{"entities":{"Q4719408":{"pageid":6748985,"ns":120,"title":"Item:Q4719408","lastrevid":98009780,"modified":"2026-06-05T16:03:36Z","type":"item","id":"Q4719408","labels":{"en":{"language":"en","value":"A market model for stochastic implied volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1383970"}},"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":"Q4719408$283A0BE1-F389-4A3A-8238-0D263A6F478C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0a00bb0aebc4698528910221f0be25e84a189b88","datavalue":{"value":{"text":"A market model for stochastic implied volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4719408$02CDF62A-0AE2-4FB5-B371-5385E9F5D0B8","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"8a0d8417c670c441170d33be9bab425004495f75","datavalue":{"value":"0963.91046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4719408$D8F71B38-10B7-4CF6-82AA-653889118574","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"78bfd1013eab34484fd290e078a9016fd93065f4","datavalue":{"value":{"entity-type":"item","numeric-id":375365,"id":"Q375365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4719408$41155A68-0F32-4280-9A01-692C29CD4F03","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fd7cd635114c2020bd88624149e3bfc66d5dd067","datavalue":{"value":{"entity-type":"item","numeric-id":139934,"id":"Q139934"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4719408$1FF2E11E-F5D8-4F1B-86F0-3038574A495C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f2f1a5e88c4123eb3971288d6fa5f483aca875af","datavalue":{"value":{"time":"+2001-06-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4719408$082BFECF-45BD-4F7B-8A82-7D5F3818FA83","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4719408$2F504C3C-7748-4231-B4FD-2BF579D1A3A7","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"62c987a00225fda1c4d27e3085931ddcce81bed7","datavalue":{"value":"1383970","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4719408$3D9E3BDE-00C4-46B6-B5EA-6C96BF1D8078","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q4719408$E11957F4-EB2B-4EB3-8D5D-2DC496CAC400","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4719408$F4C48469-31C3-4706-AB23-172931F39D0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"532072a6bfe5e0021c78b1eaa1240f5ffb94acf5","datavalue":{"value":"smile effect","type":"string"},"datatype":"string"},"type":"statement","id":"Q4719408$7AA5B40F-FF02-4067-89EE-BC80388DD4BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"08d77e3e0093acac900df9d29855d8ee2b7b7566","datavalue":{"value":"term structure of volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4719408$F2E16E15-5241-477E-9951-79D19E6DE4BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6569cf51f8424f7ece21a306aa24dda3a1192c10","datavalue":{"value":"strike structure of volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4719408$42C1DA4F-6729-4BC5-BB1B-62CA50C9D66C","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":"Q4719408$0591D5FF-C408-4417-9D0B-66F7EA8FC49B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"451d1f7e2450cae466bfd442ee8368368e98afd2","datavalue":{"value":"https://doi.org/10.1098/rsta.1999.0418","type":"string"},"datatype":"url"},"type":"statement","id":"Q4719408$DD845171-0B1A-438C-AC14-42799A3EA5CE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ec18e2f8108ace3f3c3d27ca0faf0e7dba9ceac0","datavalue":{"value":"W3125090498","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4719408$9C3EEE86-4998-4DF6-AEBA-3C48EBF0D301","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a5812c8cd8e4a834bae2597b0bdbb183477a2781","datavalue":{"value":"10.1098/RSTA.1999.0418","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4719408$AD9D77E8-EC60-40A2-B4F0-BEED33FD8FCA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c8915b9dacc26d96921c7b365452943cdc2881f6","datavalue":{"value":{"entity-type":"item","numeric-id":1880674,"id":"Q1880674"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cd4608aea631334812a1ef0008faddd4da966370","datavalue":{"value":{"amount":"+0.8594193458557129","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":"Q4719408$7281CAF9-BFC7-4356-A120-763C39815B94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8141e801664fc88f3a6885f1cc5bfdf961d611ff","datavalue":{"value":{"entity-type":"item","numeric-id":3502126,"id":"Q3502126"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"398d03f92da3ab08a9f9f4d82e22978a0d296c61","datavalue":{"value":{"amount":"+0.8515220880508423","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":"Q4719408$0DD9E105-0055-4F45-8D9B-0163FCC2D4EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"12481b60ed7c0d26247ca9d4f3bfc7d4c4be9943","datavalue":{"value":{"entity-type":"item","numeric-id":5397415,"id":"Q5397415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6dfa396fd708ca99d3eff476ce8f447b1811994d","datavalue":{"value":{"amount":"+0.8274872303009033","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":"Q4719408$55B52E0B-F945-4D50-8243-C14B71F0A307","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aaae21b9d9226a201457238079d2c0d9dfe379a0","datavalue":{"value":{"entity-type":"item","numeric-id":3156847,"id":"Q3156847"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e6e9c481eb539ccf19c59d6fb5f5f02e551faddd","datavalue":{"value":{"amount":"+0.8188051581382751","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":"Q4719408$8AF75F4E-525D-4852-903F-44D0C72A2C47","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A market model for stochastic implied volatility","badges":[]}}}}}