{"entities":{"Q3182745":{"pageid":3193453,"ns":120,"title":"Item:Q3182745","lastrevid":50788160,"modified":"2026-01-15T04:36:16Z","type":"item","id":"Q3182745","labels":{"en":{"language":"en","value":"Risk minimization in stochastic volatility models: model risk and empirical performance"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5616503"}},"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":"Q3182745$8F418450-26BF-46FB-93ED-F118DCDF134D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e14e991acda09c374939adcd321191a53662d35e","datavalue":{"value":{"text":"Risk minimization in stochastic volatility models: model risk and empirical performance","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3182745$8011C1DC-C4DD-4815-ACA1-542231C54F73","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d8e8ce6b1070692c7c3ae33edf17de893610784f","datavalue":{"value":"1188.91220","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3182745$195D478D-EB5B-414B-A8A0-1F82618C256E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e559442ed68ffe7b0930c5056dc2a2c5821f01c2","datavalue":{"value":"10.1080/14697680902852738","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3182745$99643D3E-9004-4F61-A509-ED866217A8D8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5f0c64ff780224c546dc71ba4eccb2bc2b7583bc","datavalue":{"value":{"entity-type":"item","numeric-id":224062,"id":"Q224062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$8817394B-FD03-4768-9747-1CC9F0AB90D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ae10f69451b8275b15b71026c6c8da2025137ecc","datavalue":{"value":{"entity-type":"item","numeric-id":429544,"id":"Q429544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$D5DF1630-DF72-40BD-B53A-47C2C5F90284","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0ca415f2661fc15f32cafed3d26578b7051b948a","datavalue":{"value":{"entity-type":"item","numeric-id":319242,"id":"Q319242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$4EBD2E58-7B13-4343-8499-23539C70CCB3","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$09674A4A-0D28-4F29-812A-1A0043AA730A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2a6aa0081561418a11d17268add21f5937b0595c","datavalue":{"value":{"time":"+2009-10-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3182745$BFFFE6B5-29C4-47CD-8B6C-2AD779A907D1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3182745$2B862721-0556-4BA2-8B8A-7D229201F072","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3182745$F6D2E743-33B4-46C9-B4C6-D805F034FAD5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6e174e207c4fb1d863c0538b50ee353f328e185e","datavalue":{"value":"5616503","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3182745$EA81F955-8164-44D6-B500-E36CE65FF184","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"031698476b99ee4f1b671d7e05b89ab6c5c22108","datavalue":{"value":"locally risk-minimizing delta hedge","type":"string"},"datatype":"string"},"type":"statement","id":"Q3182745$B5C5996B-1536-473C-B814-6D3AC95BB0A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3182745$2F1CD0BD-EA2C-45A7-8C44-86C3D7741AA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f12d0382bb455f420e0948fdeb9d05e45f05618a","datavalue":{"value":"model risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q3182745$0E087515-162C-489D-AFD5-BDDC05DAE585","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5df84a5397fe51004730afb40c01986d36b3f923","datavalue":{"value":"empirical hedge performance","type":"string"},"datatype":"string"},"type":"statement","id":"Q3182745$B7893DB2-F311-4BC8-8938-C0EA3DC75C24","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":"Q3182745$2FE66A9A-74B3-4877-8E6F-C8037B43E031","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0190bbbaed3cc4f63cec39a4d4bf8a9b674f5fe3","datavalue":{"value":"https://doi.org/10.1080/14697680902852738","type":"string"},"datatype":"url"},"type":"statement","id":"Q3182745$19247DEB-E3D1-4474-9902-31AA3E6FD16D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a41b66288cbc1b5a4d39ae0963fcc3901b546f6a","datavalue":{"value":"W2144635872","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3182745$8371330F-9061-4B0E-B5C1-6E1C607C3949","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9163a098e1979ff0f61419a89e038ba26954494f","datavalue":{"value":{"entity-type":"item","numeric-id":5433092,"id":"Q5433092"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$65B9DDF3-9687-4E2B-ABA9-F28866B257BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b31bc7d1f166a01bccc53b3d9525ac543e39aab","datavalue":{"value":{"entity-type":"item","numeric-id":3446058,"id":"Q3446058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$35E14757-CA87-4929-B525-A2A6779D6556","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"980899f84cfcfb7f9eab5fb4c7824cbf3821b8b0","datavalue":{"value":{"entity-type":"item","numeric-id":5455261,"id":"Q5455261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$8B6A3DBA-B3F6-422F-AA3E-11FA2F9CD3D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b152af9d185d8773703118f056aab3313bbc3d2e","datavalue":{"value":{"entity-type":"item","numeric-id":3182646,"id":"Q3182646"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$6C071542-1CD5-4F64-890B-F100A0879A98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"408360fa7a556c25261604dc45b7ed732fa978f5","datavalue":{"value":{"entity-type":"item","numeric-id":4372051,"id":"Q4372051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$87B144C8-A29E-4CAD-BEF4-6A4FED518254","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"59e5230a7001a806d1f1f44f6eb15a8bc45f93c2","datavalue":{"value":{"entity-type":"item","numeric-id":2490448,"id":"Q2490448"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$F366DD14-05BA-4E3D-81F6-7CA478793000","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":"Q3182745$10D52FA5-2B64-4532-9CAC-1A834B6EE09D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8c7241705e7e67e645de28889795f8ab362b80a","datavalue":{"value":{"entity-type":"item","numeric-id":2707187,"id":"Q2707187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$9C2DCB0D-8AFA-4FF3-ADF9-8A25F75A7F66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa16aaa0f9f75ae05e974677041f11718586eeab","datavalue":{"value":{"entity-type":"item","numeric-id":1176550,"id":"Q1176550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3182745$9AD648E9-40FA-4E0F-A339-68CA4C15DA7B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"35b66c55d7caef677dbda7144fb55177c60f3d31","datavalue":{"value":{"entity-type":"item","numeric-id":1037576,"id":"Q1037576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8741e37be3c325ae1ff93ca99a1530cd87b72a77","datavalue":{"value":{"amount":"+0.7767276763916016","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":"Q3182745$366B9224-64F3-4637-BFD3-17BED14B76ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8f5139ae5223491f8bad2c8c1fd90bfcd862e81b","datavalue":{"value":{"entity-type":"item","numeric-id":2725578,"id":"Q2725578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6333ba7e0a9b93d5420d71015530556a0a2eac5a","datavalue":{"value":{"amount":"+0.7704940438270569","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":"Q3182745$9F718389-5266-4808-866E-AB49A1C99F39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e59ec33b083eb3aa40ec615b9bb53a6f8a0ff33e","datavalue":{"value":{"entity-type":"item","numeric-id":5397430,"id":"Q5397430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6333ba7e0a9b93d5420d71015530556a0a2eac5a","datavalue":{"value":{"amount":"+0.7704940438270569","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3182745$D30C3523-295D-436C-85D4-D4722F7E4618","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"521a20980e083b0cac436cb3dd4eb64622aacdea","datavalue":{"value":{"entity-type":"item","numeric-id":5112725,"id":"Q5112725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2f2c02ed54c205a103d074e3e752c9920ee4d4d2","datavalue":{"value":{"amount":"+0.7649498581886292","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":"Q3182745$9E4D3445-7C8D-4A35-93B4-2F8301713706","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0bd898946ecd7caffec8d85335fd320d2a25ab68","datavalue":{"value":{"entity-type":"item","numeric-id":3121397,"id":"Q3121397"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4a98726ac6391808e5eabc5934ec8185588be146","datavalue":{"value":{"amount":"+0.759514331817627","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3182745$A7C709AC-168C-4E64-B70E-9FF3C107588D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3182745","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3182745"}}}}}