{"entities":{"Q4409028":{"pageid":6438627,"ns":120,"title":"Item:Q4409028","lastrevid":48126124,"modified":"2026-01-03T17:38:02Z","type":"item","id":"Q4409028","labels":{"en":{"language":"en","value":"Merton's portfolio optimization problem in a Black and Scholes market with non\u2010Gaussian stochastic volatility of Ornstein\u2010Uhlenbeck type"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1941964"}},"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":"Q4409028$9AFA1444-6CA7-41D6-9DBA-DC150E32AA6A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3c616f53383787e6946b5335f89609b3ed92a81d","datavalue":{"value":{"text":"Merton's portfolio optimization problem in a Black and Scholes market with non\u2010Gaussian stochastic volatility of Ornstein\u2010Uhlenbeck type","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4409028$B9246F31-F2A1-4AE4-BD86-D71A305638B6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"df7f4baf4509a733810e780ed41a208c233856c6","datavalue":{"value":"1049.91060","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4409028$C7F80C16-FA0C-4E0B-B36A-CE14822BDA29","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"9499b3a48fc519fdecac8d091c73eec0eb45c74a","datavalue":{"value":"10.1111/1467-9965.00015","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4409028$B998651B-2C33-4DA3-9A66-12BD6716EAAE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"609e540341316225fadfc69dd8a46ff618fd1d57","datavalue":{"value":{"entity-type":"item","numeric-id":218407,"id":"Q218407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$FA90AF51-A7B2-4055-81A1-EF223E733062","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e540dbc8bcd2b42f7e87baa1cdd1b407577f6e54","datavalue":{"value":{"entity-type":"item","numeric-id":218409,"id":"Q218409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$5FEEA2B1-0D26-4324-9943-7A3CC47518B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4d8402720b41078680ec99134b757f3bacfedb2c","datavalue":{"value":{"entity-type":"item","numeric-id":218408,"id":"Q218408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$EE83E74C-CF9B-4966-BEFF-4A462D58B026","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1de4b540dbe99c646bddaded804e9f35ff2494c3","datavalue":{"value":{"entity-type":"item","numeric-id":140029,"id":"Q140029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$3CA9862F-CC3B-4A97-BEF7-A7E36CEEEA22","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"988a1f1f38c2f749de54c12ebc5774f827c2b17e","datavalue":{"value":{"time":"+2003-08-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4409028$6C947F95-A523-4C29-B776-D8AB5538C18B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4409028$A1DF98FD-AD02-472A-95E8-76EFF6F104C4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"17bc5b3fc80d8666694bc192ed5ad6af175d300f","datavalue":{"value":"1941964","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4409028$A4271DCC-3F7E-413E-A356-2C0A693D3218","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4409028$8DAA5CD0-B4C5-4B41-B323-B3FDBCD6D605","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d82cfa81638332a8c825bcbbd9d7f7f9c0c45be","datavalue":{"value":"dynamic programming","type":"string"},"datatype":"string"},"type":"statement","id":"Q4409028$C22E0F1E-5FE2-428E-A8EF-4842B292D0C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4952ab39c444f1a7cef34ae782a6ab2d11d176d7","datavalue":{"value":"Feynman-Kac","type":"string"},"datatype":"string"},"type":"statement","id":"Q4409028$7A0C1D66-B8C1-48F9-9101-B0DCD3AF8A64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2feb2cf078483d43f5cc6ab4bfa47521adb5df10","datavalue":{"value":"trading strategy","type":"string"},"datatype":"string"},"type":"statement","id":"Q4409028$4CAA9730-AF31-4F5E-A172-6E0365E13E35","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":"Q4409028$1A3132C8-6907-48AF-A0AA-C1A8D65C309D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b3cd925154ccfb206711e7e4fb4c86b5ae4454a3","datavalue":{"value":"https://doi.org/10.1111/1467-9965.00015","type":"string"},"datatype":"url"},"type":"statement","id":"Q4409028$8B48B8F3-E15D-4ECB-B598-71EF3DB6EEEA","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"714429b5f5634d0fe55b9c48f770e42bf79a2088","datavalue":{"value":"W2032727311","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4409028$8C976413-175A-4F45-B5C7-89BE6527A096","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccdc400d541e3174b7a03921f30c6affc58cb514","datavalue":{"value":{"entity-type":"item","numeric-id":1381483,"id":"Q1381483"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$83A3C119-98B0-4FEC-950B-2E05AE8D7C22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$07DF4745-5477-473B-8B9F-56C23002A500","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee9201074018a973bb61e9ce42ef7f784a453be6","datavalue":{"value":{"entity-type":"item","numeric-id":3997913,"id":"Q3997913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$9F450CAA-6B77-4C2A-B67B-5879A45A41FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5d35edc9fdb4983d6e737c948ba13052d42b0c4","datavalue":{"value":{"entity-type":"item","numeric-id":5957680,"id":"Q5957680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$F1AF4F5E-64D9-4552-8E7E-D3A6293D3446","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f4357ba2de3f3a3c4a4f5ee9eba9516f61305617","datavalue":{"value":{"entity-type":"item","numeric-id":3523596,"id":"Q3523596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$BF77D631-ACAB-493D-AA1D-AB84C3200475","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5ab55992fcf0bd6a66d634f1db04b124512cedb","datavalue":{"value":{"entity-type":"item","numeric-id":4409028,"id":"Q4409028"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$BBFCAA10-4E74-4555-BA3D-8BA99E1F2E54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"669097e9dd70bf2613c0afa43c2df974f835e12e","datavalue":{"value":{"entity-type":"item","numeric-id":4796603,"id":"Q4796603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$B0539FA6-D1C0-4FDF-A73A-8DA5FC66A658","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"125595625c0db04b2c1d7612e5917292c66a7520","datavalue":{"value":{"entity-type":"item","numeric-id":4551807,"id":"Q4551807"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$F96F5F19-0C4C-4077-8227-FC228615B654","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"84606b5a765e7e6a31df434f367afbb1232292cd","datavalue":{"value":{"entity-type":"item","numeric-id":3342799,"id":"Q3342799"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$79412B35-B743-4339-9306-6BF09E23A15E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$F1082818-5BA3-4096-94DB-AC87171E3BA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8a58b8b4ff419d3247a789078086660ebf0c7296","datavalue":{"value":{"entity-type":"item","numeric-id":5939297,"id":"Q5939297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$9446D295-34B2-44F6-9426-095419A98621","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd40dbb76fa897dafc7b57b9f8e583d4149e48b9","datavalue":{"value":{"entity-type":"item","numeric-id":1877521,"id":"Q1877521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$75E877A1-4B96-4F66-9274-5AE062B8BF96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"83c039b830c4f54048bfc3a5c43c34ac2c3342f4","datavalue":{"value":{"entity-type":"item","numeric-id":3992729,"id":"Q3992729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$CD5D7032-2B37-4201-8572-170FB27DB49F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f69ffcaa1585b6f577a379554165e0323cf8899","datavalue":{"value":{"entity-type":"item","numeric-id":4939318,"id":"Q4939318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$29A7D257-795F-4CD3-B850-3ED74F547BBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2a1d2334953b350104a3fcc41823d02c4db152b","datavalue":{"value":{"entity-type":"item","numeric-id":4825509,"id":"Q4825509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4409028$50D78272-13BE-4DBC-986E-B576B5504D1E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d2cc542ba98cb85cf89ee2b38dab8fceb32f2e68","datavalue":{"value":{"entity-type":"item","numeric-id":3538507,"id":"Q3538507"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5dc9d8e66d3f172ed8982ee833b4247d3d1da518","datavalue":{"value":{"amount":"+0.8183043003082275","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4409028$A9838D27-233E-4762-BE44-2FD609B9B9E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b4dcbc4ab3d0940eebf1ce7a541bd0aed2e09f26","datavalue":{"value":{"entity-type":"item","numeric-id":5283401,"id":"Q5283401"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2e786014d8c744f800f0136ac6b1024abce0a49e","datavalue":{"value":{"amount":"+0.804470419883728","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":"Q4409028$95283BA7-3544-443F-8E91-3A0D8C2CB201","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3349cd2829204ba14f7da7fd0ba3207de602f9ff","datavalue":{"value":{"entity-type":"item","numeric-id":2358311,"id":"Q2358311"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e9a7a22ff634db59613a8ff134f54f31244ca64","datavalue":{"value":{"amount":"+0.8041474223136902","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4409028$F8E65FF6-8F0A-4A84-A376-0FE87E1EED10","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6b864686930469de871ec71f7356858f5591461c","datavalue":{"value":{"entity-type":"item","numeric-id":2317849,"id":"Q2317849"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cf97264534150885cd4381cbbdef4f90e2032074","datavalue":{"value":{"amount":"+0.8036283850669861","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":"Q4409028$D6AE4435-E4C9-4BAA-ACDD-34A20E4B5F71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4e41ee1aeaf1ffdf390f9b883f4b2e3a09478aa2","datavalue":{"value":{"entity-type":"item","numeric-id":1424715,"id":"Q1424715"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"84a2b55d699c1dc6f69618b20577169402ec7558","datavalue":{"value":{"amount":"+0.8010726571083069","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4409028$F5E5F61F-4426-4E10-9385-F24660D9187E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4409028","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4409028"}}}}}