{"entities":{"Q4561921":{"pageid":6591510,"ns":120,"title":"Item:Q4561921","lastrevid":53304737,"modified":"2026-01-24T16:49:27Z","type":"item","id":"Q4561921","labels":{"en":{"language":"en","value":"Valuation of collateralized funds of hedge fund obligations: a basket option pricing approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6993375"}},"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":"Q4561921$70E924B6-F6F6-48E3-B9A5-021BC28B9F20","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5a46e0580da150ad6faf607db620972d4363672e","datavalue":{"value":{"text":"Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4561921$24D5BC57-CCE3-4CE1-BDE7-C224124ADF62","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"be83215ffac6b0c252fb8f117cdc04eb8c727c46","datavalue":{"value":"1418.91543","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4561921$3C80474D-5AF2-4B69-9FC2-28AB666A2CC3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"51da79980ea70869ef1b21cfa135305836e753a6","datavalue":{"value":"10.1007/978-3-319-02499-8_25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4561921$0F76D769-0CAE-4BCB-B92E-2C698A4A0FBE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f0fd38de2fd208c1ced090b72cdc3df385962337","datavalue":{"value":{"entity-type":"item","numeric-id":2051159,"id":"Q2051159"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$7D19EF32-4616-430E-A46E-BCD490E60886","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"24c39bbce3374d9716b0c74eecf7dc081546883c","datavalue":{"value":{"entity-type":"item","numeric-id":1136453,"id":"Q1136453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$53B3B85A-2132-4FC3-85BA-788F079C5E99","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"65863c4aac9314682901a209f755d0d16a6d84c1","datavalue":{"value":{"entity-type":"item","numeric-id":4561893,"id":"Q4561893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$C4C97B2F-3B59-4D7B-B142-8082BD8DB8FB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a075a3764da16c4fc6150155328916cfebbb7105","datavalue":{"value":{"time":"+2018-12-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4561921$DCE1A073-C17E-4FBF-8476-1A16E914F3CF","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"43d591f8cc5de6acdd43cfd51a134517fc0ae5cc","datavalue":{"value":"http://amsacta.unibo.it/3348/1/Cfo_correlated_Bms.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q4561921$31567D9F-9222-4948-B2C5-A88DA94D8AC9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4561921$A66F28D5-7591-4983-BD90-429E6D7A83F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4561921$763B83EE-34E1-44C1-A272-93DC9B37E4C1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b12b3968d66815e05ff5e348f0a3e4134e9c41ea","datavalue":{"value":"6993375","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4561921$26DBBE28-6D5B-4CB4-9295-FF66C139A260","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1471fbdd3522ae78cac6a91d0db8cbc799b3bc13","datavalue":{"value":"hedge fund","type":"string"},"datatype":"string"},"type":"statement","id":"Q4561921$F098273E-D9DC-40A9-987E-E8866352742D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9001ca150bd0bdd46e8cf6c80f3dcbb7688ed3c4","datavalue":{"value":"excess kurtosis","type":"string"},"datatype":"string"},"type":"statement","id":"Q4561921$C326DC59-8B07-43C5-867F-10D7AC947964","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3aeceb85103a98a6612fe090ff65a61477c57f8e","datavalue":{"value":"gamma process","type":"string"},"datatype":"string"},"type":"statement","id":"Q4561921$81DD8E99-CD48-498E-A535-2B7C5D2A6E45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"348975a9ecacfa93842c8da6f250625ff96a4221","datavalue":{"value":"equivalent martingale measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q4561921$6398A685-B966-4A6F-8C0F-92A9CDBBC402","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"67685f33bb78185793c958ac8fce007ac510fd5e","datavalue":{"value":"emerge market","type":"string"},"datatype":"string"},"type":"statement","id":"Q4561921$57ACEA2E-D8E7-4552-BBAC-FAF162F0B6C6","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$B4B48E47-055A-4F1C-B6CD-42EEBCCCF3EC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"58f5b142ccf267c685982b8d83378f40c5f2ca27","datavalue":{"value":"W1976468036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4561921$A8826E4B-90CC-45FE-ADD1-34910E3093E8","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1deb47fee2be0b3254a13252906b5b59c73cb34","datavalue":{"value":{"entity-type":"item","numeric-id":4821616,"id":"Q4821616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$7918BBB8-1B82-4982-8AC0-6460D2269A60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"11dbe153a39d4366c79b066273a6cd6484bee4f3","datavalue":{"value":{"entity-type":"item","numeric-id":2707163,"id":"Q2707163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$8798FDE3-6E5F-479D-BCFF-5331C38876FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c47b81b05fa7a32b14ee55b5b19422e2c094f1f1","datavalue":{"value":{"entity-type":"item","numeric-id":3437395,"id":"Q3437395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$8A1F3D34-0C24-425D-B497-874CD097A7AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78deaf49ede94021568d6a464ed413a01fa0e2db","datavalue":{"value":{"entity-type":"item","numeric-id":5400668,"id":"Q5400668"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4561921$46E75747-2EA9-4B34-93DF-5E3107325E31","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aa8216859588e3349a321067c672074cb5537d66","datavalue":{"value":{"entity-type":"item","numeric-id":5400668,"id":"Q5400668"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0c7e736d911d45f8304ccec1b86bda5ba6eb9aaa","datavalue":{"value":{"amount":"+0.8770784139633179","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4561921$AB651201-58F5-4BD6-8BD5-51A152B95B3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0ce6883af6fc95bc1dadfea0f7e0b4110f50a7d7","datavalue":{"value":{"entity-type":"item","numeric-id":3581635,"id":"Q3581635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0bbf276c74b0bfa78f1dc1ac2df50f0a63665a9a","datavalue":{"value":{"amount":"+0.735333263874054","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":"Q4561921$17CCD480-2C2C-4830-B6FB-08AF76FFCAF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"02461bfcfa3eac64071e9bc00a5c3f1563730b3f","datavalue":{"value":{"entity-type":"item","numeric-id":4653009,"id":"Q4653009"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9e2b3cf3549091c8190412f953ce7d5b80fc3543","datavalue":{"value":{"amount":"+0.7008166909217834","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":"Q4561921$48D1875F-9158-4A7E-B76F-1904F84D150E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a3094ab4c6a25360e342db6bb280fdea59d5541c","datavalue":{"value":{"entity-type":"item","numeric-id":4660875,"id":"Q4660875"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"449051717e247d4a7381144e7af4fcaa8ebed2c7","datavalue":{"value":{"amount":"+0.693897545337677","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":"Q4561921$4FD5C7BB-432D-4DDD-86F2-AFB087752384","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"88b3208684ca795bf9a234b322ad0171c353a1cc","datavalue":{"value":{"entity-type":"item","numeric-id":3000884,"id":"Q3000884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dee00288ff43903d6fdbd7f09d1e852110735171","datavalue":{"value":{"amount":"+0.6833608746528625","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":"Q4561921$5278D656-55B9-486F-BE0D-164B64CD2606","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4561921","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4561921"}}}}}