{"entities":{"Q4586034":{"pageid":6615619,"ns":120,"title":"Item:Q4586034","lastrevid":40700684,"modified":"2025-04-04T10:01:24Z","type":"item","id":"Q4586034","labels":{"en":{"language":"en","value":"Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6934896"}},"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":"Q4586034$3FC085BB-2C9C-416F-8488-080862AACDD5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c488282e3a2f36330090438440a78b5a868c4d6d","datavalue":{"value":{"text":"Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4586034$2DA7F19A-AE09-4B67-A379-AF3B311AF1AB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3e6fff64f5421a3fac91d25993fcebd85d5377f0","datavalue":{"value":"1395.91455","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586034$35D4DA00-9CD5-4FA5-9D34-9B57538A2FC6","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2e9dc778ce2edc2e9f8a9dda517a0aceebeafad3","datavalue":{"value":"10.1080/1350486X.2013.871802","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586034$31095CEA-23AE-42D9-A5F6-5605A790ACDC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69652329064f5ea09f5fb77f6fa79fef9a708ba8","datavalue":{"value":{"entity-type":"item","numeric-id":2786203,"id":"Q2786203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$D3316881-DB03-42F6-9FC6-C5AB330AA436","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"820780d9e80d5556f2d9414cd8c51e6b8fc16fdf","datavalue":{"value":{"time":"+2018-09-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4586034$2BF63A99-1D6E-4CE6-9BB2-93EB5A7830FF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586034$2D1750A5-0FD7-4BDA-BE50-D9C83CF4B1AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586034$9FCB7C02-2AA4-45A1-9CD2-4CD08B749B10","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"54e06d40b67d05d8e8b62814afc760c99460c942","datavalue":{"value":"6934896","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586034$6165E518-69C3-4F25-946A-B0B80B171ECA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5f03f5bc5a6314795d4d74b44cd3eadeea1541db","datavalue":{"value":"approximate hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586034$E0FBF393-3573-4701-92C0-8FA874E499A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1458859d7b633a485e6b4e8c181c3bfc656c704f","datavalue":{"value":"transaction costs","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586034$A2C43EFF-C518-48B1-AB6D-D14565E60FE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b57002f0343b69cb137e42f42cd515823edd6383","datavalue":{"value":"local volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586034$4706C8AE-CE06-4D1F-8E39-BB4781489E79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c7434d1411b203d35697e82ce4693e30ba187b3d","datavalue":{"value":"Leland's strategy","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586034$F9C41145-1724-4A46-9397-004BD620AF7A","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":"Q4586034$7854DDD6-59A1-489B-B385-690C860C0E19","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"82ae08e6328f54a9dac512d7c369c7389e343f79","datavalue":{"value":{"entity-type":"item","numeric-id":4262623,"id":"Q4262623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$E0A0A42B-7A1C-4D1B-9AC2-E63E23641648","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9de9988b8e5e3101406297cbb07c9bbd884e2f96","datavalue":{"value":{"entity-type":"item","numeric-id":3063878,"id":"Q3063878"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$711D2672-8C2F-45DE-B37E-D39FDF4589CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ca2898f47b718e518a13787cb4d94484a1bc0c33","datavalue":{"value":{"entity-type":"item","numeric-id":5486430,"id":"Q5486430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$77629FE5-D702-4EF8-B646-56ACF62D3059","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd7f640da8365211773d9cd566e8b302fab564be","datavalue":{"value":{"entity-type":"item","numeric-id":4086524,"id":"Q4086524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$46426161-DA41-4F93-ADD0-6B917CCFCE24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1295a2e330dc7dbbf7153bfed1c60a121747f0f","datavalue":{"value":{"entity-type":"item","numeric-id":5520962,"id":"Q5520962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$1E4271EC-E08D-4C5F-9919-76AFE0C18E33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4c698a06fc317a9736df1665fc1ebc605865cc9","datavalue":{"value":{"entity-type":"item","numeric-id":4002114,"id":"Q4002114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$28FB4CAE-241A-4716-AA9C-D8F6F9DBBF8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b6c65523c4a778449cf99bb2edf9cac994a88c76","datavalue":{"value":{"entity-type":"item","numeric-id":4919619,"id":"Q4919619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$DF783A83-319E-4F2C-B961-D4E689DFA581","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aec10bc067c5f8700c4ebf2fbee1bb1da46a1caf","datavalue":{"value":{"entity-type":"item","numeric-id":2499701,"id":"Q2499701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$C2C50418-3C2B-451C-8AF3-4D04A7B55BDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c81a2f49ced0a87d7f9517daed32b8ab106ee3b","datavalue":{"value":{"entity-type":"item","numeric-id":1288463,"id":"Q1288463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$AE188B45-4234-46BE-A596-46DBB1314586","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7eae2b5fe5ffd3bfa025e9e894404d1da11d5455","datavalue":{"value":{"entity-type":"item","numeric-id":1425487,"id":"Q1425487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586034$95E00F54-91D6-49FE-8CFF-6CF35DD49EA2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3f641fc748ca85062dd1b259ff008bfdb74e26aa","datavalue":{"value":"https://doi.org/10.1080/1350486x.2013.871802","type":"string"},"datatype":"url"},"type":"statement","id":"Q4586034$C7F795BF-45F1-4343-9D23-84900C106EE9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"54eeb8aa5b39e9c6addc40c1064b6e46579b5cc3","datavalue":{"value":"W1983031128","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586034$D1CBE326-7C2D-464E-B809-5DC7C919AB15","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ce61c09b0469abb9c5030dcd1354048cb851d579","datavalue":{"value":{"entity-type":"item","numeric-id":5283405,"id":"Q5283405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ff2fb4adae7f90d72a7836bd42bbb8e7a88851b1","datavalue":{"value":{"amount":"+0.93255115","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$0D08FEC4-5135-4BC6-8E84-E1368F5B809C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56013c9602524e493a8328dd53b90ef4e12e64f7","datavalue":{"value":{"entity-type":"item","numeric-id":5120710,"id":"Q5120710"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a1b95c74a3815a5986c35101e14c7d0d6fb29b45","datavalue":{"value":{"amount":"+0.92475617","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$8AADD882-FAB4-4B93-A849-BF6FB54AF425","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"083363a2f78e5a8218ac8d4f201fc79a56a1b782","datavalue":{"value":{"entity-type":"item","numeric-id":2516769,"id":"Q2516769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"45009114135f6d590df36091799230f07c4d6df1","datavalue":{"value":{"amount":"+0.9132769","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$D072DADE-18C1-4539-AF05-61847F1377A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9cbddbd90f952970902a15abdaee31b42d555ed1","datavalue":{"value":{"entity-type":"item","numeric-id":4425015,"id":"Q4425015"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fba08305b6ac9c504e55dbf79fd8d74d2aa0b0d6","datavalue":{"value":{"amount":"+0.89311844","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$4715CF8E-EA08-4775-8D32-5E23265A1671","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f5fdfbbd1f5a06bb851cd82d81a79868a6512a67","datavalue":{"value":{"entity-type":"item","numeric-id":5254658,"id":"Q5254658"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"45babd10194a333dfc785ed21551c8d5e9ad56cf","datavalue":{"value":{"amount":"+0.8910318","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$00909AC5-9F2C-44C2-83CD-1D27CD23FBBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e59ec33b083eb3aa40ec615b9bb53a6f8a0ff33e","datavalue":{"value":{"entity-type":"item","numeric-id":5397430,"id":"Q5397430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0a1c9e3321474cf1de4d7c1cdcfdc1af6f9cc663","datavalue":{"value":{"amount":"+0.8907046","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$CAE632E2-8D27-4A54-857F-A353D727A093","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b5262dfdbc9118e5ea30c2bae077d07e3f21a04","datavalue":{"value":{"entity-type":"item","numeric-id":2498183,"id":"Q2498183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"37e26d0814c17bca47f24be752400941d4644cd2","datavalue":{"value":{"amount":"+0.8896936","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$E588DD14-DA53-41DB-BD72-01A195272E67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"df03d4731b16ce01eae11f726d4d03c189d9dcb1","datavalue":{"value":{"entity-type":"item","numeric-id":468414,"id":"Q468414"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"70dde0bd6c043a6825ec12e0912ca2c61963999e","datavalue":{"value":{"amount":"+0.8896046","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$C9D15AA3-6738-4A1E-8243-F078955FC355","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9dc60718e5231dea97df3249313e9cf3345f00d1","datavalue":{"value":{"entity-type":"item","numeric-id":2460042,"id":"Q2460042"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1ec9e76a09402028be8b14578217a8671fddfc9c","datavalue":{"value":{"amount":"+0.886086","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$486D6C5B-099D-4B3D-B98B-3C0A44A2C8B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b63373323fd69b5029211ae361b4c7c68a1183dc","datavalue":{"value":{"entity-type":"item","numeric-id":4561938,"id":"Q4561938"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"57519e1dc1da5505174ac1f0197e41302bc95fc4","datavalue":{"value":{"amount":"+0.8811211","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586034$5F61F09E-4DDA-440C-BF8C-FF707BA5A364","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4586034","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4586034"}}}}}