{"entities":{"Q3467606":{"pageid":5248119,"ns":120,"title":"Item:Q3467606","lastrevid":88261133,"modified":"2026-06-04T14:03:34Z","type":"item","id":"Q3467606","labels":{"en":{"language":"en","value":"European option pricing with transaction costs and stochastic volatility: an asymptotic analysis"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6538912"}},"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":"Q3467606$0D9F2DF8-5EE9-4ADA-8A58-E0B75F21ABF4","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5c7b8109ca4041ae0f36e416cd2a32c53a7fb720","datavalue":{"value":{"text":"European option pricing with transaction costs and stochastic volatility: an asymptotic analysis","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3467606$4D60EF69-E4F3-456E-85C7-00B9F6103D49","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b5cb7d1ca1d69dcb99dcf03f3ea09858242e80d1","datavalue":{"value":"1330.35460","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$4FAE4F1D-8A2F-4EF0-B1E6-FB6F4EA32AEC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5f71e2b6141d3e0af3d67a46af32787d311df53e","datavalue":{"value":{"entity-type":"item","numeric-id":303699,"id":"Q303699"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3467606$F1EF3693-19C2-4D53-9651-E315EA1652F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fdc07234dcd23880c7aa35d3f4c88d53eb5aa509","datavalue":{"value":{"entity-type":"item","numeric-id":367372,"id":"Q367372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3467606$1FF5A5A8-EF98-44F0-AC05-E40D9DA29C51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2cb48fad1d252f31f62bd656d01f2ba654332e9a","datavalue":{"value":{"entity-type":"item","numeric-id":548136,"id":"Q548136"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3467606$CE2A5AAF-5735-4D7D-BBBC-CD1CC8D4943C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"eea146d693b9621bb9eca037446699e75c9dcb33","datavalue":{"value":{"entity-type":"item","numeric-id":943196,"id":"Q943196"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3467606$BBFAFFD8-DDD8-4605-AAD9-0755394924D2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1ca4b7631cbc9c013720eae33b6b23d418cafd73","datavalue":{"value":{"entity-type":"item","numeric-id":2707968,"id":"Q2707968"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3467606$A7B14896-1BC5-415F-806B-CEE9CB7CB68F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9dcab49f037b6bd9e8dbab71895dfb4dc20bef1b","datavalue":{"value":{"time":"+2016-02-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3467606$1BF30B8C-1B23-435F-BAFE-C98A622FFC67","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8daa5ae4148c5e12733180e5cc3727e464be34e6","datavalue":{"value":"https://arxiv.org/abs/1211.4396","type":"string"},"datatype":"url"},"type":"statement","id":"Q3467606$D6F8D414-B47D-4B54-B4E3-EC8B0514CF48","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$CEF00AA3-FE7B-4E16-9262-8E6F7140951D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$E156C602-2D2D-496A-89CB-DAA72569494B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$5963C023-5647-4E42-BF55-D590B4230CED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$771D88F6-9E25-4501-90C2-CEBF0AC70EBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c186912cf1b537929a58b59842edf82a1604881c","datavalue":{"value":"35Q93","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$ADB6BE10-9553-4046-B853-B0374119F63B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7b482bf0764c59b8189c8b15e57288bd081a1b71","datavalue":{"value":"6538912","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$49DAD77F-413F-459F-8A5E-40719A7362D8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q3467606$0EB74A7F-2F0D-4085-A062-F3672A826710","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3467606$B04D6A05-904B-4AEA-A674-45CAF0C002FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1458859d7b633a485e6b4e8c181c3bfc656c704f","datavalue":{"value":"transaction costs","type":"string"},"datatype":"string"},"type":"statement","id":"Q3467606$6587AD1A-CC30-4763-BA47-2329F09FD8CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8409087e1a47938aa2f41df93582738cbb7ef2b0","datavalue":{"value":"asymptotic analysis","type":"string"},"datatype":"string"},"type":"statement","id":"Q3467606$457DB5B2-84A1-434B-ACE8-3063690DB725","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3467606$CC6C119D-D7EC-4244-8748-10A527240C59","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e62606fedf7e9b879cba467c09b669ab84a3ec80","datavalue":{"value":"W2167186883","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$B9AA5AF9-8772-480F-A229-F1740D341801","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"51fa58c2a9c89ec600a881d084606f5f8486aa47","datavalue":{"value":"10.1093/IMAMAT/HXU033","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3467606$478A92BD-9A6F-45F7-832D-3923716F788D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5c3ca3d0081dfdbddf0b0c3fc1b53cff85e64df0","datavalue":{"value":{"entity-type":"item","numeric-id":4354434,"id":"Q4354434"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"94c060e949bc90feed7b04c7b66c98937aa5476f","datavalue":{"value":{"amount":"+0.8554865121841431","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":"Q3467606$13D817A1-E577-4B95-A57F-6E30A020B2C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ce61c09b0469abb9c5030dcd1354048cb851d579","datavalue":{"value":{"entity-type":"item","numeric-id":5283405,"id":"Q5283405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6ffcf8535f7fd4c4ea44455e4f971a9a71efa7f","datavalue":{"value":{"amount":"+0.8554861545562744","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":"Q3467606$57871795-69F5-44EE-B30C-F09DF62E00C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bfdf13cbad4e68cb454b8313e66edc3165e55648","datavalue":{"value":{"entity-type":"item","numeric-id":4667173,"id":"Q4667173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"33fdbaa31a13e98dc8894028fce172f4ae65f3a2","datavalue":{"value":{"amount":"+0.8478382229804993","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":"Q3467606$4FFB513E-CEFB-4797-ACF1-01BE7D02018B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5a1e733f003b372ecfd78791e38b0baa1a159f7b","datavalue":{"value":{"entity-type":"item","numeric-id":5063448,"id":"Q5063448"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8fe820195c941e8d42b8018e5003ddb12fea83c1","datavalue":{"value":{"amount":"+0.8251827359199524","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":"Q3467606$7FDB0714-6144-4C48-9AF7-9F15B234EAD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6fdab399e735d53987f76d0672be9dfd08900fff","datavalue":{"value":{"entity-type":"item","numeric-id":2877652,"id":"Q2877652"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"01ab1dac022ecd5f49ad2c1eb037e0fff43bf892","datavalue":{"value":{"amount":"+0.8188434839248657","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3467606$FE55F8BC-661E-4BC9-8C15-A424FED96AA9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"European option pricing with transaction costs and stochastic volatility: an asymptotic analysis","badges":[]}}}}}