{"entities":{"Q4631571":{"pageid":6661153,"ns":120,"title":"Item:Q4631571","lastrevid":97890881,"modified":"2026-06-05T15:43:53Z","type":"item","id":"Q4631571","labels":{"en":{"language":"en","value":"Modern SABR analytics. Formulas and insights for quants, former physicists and mathematicians"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7045607"}},"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":"Q4631571$4E19B70F-1482-4DA5-B4AB-557DA44FB0D0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ee632294d6b85187164a90d68d6733579d5bd060","datavalue":{"value":{"text":"Modern SABR Analytics","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4631571$A166DEB0-3320-41F4-94AE-AA1BFAEE89B1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3f0cd7c32c8a27ff7ede692c9f8cc53402c522eb","datavalue":{"value":"1433.91003","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$45795AE8-6D75-49DD-A814-FA1E3104434B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b2a5f1bd430f833d40b2183fed84e472774827b0","datavalue":{"value":"10.1007/978-3-030-10656-0","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$E06566C8-CA2B-4DDF-B6C7-97360D23CB24","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b3106001736dc1e6fb7f156f7642bce4ab8944dc","datavalue":{"value":{"entity-type":"item","numeric-id":3639924,"id":"Q3639924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4631571$BFBE6F0E-3FF6-465A-88FC-C76A608CCD07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"01dae3a2a7fbd5343909fd7641091fe3c5b923a0","datavalue":{"value":{"entity-type":"item","numeric-id":1417032,"id":"Q1417032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4631571$32EBB78F-6ECE-4B4C-BC51-DC0FA75EFD9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ae401a604df625bd57b8b5bfd410899a4ada0c0a","datavalue":{"value":{"entity-type":"item","numeric-id":4631570,"id":"Q4631570"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4631571$B92CCCF0-B0DD-4AE1-956A-F1ABFF9B61CF","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1b2759fcc6f9c710740299dd42497293033c2d97","datavalue":{"value":{"entity-type":"item","numeric-id":2798415,"id":"Q2798415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4631571$97A3DE14-01CF-4653-8064-9652F517E5B4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"af7467a51bceef805bfea90d1dc18a92c9e75ff5","datavalue":{"value":{"time":"+2019-04-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4631571$40601DB4-BC33-44E3-B105-9D35459CAFC3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3de0734d8b938975eb80a5594d5ddab39b2162f7","datavalue":{"value":"https://rd.springer.com/content/pdf/10.1007%2F978-3-030-10656-0.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q4631571$2A4C47BD-FD54-4043-9A29-B4CEE160E86B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"dccdbd0e62d4e76222cc72ffd93ed1b71c389e37","datavalue":{"value":"91-02","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$0B21CEDA-EDF3-42FE-94E0-627039EA4429","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$2296462F-28EA-42B2-A4C8-3D12BDC941B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$059CB08C-9F3B-4710-9FB4-D982FBD661CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$A2C7DAB2-2A0E-40E5-8092-9A659EFDCAD5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d925502fb0b9cddb523b179e8116b4c80509d2ea","datavalue":{"value":"7045607","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$A600A042-0455-4E1A-A170-750F605F925B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"292bb132161b9e60819414c7ab5843aac7214854","datavalue":{"value":"SABR model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$F2D35760-6DD2-47CB-BE5B-26E37428BFC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"779b41a6ea41b7bd9779ef5373a545f27093afcd","datavalue":{"value":"CEV process","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$162FFF69-D5DC-429F-B14F-DBC31B614AE1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$AA4B803D-F6AE-47E3-9CB1-7A48B10D5784","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b82786074fd443a3650d0e74208ec37b606d62c8","datavalue":{"value":"exact integral representations","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$8A5662BA-FAFA-4A54-8B9F-0E724B9778CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fb8ddb84d89c72240c8a00f7951c2b3cf5f1e2cc","datavalue":{"value":"CEV-CIR model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$D6382FE9-C569-47EA-B0C8-0DC56DF53D13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"24e7a44272578d97b0c02a88c388dc3f4b55a32a","datavalue":{"value":"exactly solvable models","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$F7685E30-13A4-44F4-AF4D-7B7857595967","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"aaa2624f9bd0c0984f1486b107e255a06de1587d","datavalue":{"value":"heat-kernel expansions","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$ED304FC2-FC56-494D-B27D-8B037365026C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fad79bafbd21dfcfb56ade5bf07d65a9f40f5be0","datavalue":{"value":"asymptotic properties","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$301982AE-11B8-43B1-9CF1-0BC1401A4E61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3138d66a97bb0842e55fba4ee32ce427f988703f","datavalue":{"value":"negative rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q4631571$6EB6773B-D589-4748-A3C1-B74A7B53BE81","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":"Q4631571$157F6DB1-46FE-47E6-9A0B-07E7075FF569","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"8007ef8c80c6fc92a3d24bcaa758c2962e543e23","datavalue":{"value":"W4244982869","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4631571$20897C07-A2B4-4C6C-B628-7D9AC449E471","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1084968d458b1909790fdd5b2514fd1be510a2e0","datavalue":{"value":{"entity-type":"item","numeric-id":4626507,"id":"Q4626507"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"504342d03777cb632994eafc9a810ba537663dba","datavalue":{"value":{"amount":"+0.8403211236000061","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":"Q4631571$3BF0BCA2-80F4-4032-B146-FCBDC14E9058","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"12dac5434abf4f28eb86ff49df629bb77957aaae","datavalue":{"value":{"entity-type":"item","numeric-id":2246618,"id":"Q2246618"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c5040d9634ec29403e1ff43542cd341f38239615","datavalue":{"value":{"amount":"+0.8115231990814209","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":"Q4631571$9DC02B62-598B-4F2A-B75C-E26DD8C36E80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a7766c1d834b13977993f5627453265b1951ab20","datavalue":{"value":{"entity-type":"item","numeric-id":1655765,"id":"Q1655765"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d7f84ccdbe00ea53f092d845323541ef66fe597d","datavalue":{"value":{"amount":"+0.8076476454734802","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4631571$CECCB28A-8865-4E6B-AFBE-80965AC8D494","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f8e86f5c1880baf2a5165b67c186d659e1ef262d","datavalue":{"value":{"entity-type":"item","numeric-id":2986668,"id":"Q2986668"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ef2f51eec01b22b43638b92a1489a88d77f12a66","datavalue":{"value":{"amount":"+0.8020867705345154","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":"Q4631571$19FFE82E-049C-43BF-B818-7FEAEE397E11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d825648ae921c56a7ffea031e08f405fb728c966","datavalue":{"value":{"entity-type":"item","numeric-id":4626492,"id":"Q4626492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3cfea14dc0c17bf10103404460c12b08a69cde41","datavalue":{"value":{"amount":"+0.7924323081970215","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":"Q4631571$0B5AEE4A-F55E-4538-B105-1E4E8F3DE9B6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Modern SABR analytics. Formulas and insights for quants, former physicists and mathematicians","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Modern_SABR_analytics._Formulas_and_insights_for_quants,_former_physicists_and_mathematicians"}}}}}