{"entities":{"Q3498563":{"pageid":5528466,"ns":120,"title":"Item:Q3498563","lastrevid":50358101,"modified":"2026-01-13T21:32:53Z","type":"item","id":"Q3498563","labels":{"en":{"language":"en","value":"Fast swaption pricing under the market model with a square-root volatility process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5275911"}},"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":"Q3498563$0C8BDF7F-CB43-4B19-96B7-413BCDF8B356","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"38dbd20b64f73ebfbaab17f97f09f562743bb811","datavalue":{"value":{"text":"Fast swaption pricing under the market model with a square-root volatility process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3498563$68B894E9-D449-497B-AAB3-B10B97D26CF5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"31c4b7c57de21d13da89213b971d4472a54a11eb","datavalue":{"value":"1134.91380","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3498563$0A853096-3C61-4341-BD7C-EDDA14CC4BCE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"93679d443b41b5828f280c99d5131efb58c04700","datavalue":{"value":"10.1080/14697680701310961","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3498563$EF2B4E95-BAC0-493B-B58F-B337FC98EF54","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5e1d3b2d6b1406c0fc4123e558ecf5511e0e8dd6","datavalue":{"value":{"entity-type":"item","numeric-id":302361,"id":"Q302361"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$DAC7F8C5-9C77-4035-B513-551054F1DDDB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b6cc4ae5aef721a2d92f62cc8cdc148e3a5ae951","datavalue":{"value":{"entity-type":"item","numeric-id":264413,"id":"Q264413"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$2EB27143-DCFD-4FA4-9498-FB012CC690FE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$B21FFC8C-FCBE-4FC0-AFCD-DF43AFC7BE2C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"fe1a6b09d7dea39258164cec9c33f15b47de911e","datavalue":{"value":{"time":"+2008-05-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3498563$C7C849CF-F21E-42F3-8508-F559C06646A1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0e497fa25972a5e8a0353b17744210646653683","datavalue":{"value":"91B24","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3498563$3ABDFD9B-8C67-42BF-AED5-6F522F3D79F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e419163fd9b5f210c8c0c28cdb07c2197a2bcac","datavalue":{"value":"91B26","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3498563$1B744AD4-C4DC-4A33-9539-D9A05673BADD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e165e671c27bc9fd3adeca5892cc497feb18d071","datavalue":{"value":"65-06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3498563$AA491ABD-4F12-4371-9FC9-A52EC0D241FB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8a35331217a9642b9b442c4bea1747513290656f","datavalue":{"value":"5275911","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3498563$41FDDFAD-9022-4BAB-9E1E-5929F852C493","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2fdcf7878552c8c28e15db3550da357ba8f2e45d","datavalue":{"value":"LIBOR model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3498563$8F30CED3-856E-4022-AE83-70AF6BA7EDB4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3498563$355AE950-166D-49DA-8F4C-33A9A67B08ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d5d7a567ec8f9b1e1439f57cf40ce00ae8ea3452","datavalue":{"value":"square-root process","type":"string"},"datatype":"string"},"type":"statement","id":"Q3498563$CE667DDC-D388-4637-A6D2-5F7FC469C00E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"702924e4ccb354750a5163b42badcefbcdd7ad6a","datavalue":{"value":"swaptions","type":"string"},"datatype":"string"},"type":"statement","id":"Q3498563$3EDBF5C1-5041-48F7-853D-A4099877CA82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e47dfac703a711ad3620b042097d3771814cbb5e","datavalue":{"value":"fast Fourier transform (FFT)","type":"string"},"datatype":"string"},"type":"statement","id":"Q3498563$C7017899-BBBA-42E0-BB17-AA4C383DC0E0","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":"Q3498563$BC15782A-C4A5-46F0-A814-C082966547CC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ad7a03f9b3c9ebd20562876f350701ff70b14a0f","datavalue":{"value":"https://doi.org/10.1080/14697680701310961","type":"string"},"datatype":"url"},"type":"statement","id":"Q3498563$8F7B59A1-D991-4AC3-8879-ECA6A183D4E5","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"bdc28fdcbeeec66f5e8a12683e2e36255600de4b","datavalue":{"value":"W2126528285","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3498563$29966DE8-8088-4DE1-991D-5AC0236E632E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0209a65ce48d1beda2cf305b3202c09ec66ddca4","datavalue":{"value":{"entity-type":"item","numeric-id":4541584,"id":"Q4541584"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$BD77A7CC-AE66-4AC5-915E-85B6B17A7300","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8bef93889baab807ff99730875d54fbb8211dcaa","datavalue":{"value":{"entity-type":"item","numeric-id":4266143,"id":"Q4266143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$910C924D-BB7C-4B00-AB8C-253289B16700","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e58477df3613ee1144ae035e7c1c0b11a9bcbe0e","datavalue":{"value":{"entity-type":"item","numeric-id":1391435,"id":"Q1391435"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$8EEEB292-83FB-4ECF-8279-61EE932C15F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"29958d2e18da361ee8239ee742dcacbf1bfca233","datavalue":{"value":{"entity-type":"item","numeric-id":4372046,"id":"Q4372046"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$A3093D5C-5421-4C66-8D48-731A6FACBD8E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$B22B81DA-C3F7-4BC5-A276-504A6BC95839","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$37EB51A4-AD66-4310-A6B8-8F686321C2FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea4e10510d88b31503e9de9a8db91b29f82c1c8c","datavalue":{"value":{"entity-type":"item","numeric-id":4812840,"id":"Q4812840"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$6C27E9A6-0CA7-4AEF-9727-EC8EDA717D81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d4bbbc4a48fd76d01eefdcaade94f274721b2d8","datavalue":{"value":{"entity-type":"item","numeric-id":1162768,"id":"Q1162768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$BDFA778A-56B1-4153-BFDE-B12B9EC9F26A","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":"Q3498563$A21039BC-1826-4815-9EF7-B3CCAB4EAAC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3540dd35b4d4730ffb752538fe4abe7c2542a981","datavalue":{"value":{"entity-type":"item","numeric-id":1376238,"id":"Q1376238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3498563$8F493D1F-E138-450C-BC4D-47E9F044A868","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0aa18fd65cd7d02ed454c9652589fdbf5ce11581","datavalue":{"value":{"entity-type":"item","numeric-id":2494608,"id":"Q2494608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"56f536fe677afeea0e4a5b8e1614ddd3dd40e8ad","datavalue":{"value":{"amount":"+0.8316184282302856","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":"Q3498563$31A47740-E95C-4EC0-AED1-B6D5DCE57323","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3db5421818ebbf182168a920f4beaad76effe73f","datavalue":{"value":{"entity-type":"item","numeric-id":4449553,"id":"Q4449553"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5e2452ac04cb3fd8d0d9a44ff3e5f7937d990d2d","datavalue":{"value":{"amount":"+0.8231082558631897","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":"Q3498563$9EE40397-8E88-4E13-B981-80FB8D52C851","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cf1d6cebba455e4d4d33c0f56a2075251635e28b","datavalue":{"value":{"entity-type":"item","numeric-id":2771109,"id":"Q2771109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e677375303a18a9abef3ead140dc3a4e9cdddfb","datavalue":{"value":{"amount":"+0.7932521104812622","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":"Q3498563$529C4BA2-A750-4932-851A-CD7400FA68CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"70194297438b583c83eb747a2db328b28f217363","datavalue":{"value":{"entity-type":"item","numeric-id":5164146,"id":"Q5164146"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a706328aa4f7f30d5ea0bd916cf695bb2b3e2308","datavalue":{"value":{"amount":"+0.7901742458343506","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":"Q3498563$96C5AA9F-11D6-4A9D-AF99-FB487D4B2B1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5494bb3fa9485cb09b196e18018974844bb77b08","datavalue":{"value":{"entity-type":"item","numeric-id":5506189,"id":"Q5506189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5514ed47183cb1d67b8474b66d57d4fc4c4d75a5","datavalue":{"value":{"amount":"+0.7884548902511597","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":"Q3498563$57F67CBB-CB40-48C8-9CB7-32FDB103B8A2","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3498563","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3498563"}}}}}