{"entities":{"Q4585673":{"pageid":6615258,"ns":120,"title":"Item:Q4585673","lastrevid":53196023,"modified":"2026-01-24T10:43:20Z","type":"item","id":"Q4585673","labels":{"en":{"language":"en","value":"Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6933335"}},"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":"Q4585673$4FAFB3E0-5517-46E6-8317-F6690B1FCCAB","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6763e057c8f4ae2dc05412d7cbd4a119c31dc81f","datavalue":{"value":{"text":"Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4585673$E5168145-6596-4219-93A0-6A6EA523339D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4b6bbc771c9c58f2e7242afd37eea00a1d328909","datavalue":{"value":"1396.91741","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4585673$6C8E916B-9B64-4288-BD47-90A458E4A5E6","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5891aecfc80c014b68844fe36ff2e002c5a0e46a","datavalue":{"value":"10.1080/1350486X.2016.1226144","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4585673$AC933A76-B4CF-4292-98E9-1642CDE468E8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9063c977157b258881fdd87619cd9f2fb46084e9","datavalue":{"value":{"entity-type":"item","numeric-id":2216266,"id":"Q2216266"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$029DC27B-9B96-4964-807B-526EFE249CFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9f57be8a79ce445975a28710203e8ea27f1e553c","datavalue":{"value":{"entity-type":"item","numeric-id":580189,"id":"Q580189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$96945DEA-ADD4-4873-BCEA-F6EA09C1ABB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"df5b684d197c2aa17c77d380cdb87ac47a4a9a34","datavalue":{"value":{"entity-type":"item","numeric-id":592663,"id":"Q592663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$E1151ACE-F329-4E37-8536-505303A574BD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69652329064f5ea09f5fb77f6fa79fef9a708ba8","datavalue":{"value":{"entity-type":"item","numeric-id":2786203,"id":"Q2786203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$9361DE57-30A4-4B93-BED3-843585618F56","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"95251e74dfd058313c94d01023632403bcdd7ae4","datavalue":{"value":{"time":"+2018-09-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4585673$69F8A2E4-4A20-4E92-9624-5E35D87517BD","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4585673$DAD98AA9-C60F-473E-A77B-654CE1666165","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4585673$7C036F36-CA13-4ACD-BBE9-D3E64839BCA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4585673$D6A94FA6-683F-4E72-8964-771916C6DFD8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"77494fa723405a3fc612dea6b02c184a414822b5","datavalue":{"value":"6933335","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4585673$8D9CE4AF-7B58-4EB9-80D4-3D521AD8C0BD","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"593a8acffa6e48adf2de19cf33da8eea811d65d4","datavalue":{"value":"Bermudan swaptions","type":"string"},"datatype":"string"},"type":"statement","id":"Q4585673$2C3CAA3A-9139-451D-B2D2-BD3559E3E985","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6656c7f0ba63fa9e0d023da78acf71e3bebdd503","datavalue":{"value":"credit value adjustment (CVA)","type":"string"},"datatype":"string"},"type":"statement","id":"Q4585673$796B8D85-318D-41B8-87B6-7117DABD06B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f7cd97f95556fc14167d4f28bb3575d27122f3ca","datavalue":{"value":"Monte Carlo simulation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4585673$0157E58C-4730-4126-8EF1-C6BE0012D707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a61123b272598c05df7bf179a76aa8d4f0773aba","datavalue":{"value":"stochastic grid bundling method (SGBM)","type":"string"},"datatype":"string"},"type":"statement","id":"Q4585673$9E8E4167-7EAD-48A6-987E-B0AFC56A1666","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":"Q4585673$6E19B4B2-741A-4F58-9E1F-CE3A2D656B36","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a9813067b72cd72585e532ad287330b0deb4199","datavalue":{"value":{"entity-type":"item","numeric-id":3608735,"id":"Q3608735"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$EB021A37-E0E3-4870-AD15-2286E8D3E3A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"60f1b592d142380c4f7f4b7c5e44d99d87415140","datavalue":{"value":{"entity-type":"item","numeric-id":5395357,"id":"Q5395357"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$7DF026F9-58A3-4080-BD46-8CED0587CFBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"066622d4681cedc5a6ac8f7e8f3af39507aacaba","datavalue":{"value":{"entity-type":"item","numeric-id":5418750,"id":"Q5418750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$3856BA08-6CD4-4448-ABA3-BB1589E37589","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"846b29fb1f7e2d7862411bda1aea9b5e69fe1c54","datavalue":{"value":{"entity-type":"item","numeric-id":855091,"id":"Q855091"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$477E5A6F-341D-4C20-9D6B-7B507073E0F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fdcb0470a54cb2a8c4c0e76515e2553be7726756","datavalue":{"value":{"entity-type":"item","numeric-id":1381139,"id":"Q1381139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$CCFD11E8-EFCF-46CB-B8BA-F886D0EC238F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"265b503b6c293751a8289efc11a7d291348d3c3f","datavalue":{"value":{"entity-type":"item","numeric-id":1769425,"id":"Q1769425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$73D3B50F-6F76-4331-B7A0-AE3DAAD94E14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0194e030220f19111a52660fa763b4aff0d5a418","datavalue":{"value":{"entity-type":"item","numeric-id":3637422,"id":"Q3637422"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$D711957C-C882-4CE7-8B0B-DCC26E0177BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b9bed8f116cc4bdbea5abc82a604fb371cfb228","datavalue":{"value":{"entity-type":"item","numeric-id":5374082,"id":"Q5374082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$75C50B5B-8A42-4776-BC40-AE9936AEDAB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f1f03b8015d6904d729a3593b4bc4caa505bfd8","datavalue":{"value":{"entity-type":"item","numeric-id":668683,"id":"Q668683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$1E59AD8F-0595-4801-804A-D9F8CD7681CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7189ab4a7e477266a0d84084178e98e0380f5228","datavalue":{"value":{"entity-type":"item","numeric-id":5427663,"id":"Q5427663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$5C0C5DA5-0BD0-4EE5-9185-AED5A6B18AA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"074f01469a46e30d72d7caccce1c745f0eb9980e","datavalue":{"value":{"entity-type":"item","numeric-id":4655057,"id":"Q4655057"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$6EFF0CFD-E520-4681-9A69-FB6ACED1EF79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e38e11b0297ec2cf7ca1dfd8fdf57a8b38b242a","datavalue":{"value":{"entity-type":"item","numeric-id":2488505,"id":"Q2488505"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$00DEDDC7-0B20-4361-9932-1B3BBB8F443A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"613b996c2ca56c76fbbf12ebcd5744b30c5716f6","datavalue":{"value":{"entity-type":"item","numeric-id":5374081,"id":"Q5374081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$320CCA01-EC1B-4017-B794-6FBFD663A3AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f92b2bf835b546249a65bd67825b2ab4e59c1e1e","datavalue":{"value":{"entity-type":"item","numeric-id":4795996,"id":"Q4795996"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4585673$213E0CB6-21A9-4BA5-A732-885E5212BE3F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d0eb545381d3fff380ba9b59358a3fc6ffe50bbb","datavalue":{"value":"https://doi.org/10.1080/1350486x.2016.1226144","type":"string"},"datatype":"url"},"type":"statement","id":"Q4585673$4C39E080-EF78-4622-AAA7-6CB4C65AC1D5","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"89defc006f945916abd8e63acc5f6ecd4e0dcb26","datavalue":{"value":"W3125577784","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4585673$7AF6AEA1-D13D-4276-A1E1-69A058F6087D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"06dd6b8599f7e6e3e17689b6cf3d17f2f55bd8dd","datavalue":{"value":{"entity-type":"item","numeric-id":5245884,"id":"Q5245884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"699af3fa24ca75d087f89f5aca7cdb13417a9688","datavalue":{"value":{"amount":"+0.8484843373298645","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4585673$B4794A43-8814-41D1-A367-EFD5BA713E69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"079d0d99c6953cd253070884bcffc33acad5b1b4","datavalue":{"value":{"entity-type":"item","numeric-id":2874730,"id":"Q2874730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c20ce51c6ee6f39db6ec7859c98302580b4834e7","datavalue":{"value":{"amount":"+0.8109449744224548","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":"Q4585673$8CE07941-F990-4082-8189-E048CE063317","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"21b143cbbf35133944155d423c9da9485c304ffe","datavalue":{"value":{"entity-type":"item","numeric-id":4604870,"id":"Q4604870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"192e3b26696e789a3210689ac3ef9b52bcbad64d","datavalue":{"value":{"amount":"+0.8023586869239807","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":"Q4585673$66B3AACD-629A-400D-99F7-6C76BEB58432","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6818c89799115476cf67e45d08be97ff761d296a","datavalue":{"value":{"entity-type":"item","numeric-id":2125642,"id":"Q2125642"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"720348d8757512c015baa18d7ed34aa1a0cf0623","datavalue":{"value":{"amount":"+0.7822161316871643","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":"Q4585673$8D1040D1-0AEC-4D2E-AADA-A1B60D6DACBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0bca1ac71a46f4106871a0b938e230c8741aeb66","datavalue":{"value":{"entity-type":"item","numeric-id":4991089,"id":"Q4991089"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"78684bc90c2e1881cafc8320c69ce9d702928a0e","datavalue":{"value":{"amount":"+0.7739390134811401","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4585673$F50BBEC5-3073-47B0-8FEC-E72EC88B3661","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4585673","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4585673"}}}}}