc9d534e69cbc7d60fa66c28b723aa626c021559","datavalue":{"value":{"amount":"+0.753232479095459","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3116022$E6A8B5DF-32FB-4FE5-8C45-E406F1FAB087","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3801f34f9bd6b8d5ede774bad723e68168bc1806","datavalue":{"value":{"entity-type":"item","numeric-id":5139449,"id":"Q5139449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5333873a8326b384dfe8260e5fb1fcceef4e287f","datavalue":{"value":{"amount":"+0.720588743686676","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":"Q3116022$79E3A11D-8F90-40CB-BA2B-4828B000901E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3ff1d2e9dd98ecabd78eb16b6dba873183c282e1","datavalue":{"value":{"entity-type":"item","numeric-id":2919956,"id":"Q2919956"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a28a0e19438ce6fa0bc34744877d70e88ae845d6","datavalue":{"value":{"amount":"+0.7141578197479248","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":"Q3116022$07E65085-5336-4651-8F0A-AF7C3D1D924A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e197c911d21df81155b9bb42bb8d5dff377bc880","datavalue":{"value":{"entity-type":"item","numeric-id":737279,"id":"Q737279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a00294b95f469e45df4562aeb61d6c0455499198","datavalue":{"value":{"amount":"+0.7127501368522644","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":"Q3116022$243E3D33-9226-4A45-9605-AB558F49C59E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3116022","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3116022"}}}}}