{"entities":{"Q4286354":{"pageid":6315955,"ns":120,"title":"Item:Q4286354","lastrevid":47240944,"modified":"2026-01-01T02:43:11Z","type":"item","id":"Q4286354","labels":{"en":{"language":"en","value":"A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 540558"}},"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":"Q4286354$8162450D-FA28-4FC9-867A-9C152DE86A52","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"67d12fa09b55a36d814dc572621859359ef905c8","datavalue":{"value":{"text":"A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4286354$B6561576-9A7B-4739-B2B3-DB4920B4CA5B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"951fc3d1ff76d57c75c88b4c62b7adf32a63ab69","datavalue":{"value":"0793.90009","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4286354$7F2A6B91-DC04-4D3B-A3DC-88836E0CB392","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3c4cef09057968d33090063bddbf552ffbe2ae2e","datavalue":{"value":{"entity-type":"item","numeric-id":375317,"id":"Q375317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4286354$945643EF-0097-48D6-AEAF-15CE76A2644A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"87c9987bc6ee32f89430c76b6b94717711122286","datavalue":{"value":{"entity-type":"item","numeric-id":596914,"id":"Q596914"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4286354$03A77F41-F21A-4DAC-90A3-C83A6F583AED","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d4fa878c96f2b674452e2190f5a1de9b1b8692d3","datavalue":{"value":{"entity-type":"item","numeric-id":70472,"id":"Q70472"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4286354$8C09C284-6805-41CA-BEB6-0FCF8F45D3A6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a2ff807ad8f5a0fb377ff80be6081b48f28988df","datavalue":{"value":{"time":"+1994-03-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4286354$09EF7207-6F6E-4CB8-9511-75989F8C0F1D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0e497fa25972a5e8a0353b17744210646653683","datavalue":{"value":"91B24","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4286354$1C6091D3-B4C3-4E3C-94E9-3CE146D6ABFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1a9a20c16e14977aabce86aca077afc2aca3644","datavalue":{"value":"93E03","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4286354$DDEF1596-CA25-4555-B5DE-144950AA2CE6","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"94bc702943e4169114d946c90ff9148d83fef895","datavalue":{"value":"540558","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4286354$917DCEF3-F7D7-420C-9F12-9E0739EF2428","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2db50e149c99a7278bb291783c74696960ea00e2","datavalue":{"value":"stochastic volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4286354$A03D528C-D4C8-488B-9CD5-263FC95C507E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2091ad33e6496377f021b5f4b5e954d3c7597ee8","datavalue":{"value":"Black-Scholes model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4286354$2EE5C7C0-E852-436E-8F40-DBA4AFB1DF56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"397d9252ef89819a92633d8502b4000f6e56c083","datavalue":{"value":"Markov chain","type":"string"},"datatype":"string"},"type":"statement","id":"Q4286354$36C9C8B4-ECC5-4171-9066-04A01F7F1039","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7f9a086b45e9eb031a08f3ef970b67913dea28f1","datavalue":{"value":"discrete state space","type":"string"},"datatype":"string"},"type":"statement","id":"Q4286354$0435462E-AFB3-4E22-A88C-02B81188D125","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4286354$AE3D2D0A-39DB-4B4E-A9D5-BE835DAAD222","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"6113d69b54722e8298a5a8c8b80758bfe1d29d84","datavalue":{"value":"https://doi.org/10.15807/jorsj.36.149","type":"string"},"datatype":"url"},"type":"statement","id":"Q4286354$D21F4619-D5AC-490E-954A-E5BA19011425","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ee3955fd64fd5007a42a514f7996ea540c2d2510","datavalue":{"value":"W2098539282","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4286354$35079BF4-DE79-411A-A9B4-16E1738EA1A2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"eac6f19f12e17091fdb28104d3cf2044898b74bf","datavalue":{"value":"10.15807/JORSJ.36.149","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4286354$024D4099-A389-46A5-BAAC-F80EAACC0924","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f2d66dffa70afdbd950296ada927aefdc5372a3c","datavalue":{"value":{"entity-type":"item","numeric-id":3374309,"id":"Q3374309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b4a82d1d2360859f9f56347e3e250a044c11263","datavalue":{"value":{"amount":"+0.81952965259552","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":"Q4286354$7BA88A07-63EF-410C-85E2-016E0DC23D2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dc33582096144baa522f39491bee68312f52591e","datavalue":{"value":{"entity-type":"item","numeric-id":5363204,"id":"Q5363204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7f26614f115e3ec8b026c13d50e93e00bb38d127","datavalue":{"value":{"amount":"+0.808128833770752","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4286354$D0B3EE7F-FC83-418A-B473-6B42450625E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7b2dc9fddc4e34a4364ed0f9c94934cabd5aa6f3","datavalue":{"value":{"entity-type":"item","numeric-id":4494282,"id":"Q4494282"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f46413c5f62b182e3708480a31e96df42a4e99c","datavalue":{"value":{"amount":"+0.8069772720336914","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":"Q4286354$6B0A394A-499F-46EB-BAFF-930EBD30DE37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e62ed4077fd936baa5420dceed5af1ce9b0857d","datavalue":{"value":{"entity-type":"item","numeric-id":5260212,"id":"Q5260212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f8cfd40c27e80d9f380393cc2eb0ef679a669850","datavalue":{"value":{"amount":"+0.8013924360275269","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":"Q4286354$5E4E5955-B408-4D99-97CB-8C186AD7DC5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6c9e4b4ce46245464c29acd95bfbb611b69192ac","datavalue":{"value":{"entity-type":"item","numeric-id":2324121,"id":"Q2324121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"47e53a81cd5936a6251cb60bf13c41dbb4718aaa","datavalue":{"value":{"amount":"+0.8008690476417542","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":"Q4286354$6BD67004-457B-44FD-A2D9-1EA898303563","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4286354","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4286354"}}}}}