{"entities":{"Q3607222":{"pageid":5637128,"ns":120,"title":"Item:Q3607222","lastrevid":50585954,"modified":"2026-01-14T11:46:35Z","type":"item","id":"Q3607222","labels":{"en":{"language":"en","value":"Explicit option pricing formula for a mean-reverting asset in energy market"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5521296"}},"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":"Q3607222$AB363982-E430-40EE-9F45-4602BA5AC13B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"146a805094e911a64630644978245e0330a511f8","datavalue":{"value":"1164.60047","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607222$BA0D88F2-06D0-4E55-9BDD-AFB4E2249979","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"40ef2c307e9078023cebc740459844562b8a6008","datavalue":{"value":{"entity-type":"item","numeric-id":538917,"id":"Q538917"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607222$A1E2DE81-54B4-45D0-A276-D46AC7C3320B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"34f3336c19b24d140c76eda7f27c00258dde62a4","datavalue":{"value":{"time":"+2009-02-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3607222$A2A285F5-BD7D-43AF-AA3F-7A5B7B71A4A7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607222$AC6E8D52-6D80-4CB6-9120-9329C8968321","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607222$CEE90559-016D-4923-8DF8-2CE61ADF923A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fa729bda89db5c0a05aa9b6489669776bda54e61","datavalue":{"value":"5521296","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3607222$2DF321FB-88D0-4849-ACF4-82D1E85B00BE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f274eed2f28bd7ae297ad50bbde3df11590c083b","datavalue":{"value":"mean-reverting asset","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607222$89085F12-9675-4732-9428-54A29601B2F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7c69f7f6689397764f8020a580ea0236fce65a19","datavalue":{"value":"European call option","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607222$A21A4CCB-582E-4D43-B0D3-DCB02357AC61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0910a34e5f51e246b8665759bf48e3305a38c2dd","datavalue":{"value":"option pricing formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607222$FE76D206-EA38-426C-B14A-7A0D7A8DAD80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3c75a1ff11cc8e9059375cc439d4fabf1bb4e9df","datavalue":{"value":"risk-neutral measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607222$C5EB51BF-6EEE-42E6-8766-1F8EEB863EF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9871697226a22e849d8af1d027a3615ca089f6f5","datavalue":{"value":"Black-Scholes formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607222$1A575C9E-556D-4320-911F-46D96A55E82B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"995082f608e8fe3466f9b2b1e2b0fba84b351b11","datavalue":{"value":"AECO Natural Gas Index","type":"string"},"datatype":"string"},"type":"statement","id":"Q3607222$7FED3DBB-67C6-4EA6-BEFD-D5274C544514","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3607222$BD092088-FBD6-4641-ADEF-38EAD3554858","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"689833a1fae4bc0f6794fcffc94a793e45c67ef5","datavalue":{"value":{"entity-type":"item","numeric-id":1011280,"id":"Q1011280"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"95c004e9aadd4ab915ed31c5f269dec7b44a4ccb","datavalue":{"value":{"amount":"+0.7914385199546814","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":"Q3607222$F8916D5B-C0EF-49F0-B622-9C8439179F77","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"45105e86cf2596e5ce7ac94f42832647717ba0a8","datavalue":{"value":{"entity-type":"item","numeric-id":4646794,"id":"Q4646794"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cb67a707752f8fe41b1511e6a0446404a63edad3","datavalue":{"value":{"amount":"+0.7884863018989563","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607222$F33B4140-4E93-43F0-9857-D7ECDD9C7113","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3096fcdb04b6a4b9de8e233ed8aa564826f8e029","datavalue":{"value":{"entity-type":"item","numeric-id":5158753,"id":"Q5158753"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"df019f26a96ab7ce0bec36419003a4407bf8402f","datavalue":{"value":{"amount":"+0.7751803994178772","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":"Q3607222$B33828A5-8B3F-4F85-AE27-55F0CBF7A4EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bd613ea51e2a7ecf51fe209c492ea6a64c9393c9","datavalue":{"value":{"entity-type":"item","numeric-id":1424642,"id":"Q1424642"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5db4abe1c834635783318bcae569442bc3cef8b2","datavalue":{"value":{"amount":"+0.7675042748451233","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3607222$F17BFAB2-000E-4D4C-BDCF-0642DE8EA3E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d42da1927b3f1772f459870367dff31cf15d1a0d","datavalue":{"value":{"entity-type":"item","numeric-id":4920492,"id":"Q4920492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"92c236c7e548a5fca4048cd33e646165a6874f66","datavalue":{"value":{"amount":"+0.7606386542320251","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":"Q3607222$8E3E86D7-9EFF-4992-9579-73511917E21F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3607222","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3607222"}}}}}