{"entities":{"Q4560332":{"pageid":6589922,"ns":120,"title":"Item:Q4560332","lastrevid":89728934,"modified":"2026-06-04T18:07:07Z","type":"item","id":"Q4560332","labels":{"en":{"language":"en","value":"Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6991888"}},"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":"Q4560332$8EC03E5E-4041-4246-9588-91F59BD1D73E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c55bf3c025b383c5fa79e1757199418edd1c8336","datavalue":{"value":{"text":"Small-Time Asymptotics for the At-the-Money Implied Volatility in a Multi-dimensional Local Volatility Model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4560332$A875AC08-1975-4CC6-81B4-5779464E81C6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"532141ae2b38f6937cd21c0e2048a45d963d5ed3","datavalue":{"value":"1418.91595","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$3C9EDDE0-11CF-4FAC-BB4D-4424DC4C69FD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"7ef5afee0176fa25b09dff9cb6d58456be172d4d","datavalue":{"value":"10.1007/978-3-319-11605-1_7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$EE482ADE-4E62-4A1C-BC9B-4C3468971BC2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"0c7a4bdff44793dbcf88bca2e37e18e57b6e6db8","datavalue":{"value":{"entity-type":"item","numeric-id":358623,"id":"Q358623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$6CFDA5A2-28FC-4D3E-841F-2A1B0C966976","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3c75d39c3a5fecff5b5fe6d7c49068577f57474b","datavalue":{"value":{"entity-type":"item","numeric-id":817288,"id":"Q817288"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$2A637F0E-0C2E-41F8-B4C5-B1F8239F499C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9088c7be79009969710eae636721462033a7b23b","datavalue":{"value":{"entity-type":"item","numeric-id":2787350,"id":"Q2787350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$37DFB41E-CF65-40EF-8D1F-2A5A26CE3775","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"8096502b9da70fcca6bebcdf976f1e511fee9ef8","datavalue":{"value":{"time":"+2018-12-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4560332$BDEE99AE-523F-41B6-8ED8-9AA334B83381","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$0CD14288-E18D-4CC7-8E9F-109B5270FD37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$D01F98AB-B4DD-41CB-B0CB-2201C322EB14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$319D641D-BEAE-4EE3-9217-B486B395A83E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"86ea0477a0f0b23cfdd2cd61268a3d929f28d4e9","datavalue":{"value":"35K08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$E8C32629-E676-426F-9E13-F2A624A7132E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f2691c8e86900386d88d9dcba46b7e05645173cf","datavalue":{"value":"6991888","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$73008DAA-5466-4152-B180-32AFD34EFF4B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"16abc4487dc9b1ee805698386517d8dc1a5baa98","datavalue":{"value":"basket options","type":"string"},"datatype":"string"},"type":"statement","id":"Q4560332$DE2E050A-1E1C-41E5-B7C0-D2DE3490C01B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"df78ac3a27cd8420a28650e0ace2bc90cb9feb05","datavalue":{"value":"spread options","type":"string"},"datatype":"string"},"type":"statement","id":"Q4560332$D9344A12-CD17-4992-83C2-20CBF1D704B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23b00be64add03e834d7be0d2b5358f15297d85c","datavalue":{"value":"implied volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4560332$E0F9EC78-12B4-4002-8AA8-61553DA1192D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1f1ab37806b75c305bd6f95674bece5165b4d7aa","datavalue":{"value":"asymptotic formulas","type":"string"},"datatype":"string"},"type":"statement","id":"Q4560332$1241B0D4-F298-4620-B3DD-29B27CBFE0E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4eb30d6dcb12cf2bc057970c430bc514908c93f8","datavalue":{"value":"heat kernel expansion","type":"string"},"datatype":"string"},"type":"statement","id":"Q4560332$3719553E-4241-4226-B999-63F1CE62F90E","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":"Q4560332$138E182C-8E9E-498D-935C-A24FC18B9B3B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c2861da71def6dcae8b1040cafbe7ae82d67f8ea","datavalue":{"value":"https://doi.org/10.1007/978-3-319-11605-1_7","type":"string"},"datatype":"url"},"type":"statement","id":"Q4560332$A3752070-6B55-4878-B430-93A5538D8FE6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"897cdab78f50823101f023911b0d1f34d4e9dc57","datavalue":{"value":"W1012682884","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4560332$9B6C9360-7A10-4E9D-BE40-6171BB664D17","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b0b6578e3f898f772f03b0d342d9c7c68d87147","datavalue":{"value":{"entity-type":"item","numeric-id":1871480,"id":"Q1871480"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$402A9398-EE35-49BF-80CA-96F3AC71517A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a52585bce31c6db342e5a4846ae291f8405b2bd","datavalue":{"value":{"entity-type":"item","numeric-id":2922151,"id":"Q2922151"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$27B7EC6B-B4CF-4C7D-A2FA-51723DB99809","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87ad8c237ea2516a9be62e41a78e71106c607f8c","datavalue":{"value":{"entity-type":"item","numeric-id":1824740,"id":"Q1824740"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$B46E9EE5-E4BF-497D-B091-577F433786CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b363ef6606d313f582a34121afc16923ef40bf2d","datavalue":{"value":{"entity-type":"item","numeric-id":5746482,"id":"Q5746482"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$72579C98-DEE4-47EE-BF77-7974D5399A65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f4c26945fb7918551f1a4071d6c175b205e2d43","datavalue":{"value":{"entity-type":"item","numeric-id":5746487,"id":"Q5746487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$F959460D-0438-4505-8F75-3D70DD25F19A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f84345165705dc612610f4984ced1b9f95b2db91","datavalue":{"value":{"entity-type":"item","numeric-id":3134551,"id":"Q3134551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$4CA2AA92-49DF-4DCB-AC70-ECB867B883F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c59cea47f18664f3077f46a27d22e447fb6ff984","datavalue":{"value":{"entity-type":"item","numeric-id":4919611,"id":"Q4919611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$445A2139-B8B9-4629-8C84-69C39D66272B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"79465aa231962c327eed442deec26098b3386906","datavalue":{"value":{"entity-type":"item","numeric-id":3529416,"id":"Q3529416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$2027B7EA-A9AD-4378-BA05-69403175E163","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e3e8181679f49e152524a813d927edf94250947","datavalue":{"value":{"entity-type":"item","numeric-id":3031684,"id":"Q3031684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$BA923058-3FD8-40C7-863F-7D4020D262C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0ec53fc40af281e5b1550676a8b7c3ae7a31e585","datavalue":{"value":{"entity-type":"item","numeric-id":964676,"id":"Q964676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$A816D94B-0092-49BA-B3CB-C785D81E56B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e21162503add1ae8c909dfaa78d5714ee1aa9908","datavalue":{"value":{"entity-type":"item","numeric-id":2540069,"id":"Q2540069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$9781BF80-AFF5-4D8C-A044-3B2D3410EF1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe91efce46eb43a5d4ce746fdf502ff9bc250783","datavalue":{"value":{"entity-type":"item","numeric-id":5802426,"id":"Q5802426"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$F51048F3-F24B-4C84-B956-C6AC00FD7629","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a324eee05398e714d0ada6d783ca26883fc02f20","datavalue":{"value":{"entity-type":"item","numeric-id":3502205,"id":"Q3502205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$0A0959C5-578B-4850-A3DD-5E775886552A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2cc3306384a78b1ed3e4a5ba1eda7f1e1fd316","datavalue":{"value":{"entity-type":"item","numeric-id":1601356,"id":"Q1601356"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$90693BD1-B14C-4F48-99CE-D29EB9B94E4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3dd6f4740e4397b7e0d1d674236d9280fb886af9","datavalue":{"value":{"entity-type":"item","numeric-id":5822638,"id":"Q5822638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4560332$2157C2BD-FEA2-4B8C-A05A-0FC3B2851E49","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aada3172dca5b02c3111855d5e7692d3682d28f6","datavalue":{"value":{"entity-type":"item","numeric-id":4560331,"id":"Q4560331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"06238f84413a2010c57da70882cb5bf9cf9d4ddc","datavalue":{"value":{"amount":"+0.8098616003990173","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":"Q4560332$729F1DF4-9AC4-4839-808A-4D376B378A73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5d7db03193ba5449c0bec27107d02897584b1f9","datavalue":{"value":{"entity-type":"item","numeric-id":2922151,"id":"Q2922151"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7e03484a6cf801538722cd613c2cb14793a225be","datavalue":{"value":{"amount":"+0.8042333722114563","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4560332$A1D45FB8-458B-498B-A20A-0573BC788C31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ca2a7dc5a3f794af645b900055850eee01514ac3","datavalue":{"value":{"entity-type":"item","numeric-id":4919611,"id":"Q4919611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e6cb2a31df357ce955dda03a5d1868e7340760e9","datavalue":{"value":{"amount":"+0.7932054996490479","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":"Q4560332$53B60C13-C467-4AE6-97D2-79CF36551348","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e77707e6e9e778791e269f59d35efac860d0fe7d","datavalue":{"value":{"entity-type":"item","numeric-id":4646770,"id":"Q4646770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ec01dcfac89ef00eef4bc4d0750b20d09c29f51c","datavalue":{"value":{"amount":"+0.7870158553123474","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":"Q4560332$5A76DE8D-D4C9-4A2A-950C-937918A13FBD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Small-time_asymptotics_for_the_at-the-money_implied_volatility_in_a_multi-dimensional_local_volatility_model"}}}}}