{"entities":{"Q380461":{"pageid":382228,"ns":120,"title":"Item:Q380461","lastrevid":51868265,"modified":"2026-01-20T10:42:15Z","type":"item","id":"Q380461","labels":{"en":{"language":"en","value":"Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6226864"}},"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":"Q380461$E25FBBEE-C23E-4468-84DE-A5CE7FA69732","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"7ce15f58de091597aa37dc6ce4f776a2045569dd","datavalue":{"value":{"text":"Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q380461$3ADD535A-9ACE-450B-99DA-5B742592252D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"854f29d2e814cf5397e9c0a66d8804b530a19c51","datavalue":{"value":"1276.49016","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$D13517E5-176D-404D-8B09-55A1E5A09396","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"575e369639773ce8cd2d68ee2a71436adf52efaf","datavalue":{"value":{"entity-type":"item","numeric-id":380460,"id":"Q380460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q380461$BE9969FC-3249-4714-81F4-FAEFEE339D1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6190fbc890dee8dd53545a4831fe120bef2f90bc","datavalue":{"value":{"entity-type":"item","numeric-id":915305,"id":"Q915305"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q380461$2B7AE09C-85B9-417D-8118-F16326AEAB76","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e44f3e93d903de82a8fbed99c0811e7cd35baeba","datavalue":{"value":{"entity-type":"item","numeric-id":380453,"id":"Q380453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q380461$A67F2D2D-DC71-48C4-B623-CF689B528A1C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"108246dca772a8e1d58c3ba11f0cdc16c904d0dc","datavalue":{"value":{"time":"+2013-11-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q380461$1764EAB2-9DC5-4738-8808-EE63B82E3187","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"15c1c1e0a1d69b462ee4ebf3442d37cf266ace92","datavalue":{"value":"49L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$084DE4F4-465B-49AF-8EB0-055E21F57E96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b9d50fc16a6b95cec3fa658cff51f4e1587dfcfd","datavalue":{"value":"49L25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$02786132-6DB8-4DD2-B9AD-DDE393982D6A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d03906af9401d3cb0de9aae29b67fdc33cb30d53","datavalue":{"value":"65M06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$B610F019-F232-4C1D-A5E6-381EE7564E66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$11F5E203-0F83-47C8-AECB-C2B51C702D2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$4E079FEE-09FB-4D0B-BFBF-DCABC4B4B6EE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d3c418986750639da31dc67efe4aa38656f2eb99","datavalue":{"value":"6226864","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$456A2D63-51DD-4FCA-8AC8-4AA123397A9B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"138261717134b4a73a4b661bd64a8f92ebe22fcb","datavalue":{"value":"Hamilton-Jacobi-Bellman equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q380461$F96EB8C4-B3AA-4E70-9D40-FE7A578A242E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"67872d4ed2190f4419e9dc6bc0e4efe594467d16","datavalue":{"value":"American option valuation","type":"string"},"datatype":"string"},"type":"statement","id":"Q380461$5A24E7BC-817C-436E-98E9-0B137070D18B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"77f41ff1791022877e76c59497b78bd40149610e","datavalue":{"value":"penalty methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q380461$0B676A54-FAB5-44A8-B6DC-0334C3D28AFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a4a82de18ea1be4f451000769ce2e5df9b05a80a","datavalue":{"value":"upwind finite difference method","type":"string"},"datatype":"string"},"type":"statement","id":"Q380461$63B5AC45-E47C-4C37-BF3E-401ECEA29F7B","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"1702ff5819ee25a82dd20c977d66d192ae3cd9b6","datavalue":{"value":"Q59416167","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$5DA0C243-91FB-48AD-A3AA-C15C309146BD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q380461$E0641775-560D-4637-AA03-DDBB6574FA1A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f5ed2e60361baab3f6a86eb2417a73d7cb8e73ab","datavalue":{"value":"https://doi.org/10.3934/jimo.2013.9.365","type":"string"},"datatype":"url"},"type":"statement","id":"Q380461$81C8CB62-A046-479C-8288-01B2C5033DD7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f4dd87cca60005fa65816220e34da46af65bee0e","datavalue":{"value":"W2323282084","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$374758BC-233B-4098-AED6-170B60869E22","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"467de2793cf3ff0d333ef677f6ebd96f8c394cde","datavalue":{"value":"10.3934/JIMO.2013.9.365","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q380461$DEB578AC-1550-400E-9CD0-DB765387237D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"81887c27fa48f2de76abccd1acfc8f71572fd817","datavalue":{"value":{"entity-type":"item","numeric-id":740640,"id":"Q740640"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1710584c2d86a3c6219895ee2e35030b8e8f9d03","datavalue":{"value":{"amount":"+0.9006892442703247","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":"Q380461$87EFB4AA-15A3-4E3E-BEBB-8EBB3686D30A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cae5b5d2327edcd20992c2ecfe70bddaecbf4157","datavalue":{"value":{"entity-type":"item","numeric-id":2403848,"id":"Q2403848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e7d5fe56983d3d5f622c0e31e9e5500761716040","datavalue":{"value":{"amount":"+0.8957126140594482","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q380461$B3015E48-504A-4728-B1B5-978E187FEFC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d39712d9a655f965747e5f523c9d633e4ac55815","datavalue":{"value":{"entity-type":"item","numeric-id":1039367,"id":"Q1039367"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fa7d02ebfe94b62c0b27bb158c1804599e4d3f2d","datavalue":{"value":{"amount":"+0.8823362588882446","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":"Q380461$1D2500C6-F1FA-4CE1-B457-C7BECF732190","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0cb4846f65258ab8fcea0bedd8d171cab69a145d","datavalue":{"value":{"entity-type":"item","numeric-id":2411163,"id":"Q2411163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3768531b33ce1ee41d623e7bb5dd1650dd59fdc1","datavalue":{"value":{"amount":"+0.8401839137077332","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":"Q380461$382DCB31-2116-4296-AC42-1683C7816962","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"348f60c124a872c6adb42629fc05c77837a1166a","datavalue":{"value":{"entity-type":"item","numeric-id":903007,"id":"Q903007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"add5e44cf62e3987d0c89f4151d7d4b872931acc","datavalue":{"value":{"amount":"+0.8274750113487244","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q380461$A6D2434A-9D98-477D-A9E8-ADCC6E26970B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:380461","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:380461"}}}}}