{"entities":{"Q420141":{"pageid":421908,"ns":120,"title":"Item:Q420141","lastrevid":61707381,"modified":"2026-04-11T01:06:40Z","type":"item","id":"Q420141","labels":{"en":{"language":"en","value":"Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6036988"}},"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":"Q420141$5D1CD8E3-7B71-4767-B046-F2D194B96E93","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"939df33bcc9a2bf6beabf5f1d25ab400dffd75eb","datavalue":{"value":{"text":"Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q420141$523275A3-2502-4B20-A836-BAD8DF3D1E33","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"53052732ff77f980ccbe1bd5e414acdf3a992234","datavalue":{"value":"1241.60018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q420141$6B5AD02D-A252-4F36-83C9-4F37162A9E03","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"0d0512a5326d997707084f00e5a388a9de873f7c","datavalue":{"value":"10.5402/2011/120253","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q420141$7786FB09-052E-4FF4-8FFF-D55526E41281","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"fc061d42a81f9c0bb8963dbc9fd5e13fcddf1e0d","datavalue":{"value":{"entity-type":"item","numeric-id":420139,"id":"Q420139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$A9EED0C9-D547-4513-9F67-4D7EA9073D98","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b74f177bfe3007b6d2d589bad1435a951afee42a","datavalue":{"value":{"entity-type":"item","numeric-id":420140,"id":"Q420140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$318901CA-296E-41ED-B265-9404A953A87C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"59c77f9a8b23c994c57efbed811891089ca76628","datavalue":{"value":{"time":"+2012-05-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q420141$3F97DE89-5141-45AE-BC59-274C815595BF","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"7311545bacf137a054f6fa5e4beea63fca1c8806","datavalue":{"value":"Summary: This paper provides new explicit results for some boundary crossing distributions in the multidimensional geometric Brownian motion framework when the boundary is a piecewise constant function of time. Among their various possible applications, they enable accurate and efficient analytical valuation of a large number of option contracts traded in the financial markets belonging to the classes of barrier and look-back options.","type":"string"},"datatype":"string"},"type":"statement","id":"Q420141$06AEFF55-76ED-442B-A6FD-0656162D9D40","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q420141$654EA84F-9045-482F-AF5A-FEE6866071AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q420141$6AC6BA66-7ECE-45E5-B39F-63E87AF41A3B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5d01d4f6490be5e4fb73e9075330de5f7cca34d1","datavalue":{"value":"6036988","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q420141$F9890FAB-FF89-4895-A9BE-1B7BB81E56D8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"21621c5004b7aa1e72b79b4c98a4566c3fe43579","datavalue":{"value":"geometric Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q420141$C8B39C8F-E322-44C5-ADA3-95B9F32C5240","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2cfdeb2152b89ccb58ce675708cdfa3243d3c432","datavalue":{"value":"financial markets","type":"string"},"datatype":"string"},"type":"statement","id":"Q420141$15FBBE7D-1C27-407D-8CEE-15D14983E818","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"25f7113a56b8ebdeba5fc8fe2c1bb21fb9975b70","datavalue":{"value":"boundary crossing distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q420141$C3FE8732-D913-4200-9820-7CC5E7BFB93E","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"a72a894f10ab9d0657136ceee29a00c599ec68da","datavalue":{"value":"Q58688690","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q420141$74C9F057-B51D-4E4C-9694-3F20E917F153","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$DBA3678D-1799-437F-AE4B-85DB7A4EA1B6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fa9a8e16cc357e2645b6a91a0f3844a30aa32110","datavalue":{"value":"https://doi.org/10.5402/2011/120253","type":"string"},"datatype":"url"},"type":"statement","id":"Q420141$2C26B2AC-0F18-448C-92EC-61508DD5D284","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"fe7ee4a2f3ded797daaef0f1c79e121cc34992cc","datavalue":{"value":"W2057290022","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q420141$7D4D8400-6F9E-4C64-B396-14B243357343","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a86b95c604f380b437ee8ccb9e9272e89f7ce03e","datavalue":{"value":{"entity-type":"item","numeric-id":5639122,"id":"Q5639122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$B47395F3-B791-4C04-956B-0C7B07E1E9BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2601d9f4111d5d58c8bd63176ee6a1fa32696134","datavalue":{"value":{"entity-type":"item","numeric-id":1098179,"id":"Q1098179"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$A8484D3E-32FC-48E2-858E-20ED9AE74997","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"301a9fe0049158dda62a9122136176bdc7d0014c","datavalue":{"value":{"entity-type":"item","numeric-id":3792015,"id":"Q3792015"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$F0DCE232-D0E7-4042-AA1D-804CDBCE4574","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a9ce24a41837452571aa60f238b3be79ee1b43f","datavalue":{"value":{"entity-type":"item","numeric-id":4345935,"id":"Q4345935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$90E4BB00-0C95-4724-B5C9-FA3021264E09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f8f82acc96ba68e615b6462d6333f3cbb391491","datavalue":{"value":{"entity-type":"item","numeric-id":3150773,"id":"Q3150773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$350FA578-5FD8-472F-9BF4-11DD10540008","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0783406089053b37bdff9d0820e7f0f0f5050ec5","datavalue":{"value":{"entity-type":"item","numeric-id":4551197,"id":"Q4551197"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$5FB10D91-9C03-499E-B4EE-EEEA60B6BF15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce2a759ab17098b44d5f6dc6f62e7fb8b199cd2d","datavalue":{"value":{"entity-type":"item","numeric-id":3719590,"id":"Q3719590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$E8082B21-43B0-4F54-B0EF-FE03FEB3F2F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8762a29e332e715d4b25cebdeabd184d669713e0","datavalue":{"value":{"entity-type":"item","numeric-id":2707192,"id":"Q2707192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$7EFB26C6-6B65-4CA7-B3B3-AD808EDE8814","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e3827cdb898691bec92857f14edb8f1d072e641b","datavalue":{"value":{"entity-type":"item","numeric-id":4551196,"id":"Q4551196"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$E6425243-8934-42A4-A2A8-335BDE475E1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ef19546d1db26e1a59dff157cbe6d72ef04cf37","datavalue":{"value":{"entity-type":"item","numeric-id":1418776,"id":"Q1418776"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$A2B8456A-A762-4B4D-9C95-30495352D90D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"02a7f7224ee42acf0884ee481644152a11258150","datavalue":{"value":{"entity-type":"item","numeric-id":2703112,"id":"Q2703112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$2DEC18B3-4596-4B03-9E07-D6FCFD554312","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f316672ec84753cee85fbf4c1ad1233669bca58","datavalue":{"value":{"entity-type":"item","numeric-id":4811561,"id":"Q4811561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$4C91F42C-153B-499C-A5E4-61B37579D313","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"885f56e06625fe09637fd6262901517878142adb","datavalue":{"value":{"entity-type":"item","numeric-id":4433608,"id":"Q4433608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$C05D4AC2-F4F4-44AD-9B86-63F5AC2B8072","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a7ea796d7ef77ccb5521a204b4262c0368cc945","datavalue":{"value":{"entity-type":"item","numeric-id":5804485,"id":"Q5804485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$D6D8B5E8-84E8-404E-A8F9-0B108D9E4DA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d4bbbc4a48fd76d01eefdcaade94f274721b2d8","datavalue":{"value":{"entity-type":"item","numeric-id":1162768,"id":"Q1162768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$7D4D3B44-842A-4800-968E-ED91D322719D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8215797a3a605ddac26afa41dcc6a0bf4301b5e","datavalue":{"value":{"entity-type":"item","numeric-id":2151659,"id":"Q2151659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"edba3435fb96ab7bf0cedc379eb958d2ea6ae61d","datavalue":{"value":{"amount":"+0.7758111953735352","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q420141$CA3B9188-C88B-4529-AE83-9C8A5BD9A540","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e68045c8a06dd72fce5d70088d301d2f2daff9dd","datavalue":{"value":{"entity-type":"item","numeric-id":4345935,"id":"Q4345935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"39a878480d3dcd480be505211487ff6c078ab23e","datavalue":{"value":{"amount":"+0.7689069509506226","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":"Q420141$62F5DAB5-E5A8-43A6-96EF-ABFE77958CD7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1bc017e044463831e6431dcb0d225eba3dd5418d","datavalue":{"value":{"entity-type":"item","numeric-id":3000888,"id":"Q3000888"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5af8268ae246d6da9abc1da55c61f5edbe0f11b6","datavalue":{"value":{"amount":"+0.7637315392494202","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":"Q420141$87499801-9C49-43FD-999D-232D7AF4B289","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8231c070147f4a9342d49cee76039a84aba858e","datavalue":{"value":{"entity-type":"item","numeric-id":4459185,"id":"Q4459185"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2da0205b87e7e9246bf75f8921c8c8e360788a57","datavalue":{"value":{"amount":"+0.7577540278434753","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":"Q420141$988B8AFD-9815-4FF3-8E07-065B2CECFA22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ad60c228398dfe71f200569b21370e55627f7da8","datavalue":{"value":{"entity-type":"item","numeric-id":1276457,"id":"Q1276457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9afeb2c860a3d13a48f50fc1727d4e6a809d2426","datavalue":{"value":{"amount":"+0.7490795850753784","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q420141$FE5C2160-57B6-4356-96CC-0CDDD126670F","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"daf5f856a5d861312ad309ab567540337a5f61d6","datavalue":{"value":{"entity-type":"item","numeric-id":57050,"id":"Q57050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q420141$E84AE8F4-43B1-43BE-B187-15FFBADB6673","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Some_sequential_boundary_crossing_results_for_geometric_Brownian_motion_and_their_applications_in_financial_engineering"}}}}}