{"entities":{"Q4586316":{"pageid":6615901,"ns":120,"title":"Item:Q4586316","lastrevid":41855842,"modified":"2025-05-09T02:40:52Z","type":"item","id":"Q4586316","labels":{"en":{"language":"en","value":"On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6935841"}},"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":"Q4586316$8291AC12-7598-46C0-92F1-B53E36BFD9EB","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"00b83d86a7cd673ef283baf3ed7c55203fbd36df","datavalue":{"value":{"text":"On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4586316$38DE9A66-CE01-47B1-92F8-60986EB0D426","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fcc36ffd0ae0388536026bc0545280b4e40cc01a","datavalue":{"value":"1395.91453","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586316$DC6F25D5-7CE5-4A81-82D8-6B6C50FB3993","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a9be91610fdb6163b64ec2d70ee340b0c28c55b4","datavalue":{"value":"10.1080/1350486X.2014.888146","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586316$A450C577-0E6F-4903-AB4F-756D999DF3B4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1a79fbce7fbcff59a580aec92aa05618d619bf7c","datavalue":{"value":{"entity-type":"item","numeric-id":2853379,"id":"Q2853379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$3AE1775E-FCF8-4A23-8631-0DB89785B3EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a312fd03579118fcd893f37f874d84dc38a3249d","datavalue":{"value":{"entity-type":"item","numeric-id":586463,"id":"Q586463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$D427F5E8-35AE-402A-9F7A-DC4A13B68118","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":"Q4586316$30168283-83F6-4A13-91FF-D3D2861330B4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"655dac8f5dda40a8d093e159bbdfdcfade2b2927","datavalue":{"value":{"time":"+2018-09-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4586316$D5F139C5-D133-4523-B308-0B2971B41096","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586316$7499B567-94D4-46D6-AFB5-683365999417","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586316$E133169D-5A8E-4F12-B024-24123D4E7923","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"357cea5511b728a96e2d0766fd33f93a91763f3e","datavalue":{"value":"6935841","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4586316$B7B47C7A-2938-497B-9C62-83E03BFC9634","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d85b354c0344670f69d424f878bea81cdaa5b22e","datavalue":{"value":"SABR","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586316$74C672C5-A8A9-4A43-94CE-DB0DFC474151","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6b9b6437ec9afea9d3c5ab203b56c11f1c8c4907","datavalue":{"value":"SABR-MR model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586316$ED9BD55F-1317-4536-AAA2-1E545269301B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7db74c4dc1a6459cd2e30da33fd9dd7cc4601f4a","datavalue":{"value":"displaced diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586316$C69B827E-E37D-4E58-8A2D-E5DD3C43F029","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586316$FD42F0B5-5707-4F74-9B31-4F76A0AF20E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7dda8da3a0bf1bd3ab13947569a863b28c9ce2e0","datavalue":{"value":"forward smile","type":"string"},"datatype":"string"},"type":"statement","id":"Q4586316$D7F657CE-2210-437E-8E4C-00ABE4C855AF","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$E1EE4504-4D41-4D86-8E92-CBC80FABDAC5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"665cdad5610b7f56a80db8ead6e1d115a46b41f0","datavalue":{"value":{"entity-type":"item","numeric-id":4827310,"id":"Q4827310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$7D8DA48C-AE5D-4A16-8238-93FEE52D7C76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc6e50b6c78f435802e54971626919c3819b8114","datavalue":{"value":{"entity-type":"item","numeric-id":3523547,"id":"Q3523547"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$D648DF48-EEFA-4BE7-9B41-520C142E9BCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cad1ec6a1667078a5a812b33cb1d1875d86c7dce","datavalue":{"value":{"entity-type":"item","numeric-id":5436606,"id":"Q5436606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$F327075F-AD22-4552-97D0-E5F9870C5E5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6bc5401715577de7ed34595cc8eba1820febc11c","datavalue":{"value":{"entity-type":"item","numeric-id":2879042,"id":"Q2879042"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$3E59410C-B97F-4F52-A821-1FDE0A2F53F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e0b03ab37a53b5c63c1b128975102a9b93fdd2b","datavalue":{"value":{"entity-type":"item","numeric-id":5363235,"id":"Q5363235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$DE248E37-C5B5-46D4-B9CD-841A18FC2A8D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8007f507af7e72ecb3b6b261b7ab1e609d336da4","datavalue":{"value":{"entity-type":"item","numeric-id":3437399,"id":"Q3437399"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$069159A3-8B15-4B98-92D7-8615EDF96C36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d6d33d41493d4032761225cb93bb4c1eaf0a2369","datavalue":{"value":{"entity-type":"item","numeric-id":5853625,"id":"Q5853625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$ADF519D8-AA03-4A38-BB1D-2FEDEA0B28EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"23653e07f971fce2911f8bdeba940c671fc63883","datavalue":{"value":{"entity-type":"item","numeric-id":5312583,"id":"Q5312583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$3A273227-693B-492E-BCDD-0234287A9D78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c02754dbe5c267a76593ec5156c97ed0933375b7","datavalue":{"value":{"entity-type":"item","numeric-id":3400795,"id":"Q3400795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$BCFD9C61-CE9B-4646-8B0A-97F0C4ED26DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0b4b5ccb2e880ed83cb4e29f0e784340957328f","datavalue":{"value":{"entity-type":"item","numeric-id":3652697,"id":"Q3652697"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$C04C005F-B105-4CC3-825E-A28A69E67A35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"74e66796176d4ee18abf0b14210328a4a94cbbdb","datavalue":{"value":{"entity-type":"item","numeric-id":4906532,"id":"Q4906532"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4586316$7010A376-CF8D-45F2-B549-942F2F7782D5","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0509335fb74fb3f48db5db22b7ac5272313e80ac","datavalue":{"value":{"entity-type":"item","numeric-id":5363235,"id":"Q5363235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d084705475969c6b78c3e4c3e88367df2e49fa2e","datavalue":{"value":{"amount":"+0.95810664","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$BA337859-AE84-490F-9061-951075080C97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"252e4f930f92df47c13f2c7e0c854ef0d4e102fd","datavalue":{"value":{"entity-type":"item","numeric-id":4619520,"id":"Q4619520"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"933042c13bf45c6ea36277d55b269e49edaf50f3","datavalue":{"value":{"amount":"+0.8663341","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$D69FAD19-9614-49E7-BD9A-B13B79BA48DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3d22add853d2cba921548fbfbb1724e1bf5fe315","datavalue":{"value":{"entity-type":"item","numeric-id":1657909,"id":"Q1657909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e5cb0624d90e7d45ef7a2776cf488faa9c014baf","datavalue":{"value":{"amount":"+0.86344254","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$634E1E56-2270-422B-BB9A-92ED064B2F9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"03b455f7b99db652157b39368bd18e1c14ebd91d","datavalue":{"value":{"entity-type":"item","numeric-id":3502980,"id":"Q3502980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a7d215c27312ea5212e1e3179abb46a5378abee7","datavalue":{"value":{"amount":"+0.8623623","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$F2BC67AE-292D-4452-B2F5-62C852340FB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bb7fb0792f766d70350dc1eed355dd46d8ed2b48","datavalue":{"value":{"entity-type":"item","numeric-id":2816960,"id":"Q2816960"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"40ba9aa3c8abfb07ae7babd57f399fb774d1979c","datavalue":{"value":{"amount":"+0.85494375","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$73F88BC9-EEFA-496C-AC65-03D0225C46FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"15e679411a0bd6770c1aadf6c678d3dc5b0ca51e","datavalue":{"value":{"entity-type":"item","numeric-id":4555160,"id":"Q4555160"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"93bf89de77346ba9d42a49e3b18d6c969f02436a","datavalue":{"value":{"amount":"+0.8542254","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$2FD928E3-FFC6-41CC-8947-80F85FA27540","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7482dc7555f8e94d0187cc2345afa83dc2996fd1","datavalue":{"value":{"entity-type":"item","numeric-id":4626505,"id":"Q4626505"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f33577d9cc9b72418150854bc85cc6850c7ad423","datavalue":{"value":{"amount":"+0.8536982","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$7CF4EF6F-C4E0-4E89-B857-57C5F191118F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2d607581ccb58d6a6eca705db00e986e0df10922","datavalue":{"value":{"entity-type":"item","numeric-id":937465,"id":"Q937465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"be7ab242683d7e8682f48290540bd23f4939119b","datavalue":{"value":{"amount":"+0.8533535","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$7E01AB71-3F56-4556-9E4C-1CE103789898","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"921a008836c231c069e3d815f0f9e8dbb5be0685","datavalue":{"value":{"entity-type":"item","numeric-id":3463923,"id":"Q3463923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"38f7bc3f21879903a93c848917744cf0137a2ff4","datavalue":{"value":{"amount":"+0.8528627","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$D8E5C81D-E9E4-4C60-92F0-2CF5BEAF7976","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b4665e39a808206020bf82d80debd10938b385f5","datavalue":{"value":{"entity-type":"item","numeric-id":4621337,"id":"Q4621337"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"672b57ce2d9a5abe76e893607176f71320adc1ec","datavalue":{"value":{"amount":"+0.8519565","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4586316$26FF2E41-FF2D-412D-80DC-BFCC1046B6F4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4586316","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4586316"}}}}}