{"entities":{"Q373844":{"pageid":375611,"ns":120,"title":"Item:Q373844","lastrevid":61396086,"modified":"2026-04-10T23:06:05Z","type":"item","id":"Q373844","labels":{"en":{"language":"en","value":"Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6220093"}},"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":"Q373844$EAB49997-F6DB-44B9-881E-89A501772F25","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e5debfbef6283a078440323e979ad1f9b0c3e611","datavalue":{"value":{"text":"Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q373844$B364267B-99BA-45A4-96FC-8A4675B00420","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"89d4bd339c2b68544cbfbbd517df4aa7a69858a4","datavalue":{"value":"1278.60078","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$180E13D9-C151-47D0-9E8F-E792DE47B6F3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"687d1d87d232726f4e5407452c5010903bb367c4","datavalue":{"value":"10.1214/12-AAP893","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$6453D55A-3281-4C05-BF79-883925A61EA8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"efcd61b6b6597dab7932f678538977b6071a3519","datavalue":{"value":{"entity-type":"item","numeric-id":373843,"id":"Q373843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$116EFC8F-5221-45C5-9624-894EE0349C29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6b1bc8ff86b0d611198f37c7482e397c444188a5","datavalue":{"value":{"entity-type":"item","numeric-id":1265765,"id":"Q1265765"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$D4FD13AC-44CC-4056-B336-CF0C58093CCD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e04a4b352e727282a8f30f5809a3df145fda07dd","datavalue":{"value":{"entity-type":"item","numeric-id":81240,"id":"Q81240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$A767536A-9276-49C4-95B2-BF29CDC67A18","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"8bcfbb5ee16d2a7ab6c44dcb73548f4d40646813","datavalue":{"value":{"time":"+2013-10-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q373844$77ECACD8-259A-403A-AFE6-3B23F0300364","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"cc9de8ee6b78e5d3b11314fdc3a304f99ac1719d","datavalue":{"value":"https://arxiv.org/abs/1012.3909","type":"string"},"datatype":"url"},"type":"statement","id":"Q373844$A1EA18EA-F5EE-4B7E-9E81-64548C887FC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"f96ff1de26755cf9a85a81999503bdba77060488","datavalue":{"value":"https://projecteuclid.org/euclid.aoap/1377696305","type":"string"},"datatype":"url"},"type":"statement","id":"Q373844$ECA45190-D552-4BD2-BD18-0624EBE47081","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$037EF029-D701-4DF3-9D62-0036C95E6C67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$DA6764F3-2887-4373-89D9-14EB164F9B8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$37AD9CCA-3FED-4E28-8147-9DED38222C57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$737800EB-5020-4A16-B1BF-0F88F7F30374","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$0484E63F-C348-45B3-B688-F02D891B02C5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"627d5c0bcc246f527c5c75d4ba21c3b20ff9a81e","datavalue":{"value":"6220093","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$C5757B33-2835-4B8F-9280-7C9C52933EFF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1720d856e282acff851b8e048a004985eb77ae74","datavalue":{"value":"Skorokhod embedding problem","type":"string"},"datatype":"string"},"type":"statement","id":"Q373844$52912D82-4382-4942-BB29-9908588190BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dd13f98c19d24f5ed7b60b52a5f538664f1b9d78","datavalue":{"value":"Az\u00e9ma-Yor solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q373844$97A971EA-57F4-49EF-873D-0195C804B4DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9eac06137d2a2507318f166756fa0c6cf9b9e7de","datavalue":{"value":"Perkins solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q373844$02FBE8E9-8898-4045-AFE2-44B90DADBBBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"057e91270a386d832d716a1a866dc9e320e61abb","datavalue":{"value":"variance swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q373844$AA0663D4-613A-4438-80B4-E21FFA5280B7","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":"Q373844$658B564A-A4D3-4565-A1C1-2BCF061F234E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b22d0273fe3503997db9bdcf2131b9c03b946269","datavalue":{"value":{"entity-type":"item","numeric-id":3049602,"id":"Q3049602"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$40C14E91-8C64-409F-93D4-7FB3114BC5AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5097f608eb778fa0c0f2a73df3bd078d2eaf000b","datavalue":{"value":{"entity-type":"item","numeric-id":4142463,"id":"Q4142463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$6CB09C3D-AF43-4752-94C7-015E41E1B824","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6e821c5b74e375a2e4fee9280b9e71431ba30771","datavalue":{"value":{"entity-type":"item","numeric-id":4095636,"id":"Q4095636"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$FDCCC475-D543-4AB4-9DB4-20837F5C5604","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c059e51d37dd8bac8b617b07276a085d5ca4124f","datavalue":{"value":{"entity-type":"item","numeric-id":2494406,"id":"Q2494406"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$7D1C7A89-B185-4337-A22F-88AE8912A817","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9d4c497fb6c1130d68266bfc3951a0b212649a6","datavalue":{"value":{"entity-type":"item","numeric-id":3999383,"id":"Q3999383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$D07B0D39-A50A-4D6B-A8C4-9492343EA2D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87273b5a335dcf941bec677e2cfd24edcecf6f24","datavalue":{"value":{"entity-type":"item","numeric-id":3086813,"id":"Q3086813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$82C0125F-357C-4AFD-949F-D52228E3DA91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4cfed49d86ba8c5e4d8360130257981d1110d732","datavalue":{"value":{"entity-type":"item","numeric-id":3061148,"id":"Q3061148"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$4A5C7422-4116-4885-8CB8-FDCB48B74C61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87f93f4c55f6c59eed867d741dffa37fdaacc5ab","datavalue":{"value":{"entity-type":"item","numeric-id":693029,"id":"Q693029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$BC9E20F8-8DFB-4C1F-822E-EE78891A09C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d7a6d0185c1cf08d711ef5188ca18cb352b8b31","datavalue":{"value":{"entity-type":"item","numeric-id":1872282,"id":"Q1872282"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$DC8A3D1D-EE73-44D9-B8A8-8072C3E57EB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fccd6322e6f0047c0b4b7737b5edf541b3cf4006","datavalue":{"value":{"entity-type":"item","numeric-id":1813671,"id":"Q1813671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$B0E832B3-06AD-41C1-961E-4953F8C5A104","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d45e9372e9852e29a7c38ba7318777aeca6b899","datavalue":{"value":{"entity-type":"item","numeric-id":5684032,"id":"Q5684032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$99E0AA58-3787-400A-A7F6-F1E007BDB1DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a09fdc1103e1976f219c8e3ff021da6da2335c38","datavalue":{"value":{"entity-type":"item","numeric-id":1251859,"id":"Q1251859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$64B69485-111F-466E-93D2-0BED5DEAF409","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bdf50b77298ab6a03dcdd7797353d6e1ed2a1ce9","datavalue":{"value":{"entity-type":"item","numeric-id":980734,"id":"Q980734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$71BAC818-1A7B-4665-9CDD-A68F527E7A8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c72af3bbcce54b1c99433399e6fd118b6d68bdd9","datavalue":{"value":{"entity-type":"item","numeric-id":3746623,"id":"Q3746623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$CD3F1D64-0B14-47B7-9565-3B17E2AE80D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fba4cbaf8626c697c3fdfac486e8430d0fcfe8d","datavalue":{"value":{"entity-type":"item","numeric-id":4226355,"id":"Q4226355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$49E16DB6-23A9-49B4-A96A-9C8BF02DD87C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be6710b835c4700782ffc034331555abfd69c520","datavalue":{"value":{"entity-type":"item","numeric-id":3031744,"id":"Q3031744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$B93EDE38-CF93-451E-B4FE-6E4CEFD92E43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5cc5bc21e0262be8531e63fc4fbf9855f8eba31","datavalue":{"value":{"entity-type":"item","numeric-id":1326340,"id":"Q1326340"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$F07FA403-E3B9-45BE-ABB7-F91D41718A5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7692661c05d60596dcbdafdc4aa7aa9753437da8","datavalue":{"value":{"entity-type":"item","numeric-id":5524051,"id":"Q5524051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$8D8A063D-227F-4917-B55E-44EFAE99EC33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aec57f30926c91747778eb754657f836af065918","datavalue":{"value":{"entity-type":"item","numeric-id":5600531,"id":"Q5600531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$B623B4D6-D4B0-44B4-9B4E-D5934CB64E90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df9c8eaa5a3f7915086e31f5c50792a92af5ad82","datavalue":{"value":{"entity-type":"item","numeric-id":4308605,"id":"Q4308605"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373844$A2E5E119-C1D9-4999-A8DA-5F445ABFE08C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6248764accd540852cb7af7e757233307b1e134a","datavalue":{"value":"W3103072755","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373844$CC4FC0D2-7358-48CA-B88E-BF7016586955","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d2c263a780a48047b444355a6428e316f186b7f6","datavalue":{"value":{"entity-type":"item","numeric-id":2406561,"id":"Q2406561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a25a8ed87b01c466e336b2f58110c2a809519d9","datavalue":{"value":{"amount":"+0.8102705478668213","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":"Q373844$E0503E9F-360A-4C49-9060-DEEB2306A360","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4c8baca193bbd3749c952c4f3cceb81a21a83ec2","datavalue":{"value":{"entity-type":"item","numeric-id":880476,"id":"Q880476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8c9a48b349408a9d4852cb1264bc63a9d62b03db","datavalue":{"value":{"amount":"+0.7995632886886597","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":"Q373844$02C7FDEA-2968-491A-B238-C9C69140F6FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"953a7efcbe50db0d93931c18b28a0eb142e2a5c6","datavalue":{"value":{"entity-type":"item","numeric-id":5423759,"id":"Q5423759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"332f553e2e56a484a36cfd43808b1f0da4555abf","datavalue":{"value":{"amount":"+0.7932035326957703","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":"Q373844$98DD2B9B-6DAF-47FB-9EDC-0B76E2CBDA44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b164f88ab961339e9bdd299b9739c0a3d1fecf50","datavalue":{"value":{"entity-type":"item","numeric-id":2013566,"id":"Q2013566"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8d4dea010e3205c09c887056c5744a90b0520b86","datavalue":{"value":{"amount":"+0.7903788089752197","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373844$FEDA2B3C-0C35-474A-B830-1B888787C68B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9318267746bc3bb4050c55436d56ae69b9e346bb","datavalue":{"value":{"entity-type":"item","numeric-id":4565498,"id":"Q4565498"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"48fc0c935fd01a46662d69c170fce507aa0b5aad","datavalue":{"value":{"amount":"+0.7900833487510681","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":"Q373844$A4E9F971-0F0B-4186-93B2-8E3420EA4355","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Maximizing_functionals_of_the_maximum_in_the_Skorokhod_embedding_problem_and_an_application_to_variance_swaps"}}}}}