{"entities":{"Q375469":{"pageid":377236,"ns":120,"title":"Item:Q375469","lastrevid":61363911,"modified":"2026-04-10T22:53:13Z","type":"item","id":"Q375469","labels":{"en":{"language":"en","value":"Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6221283"}},"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":"Q375469$28DE542D-CEF1-4965-A066-36EA673D610B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"30918b3efe7f07cd30ebeaf15c36531a071d92fa","datavalue":{"value":{"text":"Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q375469$30B6D240-951F-4238-A570-ADD66396927B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ef5c2ab5b5f952beddbeabcc04113d799240e897","datavalue":{"value":"1274.91434","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q375469$AEE70DF9-045E-4725-90CB-72E28B1FB74B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6fce1481157a7d05a28a9b920189fc6ccb44e5e5","datavalue":{"value":"10.1023/A:1009646430215","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q375469$7FDD9B2E-873E-4637-967C-79C90EA7DE32","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"dfdeb34bfb61c838797dd393e3af6d1081925639","datavalue":{"value":{"entity-type":"item","numeric-id":375466,"id":"Q375466"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q375469$24F3F2B0-FA20-43B3-A9D6-941DB6FE9303","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"88459d9e3ddac7c3ce217731f37eb73517c56794","datavalue":{"value":{"entity-type":"item","numeric-id":375467,"id":"Q375467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q375469$AA7D7160-EDE7-4A0A-95CD-794B00316D73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1e4343e6f6639d0e0cfc0a3dc918d727fec50fbb","datavalue":{"value":{"entity-type":"item","numeric-id":2393160,"id":"Q2393160"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q375469$E13E713C-6675-42C6-AE06-252923ADA9B7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b7b1409059d6cbc553834a299852b011d6de72b8","datavalue":{"value":{"entity-type":"item","numeric-id":244006,"id":"Q244006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q375469$77D07831-DE7C-4712-8358-41A1ED1D0DE1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"45da5aadb8800ba43f09f9cebbbe7dc2b44f0a61","datavalue":{"value":{"time":"+2013-10-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q375469$3406630E-7C3D-4868-B727-5E2498ACA530","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q375469$E8D0CADC-3CAE-4E8F-BA80-7F09E524D07C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5023f5d7c946addae6abfb3c84350a2de5c02e23","datavalue":{"value":"6221283","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q375469$031012BA-EDF0-476B-8B5D-C2303845A878","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f538227bcd87e47db22958f2ff63d63200c50bbf","datavalue":{"value":"exponential-affine models","type":"string"},"datatype":"string"},"type":"statement","id":"Q375469$4458BF8F-F004-4F62-B6CF-6135CA4F566F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q375469$3F5471D1-53AB-46AC-A378-A0548408B518","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bdf9ebca505c15b922e7ccbc662064124b67f2aa","datavalue":{"value":"Arrow-Debreu prices","type":"string"},"datatype":"string"},"type":"statement","id":"Q375469$88447EDD-9CAD-4366-8FD2-26CC1AD1A4BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3b55fdd95a35db781c3a6f6199f502e2be2f251a","datavalue":{"value":"bonds","type":"string"},"datatype":"string"},"type":"statement","id":"Q375469$3CFFBF02-ABE6-4DF7-AC71-FED603458C7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bf7612968954ea025cac250db9d0d08c0055079d","datavalue":{"value":"interest rate futures","type":"string"},"datatype":"string"},"type":"statement","id":"Q375469$A53A8D0D-5B55-4661-B211-5111D8B0CE8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"59761ca1791bbf3407a7fd73eedf6526703476aa","datavalue":{"value":"European path-independent interest rate options","type":"string"},"datatype":"string"},"type":"statement","id":"Q375469$89DAB82E-DE09-4F09-B9D5-C4C93418C100","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":"Q375469$98BA3BF8-0CC2-45C3-B386-189330425CFE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0bbc03146663920195096e1cd14122b42aaf0bc4","datavalue":{"value":"https://doi.org/10.1023/a:1009646430215","type":"string"},"datatype":"url"},"type":"statement","id":"Q375469$99A957DB-C297-47F5-973A-B92F937339D3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5566723386d2b1759b2e77bfb750a01fd8db0dce","datavalue":{"value":"W3123478676","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q375469$7BD0F313-260A-430B-9A76-64CA922E56CE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a664a5576177d10fdf87226eea122336f28ee786","datavalue":{"value":{"entity-type":"item","numeric-id":5374082,"id":"Q5374082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"04bbde266fb239f1315ff8fab3be8e431f56558c","datavalue":{"value":{"amount":"+0.7930365800857544","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":"Q375469$10EE3A8A-8D81-4603-9D76-B8CBB8580F41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b71e3ba68e4fe6bd20881a201c65430bd1ee4913","datavalue":{"value":{"entity-type":"item","numeric-id":4672758,"id":"Q4672758"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ae320f24c7f56dcf3c8051f43af6fcb593ce6b51","datavalue":{"value":{"amount":"+0.7680426239967346","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q375469$A4D42A87-4C68-4728-84D2-B1053A1F3227","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"78bfd1945c46b5e1a378c8801e374dfd893d667f","datavalue":{"value":{"entity-type":"item","numeric-id":4827310,"id":"Q4827310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2747faf53748d730f30015fd745cd328a7c2cc3f","datavalue":{"value":{"amount":"+0.7652149200439453","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":"Q375469$8C2A2D99-6030-4A32-8970-C4DEEDBEC450","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5306a15d18d13b5d5da33251ad635a432bdaff2e","datavalue":{"value":{"entity-type":"item","numeric-id":4226871,"id":"Q4226871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a698430f2a48ce05680df8c0e2227fab93f5cab9","datavalue":{"value":{"amount":"+0.7615185379981995","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":"Q375469$613D988A-152C-43A0-93CB-0725108410B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aa63a9209b0d487802af26571ed4c6ab7629368b","datavalue":{"value":{"entity-type":"item","numeric-id":5120737,"id":"Q5120737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b4622f5f5ff3f9e8f2c97f0fb395bd0f7003c22","datavalue":{"value":{"amount":"+0.7538753151893616","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":"Q375469$7FE1EAA2-3CE4-427D-B22F-520255EBE788","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Interest rate derivatives in a Duffie and Kan model with stochastic volatility: an Arrow-Debreu pricing approach","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Interest_rate_derivatives_in_a_Duffie_and_Kan_model_with_stochastic_volatility:_an_Arrow-Debreu_pricing_approach"}}}}}