{"entities":{"Q340129":{"pageid":341896,"ns":120,"title":"Item:Q340129","lastrevid":61129794,"modified":"2026-04-10T21:21:59Z","type":"item","id":"Q340129","labels":{"en":{"language":"en","value":"Option pricing under jump-diffusion processes with regime switching"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6652325"}},"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":"Q340129$8E8B35D7-10B2-4AD4-99AE-3A21D4759DF3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e7b8d34150e7693c590995c54abd96b37e1314db","datavalue":{"value":{"text":"Option pricing under jump-diffusion processes with regime switching","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q340129$1FD421C1-7DA5-4DA9-A2C8-E749DE9EA157","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6d9a6c6409feed2bfcf0a21b02cf7b07abb5f44f","datavalue":{"value":"1350.91017","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q340129$B4641E62-D11C-434E-98CF-1E14099D80FB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"099403f2f765b8dfe6a490332864c73f3ac00aa6","datavalue":{"value":{"entity-type":"item","numeric-id":77770,"id":"Q77770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$8066C1F8-F391-464D-A01C-BFEF1EE96262","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"69b5cc204006e0b442af1997a3d153f21085ebd2","datavalue":{"value":{"time":"+2016-11-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q340129$CEBD198D-F639-4A53-919A-8266AFFBC210","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ef6f4481c9318e0e9333e0a6918a24f64c6bb92d","datavalue":{"value":"The author considers a jump-diffusion process with time-dependent deterministic driving parameters that are simultaneously switched at random times, and construct a viable pricing formula therein by computing the expectation of a payoff function with respect to a suitably chosen equivalent martingale measure.","type":"string"},"datatype":"string"},"type":"statement","id":"Q340129$83A0AC6B-4120-4E64-9D8B-DADC1B1005F8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q340129$A0AC4959-D6C1-464A-92AA-B339599AD1F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q340129$5DBCFE4A-BF70-4A5A-8EA2-B4D5447A9BA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q340129$F29F9C1C-BE34-4F85-B947-C23599835CC3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e180d4e0e7dd2c76bcbb0ec618de9643cd83b3c5","datavalue":{"value":"6652325","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q340129$A2E3C2F4-55D6-40E1-B61B-40853461BBBB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"afbe4becc0f15d97482f8a1d30ddbf6486fe4dc4","datavalue":{"value":"jump-diffusion process","type":"string"},"datatype":"string"},"type":"statement","id":"Q340129$AAFF9D26-6FF8-45DC-B684-E8808D32B67F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"55b73050bf25c1ac50348bea25e01d16b7c2207f","datavalue":{"value":"pricing formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q340129$0092749E-B315-44BB-AA9B-96D9F6CD6443","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"348975a9ecacfa93842c8da6f250625ff96a4221","datavalue":{"value":"equivalent martingale measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q340129$BBBD5D10-8A84-4BDD-AC9A-DB6CA2C7CF83","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d120034342ce6173ea9dfe0eb547cd3d1d0f79cd","datavalue":{"value":{"entity-type":"item","numeric-id":592270,"id":"Q592270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$0D33B973-F776-440F-82EA-A3DACA266153","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"0f7742dcc712f47f9c83641eb66393a36a46c0f6","datavalue":{"value":{"entity-type":"item","numeric-id":700225,"id":"Q700225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$FFEC510D-EF43-43FA-B526-867E31E2327D","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":"Q340129$B10B27B1-8979-4397-8884-74D241B38FC6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"82c0b1345045d24c789dd9790c2ad720d7e312dd","datavalue":{"value":"https://doi.org/10.1007/s11009-015-9462-7","type":"string"},"datatype":"url"},"type":"statement","id":"Q340129$6A44A9FB-8F76-431B-B63E-4B1D24D8CC59","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"56d456a096fa468659977c8f153611e0b35b6ec4","datavalue":{"value":"W2260877778","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q340129$CC631E68-7F05-4EA2-A8A5-761CB9B7F76F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f88f7a98d91099887a35a59588dea665d427aaa","datavalue":{"value":{"entity-type":"item","numeric-id":1584197,"id":"Q1584197"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$D9A54E45-7BB7-4AB7-901F-F2BD51CEEA99","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"251ec0348ddb1f70bcab38770ae25450de69d19f","datavalue":{"value":{"entity-type":"item","numeric-id":1340170,"id":"Q1340170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$5BDC9216-D380-4DAF-8E68-730ACD7BAB6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43e89ad7fb7f54cc7c6eb1c82874812f24af0752","datavalue":{"value":{"entity-type":"item","numeric-id":3465401,"id":"Q3465401"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$9862BE63-C597-4864-940B-0DDB108CE8AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd4a320a44c11182244a17d69bb084fa9f25335","datavalue":{"value":{"entity-type":"item","numeric-id":665552,"id":"Q665552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$A4DE2DAA-2DA1-4314-8968-726C688F43E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d3ee4a65847efb7f2e1f37a722d778c8b011cf42","datavalue":{"value":{"entity-type":"item","numeric-id":5890187,"id":"Q5890187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$F585525D-A8B7-4951-9A65-91114835A48E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76960d2cdf43daf804a64b39ed3d3d674ffab064","datavalue":{"value":{"entity-type":"item","numeric-id":1424723,"id":"Q1424723"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$9110323F-0149-467C-8635-DD81FFF95520","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"464e7a6bd09c9f25654d309b9204d5f4ee604c45","datavalue":{"value":{"entity-type":"item","numeric-id":3378427,"id":"Q3378427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$3C78CCE8-5813-4196-A5C5-29F828589D49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a78192415dafb5f296cb3a652688c9e74ee51da1","datavalue":{"value":{"entity-type":"item","numeric-id":819974,"id":"Q819974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$C97C5430-A2AE-4233-9500-8A7B590A8D83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d75890d9fe19a3d9e5a4b8f76a9407d91a6688f","datavalue":{"value":{"entity-type":"item","numeric-id":386156,"id":"Q386156"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$BCBF7501-F6F1-41C9-B5EB-D8D2F7BB0D8D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c30154ab84ee52ae560bb9ee8fa49046cd0aa2ca","datavalue":{"value":{"entity-type":"item","numeric-id":492468,"id":"Q492468"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$6CCC058B-02BC-48D5-9EEB-DAA1E4B00CF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f25c282b96c8f0297fb6afb5fb3819b05be6f0f3","datavalue":{"value":{"entity-type":"item","numeric-id":5433103,"id":"Q5433103"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$3ED148B8-9114-4498-816D-58E883575255","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c82eaab88c09495cea21829108607235cda163fc","datavalue":{"value":{"entity-type":"item","numeric-id":985996,"id":"Q985996"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$53E72360-DC23-46A4-822C-B4BA5747C8B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ef83497930897fc301219ab854ed1c626e71e39","datavalue":{"value":{"entity-type":"item","numeric-id":496959,"id":"Q496959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$1582565E-7AB9-4340-9D3C-E02DEC350E9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d1c715c068ccf3821e058f585e660ad2440060e","datavalue":{"value":{"entity-type":"item","numeric-id":4863397,"id":"Q4863397"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q340129$62B756C9-3CA4-4233-ADDE-28A645582510","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c869420f7fde7190a6accddd78aaaa769445add4","datavalue":{"value":"10.1007/S11009-015-9462-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q340129$760563D9-82CE-4770-B861-BB9AC7C19AD9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d7b5ce58a5d763a32f3fa6371899980a1ebefde3","datavalue":{"value":{"entity-type":"item","numeric-id":4802411,"id":"Q4802411"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"274e3dca3bb022e55a6c9abc9dc12b589b538751","datavalue":{"value":{"amount":"+0.8769389986991882","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":"Q340129$53A7532F-7A68-483A-833C-C94CB03F3554","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f42066439715d2141e0e7043eb474c49d6c13dbc","datavalue":{"value":{"entity-type":"item","numeric-id":3022058,"id":"Q3022058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"23e99640fb39c348a944f9462ae5e47dc5686da7","datavalue":{"value":{"amount":"+0.8747202754020691","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":"Q340129$23D9DAE4-D991-42D1-BC58-32A8FA23BF84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fbdefa9da1678bcd7af4703cf6ebd12929d269b4","datavalue":{"value":{"entity-type":"item","numeric-id":2348967,"id":"Q2348967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fbdb572bc5a69fe967f0992e836786ce6e45d531","datavalue":{"value":{"amount":"+0.871097207069397","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q340129$FD6CD074-3BBD-4305-BD22-7577985BD599","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8919b4037f147c9355d95eb5eccbd840f00e0c59","datavalue":{"value":{"entity-type":"item","numeric-id":4980581,"id":"Q4980581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d686ceea528cfa68f7b52635b740de41fe33985","datavalue":{"value":{"amount":"+0.8425645232200623","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":"Q340129$466DD173-5EB9-4313-A1C2-8CA972552CEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96ea6e6569edc77578903cf10df7b99f91da6a5b","datavalue":{"value":{"entity-type":"item","numeric-id":665552,"id":"Q665552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ece505d56608d604d480edff8f88ed5957ac893c","datavalue":{"value":{"amount":"+0.8403587341308594","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":"Q340129$20CF2B5C-0D38-4FCA-8F7B-7C73127E2ECE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Option pricing under jump-diffusion processes with regime switching","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Option_pricing_under_jump-diffusion_processes_with_regime_switching"}}}}}