{"entities":{"Q3225031":{"pageid":3235739,"ns":120,"title":"Item:Q3225031","lastrevid":80097098,"modified":"2026-05-06T15:26:06Z","type":"item","id":"Q3225031","labels":{"en":{"language":"en","value":"A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6014433"}},"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":"Q3225031$AFFEBAA0-EAA8-4668-B6A1-77B1D0AF1709","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c651212a3e6b06ca7b2e3080271bf2dfc5dd2c89","datavalue":{"value":{"text":"A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3225031$957FA1F0-96B4-474F-921C-2CC7D9206712","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f129c1946db0951a92df7cd1efa37ce9d5a74235","datavalue":{"value":"1233.91263","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3225031$F2232BA2-17D8-45D2-9F12-0ACF286201B2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"26b5d176d62c3da1e573eda7c4e0d2ec38ae8476","datavalue":{"value":"10.1142/S021902491100653X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3225031$0135828C-F17C-4873-9F48-2D0F8F08CF5D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9ddbfcd243ae8e586842ecaece57bc300c997dcf","datavalue":{"value":{"entity-type":"item","numeric-id":638431,"id":"Q638431"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$71EFEA8F-40DF-49C9-840D-1F6C60A76F60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e305148729572dfe4a8c7b191a6ed68d76f643f6","datavalue":{"value":{"entity-type":"item","numeric-id":3225030,"id":"Q3225030"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$5DE188CE-AFE2-4882-A55E-7B8A7C0CE1D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7cbaa158f43bdfa10067926d386074c02074b8f3","datavalue":{"value":{"entity-type":"item","numeric-id":607671,"id":"Q607671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$73AD7361-1D26-4142-90B9-04D850DCC1BF","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":"Q3225031$09EA2CF6-701E-41F3-BF98-8EB2EB6360F4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a2d208db1103a8eff5ee81c748238cac793871fb","datavalue":{"value":{"time":"+2012-03-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3225031$11880D0B-04C6-499B-B04D-D98E5B5979F3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3225031$60265410-3625-4C52-B2D5-C3C6078FA77E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3225031$0755E189-3E9C-4377-988C-EFA96BDF462B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1bd983461c3b0ba49521a9417cf6fa32a3c16edc","datavalue":{"value":"6014433","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3225031$BDB0BD9C-53C3-44E2-9152-C2C60ECCB690","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0f1dca677a9f96d9eeb91e492b3ce275599539e1","datavalue":{"value":"heston model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3225031$5C665FBE-B43A-4D4B-B4D8-C6B2317E9B32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"16fa99b72944348a702389160610e24039ee0bff","datavalue":{"value":"multi-asset","type":"string"},"datatype":"string"},"type":"statement","id":"Q3225031$65138EFC-094A-410D-8000-33ED4B17E3CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q3225031$6EE30561-7FAA-4063-857A-CFAE47951F18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d815abc5774e7482de436884e69f769537fd80b2","datavalue":{"value":"calibration","type":"string"},"datatype":"string"},"type":"statement","id":"Q3225031$C0DC5562-18AB-4921-903A-E11C044A202F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ac6aac01a1d75372fe6ec054328aa4a1f0ece96a","datavalue":{"value":"correlation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3225031$9A50826F-C794-4A27-AFFA-69F0861A0552","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":"Q3225031$2EC87CB4-F5E4-45A1-8D52-A2407CE5B2AF","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9fa63152583e1cff730ff84cce0f321fa2bde8f","datavalue":{"value":{"entity-type":"item","numeric-id":1969824,"id":"Q1969824"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$4886583C-7552-49D5-BDEC-331C35CF1CB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1deb47fee2be0b3254a13252906b5b59c73cb34","datavalue":{"value":{"entity-type":"item","numeric-id":4821616,"id":"Q4821616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$55D2D4AB-F830-4B72-AEEF-DAD60252FFD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ed89b3825c9327f937358ac36f25e769c34e6cc7","datavalue":{"value":{"entity-type":"item","numeric-id":2425554,"id":"Q2425554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$8A0DE132-D7BC-4A14-9A38-824D015AEE03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87d125b551479dcb79d0032495384b59f704280b","datavalue":{"value":{"entity-type":"item","numeric-id":3539544,"id":"Q3539544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$16AF9D77-FBB7-475A-BB17-7F235559769A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$A1CD3ECA-C3AD-4D0C-AEBA-80010D49E0EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b74cedb9fdba77c7cd7fb0ec519fb6182daa3d48","datavalue":{"value":{"entity-type":"item","numeric-id":5485103,"id":"Q5485103"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3225031$3DF0DCD7-2BA1-4FE3-9871-E575D886A689","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4fc5734037b52002c2b2f40d7111a035d5fd0d74","datavalue":{"value":"https://doi.org/10.1142/s021902491100653x","type":"string"},"datatype":"url"},"type":"statement","id":"Q3225031$75F70938-7743-4101-AB51-AB05A4B88D85","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a419ba61251824be5273b4b0ae9041f98212b031","datavalue":{"value":"W3124654226","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3225031$0A27D2DF-8560-4FEA-884C-0132077B3B10","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"971a71fd265b71e43106a05141931e2c704e2752","datavalue":{"value":{"entity-type":"item","numeric-id":4902546,"id":"Q4902546"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"24400db616e1a45ecd3dd4371876db73448df700","datavalue":{"value":{"amount":"+0.913378","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$D4FF3F51-E1ED-40EC-9249-60830CF3D3EC","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":"e729c80c585f4cdb4d5322b6dbd2d3db64c3fb38","datavalue":{"value":{"amount":"+0.8972448","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$BBD2090B-6D67-4CF8-BB56-2FA9FCD85D39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b841e19f1ef8045ce924467aaeb5944fa5f05722","datavalue":{"value":{"entity-type":"item","numeric-id":3068487,"id":"Q3068487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6e8dd89f7f4e4a06b7003b6ee0d7edd68bdaaf2b","datavalue":{"value":{"amount":"+0.88784313","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$49328C40-F1BC-4904-85DD-EDF53876FA49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5459fbc8e3310acfe4d0664f53aea8f6f36a0e12","datavalue":{"value":{"entity-type":"item","numeric-id":5079352,"id":"Q5079352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fdf00654fdfbe14fc2ab8cc9d2075a2c80fa9b50","datavalue":{"value":{"amount":"+0.88531995","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$7FCFD263-954E-4A6E-BEAA-32EF3C618F4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1e4384405e1905579306a00c8215ab0c41cff0ca","datavalue":{"value":{"entity-type":"item","numeric-id":2247916,"id":"Q2247916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"66d9adabf80ea1bcd5116c7e3e779885a91cf5b0","datavalue":{"value":{"amount":"+0.8832466","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$7C4D2A33-8BD1-497B-9F8D-B10A3150EBCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f6a0b1c175b248d2f7685b264e37cf2fc5af67f0","datavalue":{"value":{"entity-type":"item","numeric-id":1694942,"id":"Q1694942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c98391eeae92881b638979ea0a26f01b84835634","datavalue":{"value":{"amount":"+0.8832017","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$0BBD7B18-4F6F-46B8-B771-E30EB842C9CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"87669fa05cbcb8d299ed650ab6ca50fdc56a338f","datavalue":{"value":{"entity-type":"item","numeric-id":3195630,"id":"Q3195630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"75e8e621f1ab9ab2083ad6122214276d31dc192e","datavalue":{"value":{"amount":"+0.8783617","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$FB5DAE27-3359-407F-8040-876DCCE1FC68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"de7967b6f3e4973c61ba1045851100988645df23","datavalue":{"value":{"entity-type":"item","numeric-id":2732368,"id":"Q2732368"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bc5c3ad657afa996b273918c66573d918e92901e","datavalue":{"value":{"amount":"+0.87590617","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3225031$F41E96E0-6489-4AB1-865A-9A8F0645E784","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_PARSIMONIOUS_MULTI-ASSET_HESTON_MODEL:_CALIBRATION_AND_DERIVATIVE_PRICING"}}}}}