{"entities":{"Q419485":{"pageid":421252,"ns":120,"title":"Item:Q419485","lastrevid":51470417,"modified":"2026-01-18T09:58:11Z","type":"item","id":"Q419485","labels":{"en":{"language":"en","value":"A remark on Lin and Chang's paper `consistent modeling of S\\&P 500 and VIX derivatives'"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6036546"}},"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":"Q419485$32362FFB-D955-4793-A2C9-226B0D6FBD65","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"bf4a063d61a5b86098d807a7f3bc0b8ede448da7","datavalue":{"value":{"text":"A remark on Lin and Chang's paper `consistent modeling of S\\&P 500 and VIX derivatives'","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q419485$3B14C331-2305-479B-B14E-84A7F93D666C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"77a8797a062c54be5fb05f6e6468620d9f78a572","datavalue":{"value":"1237.91214","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q419485$FEA688AE-5F16-4A3F-BB0D-E662BAD5DE6F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"27a0e5322878b2185314f181f7e5eeb419efd457","datavalue":{"value":{"entity-type":"item","numeric-id":419482,"id":"Q419482"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$B561952B-EFBC-4321-BDC6-DB6B05B98457","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1bf1a10580c6c2a2060eaee5b2cfd935670dbba4","datavalue":{"value":{"entity-type":"item","numeric-id":419483,"id":"Q419483"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$737B152E-104A-4348-A170-599955EC0878","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9d0b8e541256efd04f8c830d38eac4dc2f053e4c","datavalue":{"value":{"entity-type":"item","numeric-id":419484,"id":"Q419484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$35DBD878-4456-4D8C-A73A-8C74F31F91DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4855751fd3e9536f205eda53856717624a7281b0","datavalue":{"value":{"entity-type":"item","numeric-id":188113,"id":"Q188113"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$CB4C3E25-1E2F-4A4C-8355-38C6648A6C32","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"cce433cdcb3478d8106ca3fd120344ac0deb7f83","datavalue":{"value":{"time":"+2012-05-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q419485$D0BF9302-B1C7-44D4-BBFC-C24EE185BA78","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"70e4b323b8d8f633827d421e0d2f63e5ddec0bbc","datavalue":{"value":"https://www.zora.uzh.ch/id/eprint/55663/1/3401-2.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q419485$79FAD927-6FA8-49CC-B0B4-7FF18B48BCA5","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q419485$7722C3CA-8162-4605-9A2E-745430F4FEDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q419485$93376BE8-6191-44D1-B646-0470CF190153","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a34c809fdb1921cdf05b920acc01f6dbe516d1a8","datavalue":{"value":"62H20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q419485$279EE857-2D98-4B6D-A164-5897D6879B6B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5bf70f6500d38a536fea61186383f433003c3a3c","datavalue":{"value":"6036546","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q419485$4B5EDE51-B62E-44B5-984F-9E8A52B2C189","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"43162f163f0574c942a15f0cb44c9921b965e137","datavalue":{"value":"VIX option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q419485$CE667463-05AF-464A-95D0-5BEB6C196F41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9fa3d34c4f1fe08f7bb3c8635a7639e2d2277d59","datavalue":{"value":"affine jump diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q419485$B08F3B0E-9ADE-46F6-8179-895E415D1B96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2ced8d5af09860cc5becf722f5978867060feeb7","datavalue":{"value":"characteristic function","type":"string"},"datatype":"string"},"type":"statement","id":"Q419485$A40D3BA3-540F-4B94-8788-E2E1E5451F64","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":"Q419485$D98EFE79-DA2B-40C6-A21F-A134F464CFEA","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4c1291bcb7b9f3332a5861234aeb09dd5f34c62e","datavalue":{"value":"W3122159616","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q419485$8EE94A35-5961-45BF-905E-D151DF10E325","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1d958943164cfc16bdd7d6813d19cd6edfa5b624","datavalue":{"value":{"entity-type":"item","numeric-id":3182744,"id":"Q3182744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$C6921ED1-F50B-4B9B-A380-86BCB0954CE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"708fb7b85873579c48de2f389e48d5364be2678c","datavalue":{"value":{"entity-type":"item","numeric-id":3502166,"id":"Q3502166"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$9E48F1BD-2EF5-41F8-B747-17E367644490","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"962f47d5bf43e064c9590cf2d603c5ddef80d455","datavalue":{"value":{"entity-type":"item","numeric-id":1425484,"id":"Q1425484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$52C9BBA7-57DC-4E60-91CB-6E8E476BAB6D","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":"Q419485$7D3EA7AE-E694-4778-BE11-6F79CD54F5AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"82d064f9286f6b09b05cd0670ab6034bb12ee362","datavalue":{"value":{"entity-type":"item","numeric-id":609838,"id":"Q609838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$35574D03-24D8-49C5-ABE2-FDEC3C3C0DB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c12188031a1f9cf7a94155848241ce795b97de5","datavalue":{"value":{"entity-type":"item","numeric-id":3444867,"id":"Q3444867"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$C2B9F65F-E2E1-41A8-B0BD-5078CC9D7CE4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"854d612b96043ba86307ebaf1c07b8bfbfb9715b","datavalue":{"value":"10.1016/J.JEDC.2012.01.002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q419485$1AB7C723-896B-46B2-A22D-A0C9EB9BB2B7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"61da792f8b5bb8113a6af5e8a75aa0e465faced3","datavalue":{"value":{"entity-type":"item","numeric-id":73630,"id":"Q73630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q419485$0374DBCD-602E-4548-A750-59ACA31FE927","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fc42dc78f8c69ce5cb4b7126eceb8b238c4c4e25","datavalue":{"value":{"entity-type":"item","numeric-id":419488,"id":"Q419488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cdce3b37ca6f16855f9c49ebf32f560cc4dcac6d","datavalue":{"value":{"amount":"+0.8622623085975647","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q419485$B6E5BA3C-391E-4F24-98CE-C9187181547F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d014b4f8436acfad89566a2c4b2eb9f1b6ebd1ab","datavalue":{"value":{"entity-type":"item","numeric-id":6054430,"id":"Q6054430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eea90d3755b5a251d59155e73aecfff47bd493c5","datavalue":{"value":{"amount":"+0.7616337537765503","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":"Q419485$76A3A4F5-CC13-4080-9977-AA384CD19053","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"107b2251bc0e399fa6ef5eeec960f227a550d9f6","datavalue":{"value":{"entity-type":"item","numeric-id":609838,"id":"Q609838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"61a0c7773b7a18b07ce51dc7785de2e8a28a8ce1","datavalue":{"value":{"amount":"+0.7579783201217651","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q419485$D282DB81-10B2-4249-BEFD-78218B57145C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be4ab081bf54ba7911faf32c01d76021a3d80763","datavalue":{"value":{"entity-type":"item","numeric-id":354668,"id":"Q354668"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9274e185eeeadb2a851424ed19bd4d412f4cf902","datavalue":{"value":{"amount":"+0.7501599192619324","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":"Q419485$C3DDE0F2-C362-44F2-B3D2-5368572413C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"77e271c9dfe1b66353df8e7f813f8d64353e6cb4","datavalue":{"value":{"entity-type":"item","numeric-id":1670389,"id":"Q1670389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c2c4e2fc089d3b84d646b31aa2b4d1f17ed1e22c","datavalue":{"value":{"amount":"+0.7499537467956543","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":"Q419485$6A116712-F962-4157-BD05-297B3E7398DD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:419485","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:419485"}}}}}