{"entities":{"Q483714":{"pageid":485481,"ns":120,"title":"Item:Q483714","lastrevid":62211930,"modified":"2026-04-11T04:32:22Z","type":"item","id":"Q483714","labels":{"en":{"language":"en","value":"Gamma expansion of the Heston stochastic volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6381317"}},"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":"Q483714$FB840822-09D8-4E7D-8795-49EA21155E66","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"29c926f3edbdaf21186b9208bcfa006bad120fa8","datavalue":{"value":{"text":"Gamma expansion of the Heston stochastic volatility model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q483714$DCE9E97B-A431-44A4-B4A9-C9525E3CC4D2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"547e5daf2eca6df1933384bcbd17680acdccbe56","datavalue":{"value":"1302.60100","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q483714$A79CDC92-79D4-4F99-A138-EC15AD6465D8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7366f76f9ee8a94b4a07274a6b0d6809ff06503d","datavalue":{"value":{"entity-type":"item","numeric-id":483713,"id":"Q483713"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$7BC86594-B661-41B5-8B87-1A81DA4135D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1caed7de47eae356b538d06bfd4635eb16ab4c55","datavalue":{"value":{"entity-type":"item","numeric-id":436301,"id":"Q436301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$DACCC4AA-41E5-44F6-B787-C2101CAEE366","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$8FB9D1B3-23FC-4185-B6BE-0E36E914FF8F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ea9ee4b971fb4cea3c3c6c171e68cbbceee5c49b","datavalue":{"value":{"time":"+2014-12-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q483714$A046680C-6C86-4C8E-B76F-8B7579F2C719","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9375df1cefbb35e9d725c7f8a9310966359d35cc","datavalue":{"value":"60H35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q483714$999769AA-6967-4834-A760-07980D31C354","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q483714$9D167604-0419-4F62-A894-21B6C1A08D2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q483714$E557E516-91F2-4910-9B95-FF1943A8BC4D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f7a7e0123a6c66bf670716b8e98db351b90f292a","datavalue":{"value":"6381317","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q483714$57843BF0-9EA4-4987-AD2A-23F0D37B550F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2db50e149c99a7278bb291783c74696960ea00e2","datavalue":{"value":"stochastic volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q483714$0DA2137F-26E1-40DB-985E-F63A86E42718","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"731b2d90aa6af12c2bb6fec69da63747d84012a9","datavalue":{"value":"Monte Carlo methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q483714$E2E550F5-0B1B-458F-981E-DDFE4DBAD6F7","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":"Q483714$5DF49DA8-B660-4B14-B3CE-A38B4B4EA77D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3cb59c72cb8cbf725e0d8ddec76753b6eddd1cd1","datavalue":{"value":"https://doi.org/10.1007/s00780-009-0115-y","type":"string"},"datatype":"url"},"type":"statement","id":"Q483714$91366277-E052-43D7-A6A6-5E72B5DE9504","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9a7fb02b09d3d5ffbef20496a3db64064c674f60","datavalue":{"value":"W3125684429","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q483714$87118C56-0CE5-45F1-B7ED-7F1337EE8D1D","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb19d78167a6714963f4c0a1369c71543c23f142","datavalue":{"value":{"entity-type":"item","numeric-id":1183689,"id":"Q1183689"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$86457A89-E097-4258-9CD7-619855D5BA13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c83b031ac27f6df06af5ac13fa55020be23310a","datavalue":{"value":{"entity-type":"item","numeric-id":3367271,"id":"Q3367271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$DA9B9820-ED7B-45BE-BC81-41F7FB97D880","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"36a57239686a26eb7bc8a2e3e158cd0583b64e6f","datavalue":{"value":{"entity-type":"item","numeric-id":3584774,"id":"Q3584774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$19978164-4907-4EDB-A51A-0B49FEE55F93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bdbde6baaacc875e02aa2868255848efca8502d6","datavalue":{"value":{"entity-type":"item","numeric-id":3957692,"id":"Q3957692"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$D5D800E7-84CB-43AA-8A47-5817D0410B1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"745a8973c9f9ad0b118c6bc4532eca9dc6daf3b5","datavalue":{"value":{"entity-type":"item","numeric-id":5429617,"id":"Q5429617"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$4DB46D71-9C2E-4B27-B5CB-3D10F3B132A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e48fb51a6e892906783bb012f67ab363c6a6d867","datavalue":{"value":{"entity-type":"item","numeric-id":3391972,"id":"Q3391972"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$A9C6C3E6-EC52-438E-81AF-A86DBED64094","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1deb47fee2be0b3254a13252906b5b59c73cb34","datavalue":{"value":{"entity-type":"item","numeric-id":4821616,"id":"Q4821616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$D8B98197-D3FB-420F-87B6-3A846C7FC4C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$BD7E3BA6-D06C-4C3F-ABF7-8979469EA0C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d3b868f4bf95b59934436ac1551facf6f7a84ee","datavalue":{"value":{"entity-type":"item","numeric-id":4231211,"id":"Q4231211"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$28A77D07-E707-4B1B-9FB1-57BB73A30B85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e111425225f463e255c9dd8851d89cd0a62c900","datavalue":{"value":{"entity-type":"item","numeric-id":1421688,"id":"Q1421688"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$91E5B841-72B6-4A49-AD08-4E540FA4B1F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a6eea6009d92c5ce4008eecc74dff603d2d8dcc2","datavalue":{"value":{"entity-type":"item","numeric-id":1613075,"id":"Q1613075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$ED787191-6DE7-45F1-94D6-115271C1CE0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"47bd4dc1e2466233e2bb7f38731893102cdfc4bf","datavalue":{"value":{"entity-type":"item","numeric-id":1916475,"id":"Q1916475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$C250135E-FAFC-4591-93E3-8D84BB3E4514","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$3790412C-0EB9-4927-9F6E-8AC2205A58B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bb37617fa3ce59254b4f40b96c8e5d7b053acf76","datavalue":{"value":{"entity-type":"item","numeric-id":4869639,"id":"Q4869639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$2875371B-922B-4827-9BE9-0043AF4DE15C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$04CE3578-5AE4-40F4-882C-DEBBBEC843FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf8c2b74fd66de6bd6689f07c5cd2f69e8cfa769","datavalue":{"value":{"entity-type":"item","numeric-id":4444970,"id":"Q4444970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$C07190F9-1D78-4B62-960B-165554302910","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98e0a6b45e609345bea63971cbc8d28f76bcdb3c","datavalue":{"value":{"entity-type":"item","numeric-id":3437409,"id":"Q3437409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$3AFE3500-94A3-45B4-9A4C-A8AE4A4EF5F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f0331d863aa4b71bd6a83a3152326b72153313a8","datavalue":{"value":{"entity-type":"item","numeric-id":2774021,"id":"Q2774021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$F284177B-5EB9-46DE-A20F-0B93B0FAAD6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4eef6ec57dc1f059a1e3d5a7b63a5c73a977635","datavalue":{"value":{"entity-type":"item","numeric-id":4004325,"id":"Q4004325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$ED4C58EC-6192-46E9-80A4-2025AE4D43E8","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":"Q483714$022CE28D-529E-4649-9236-8CF88A921533","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9dda37a5bd87a3abde825c56fa015e430ca88b9","datavalue":{"value":{"entity-type":"item","numeric-id":5190133,"id":"Q5190133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$A64AC014-BA86-4323-836F-3B1D08E72467","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bc6b964092de05292bcb116cd4399b9a97c2a264","datavalue":{"value":{"entity-type":"item","numeric-id":3943774,"id":"Q3943774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$E1F2D33B-1549-42D5-9488-34012B32D394","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce0ea197bf7d6a379352d43c1b7e644b99da9ff3","datavalue":{"value":{"entity-type":"item","numeric-id":4435706,"id":"Q4435706"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$2F24242C-9723-4692-A346-32EF12325E17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fba4cbaf8626c697c3fdfac486e8430d0fcfe8d","datavalue":{"value":{"entity-type":"item","numeric-id":4226355,"id":"Q4226355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$01484E2C-3C6F-4E42-BA0D-871DC5D80053","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0fb3e84d8147a13f4918ebe8b96e9a42ee0200ea","datavalue":{"value":{"entity-type":"item","numeric-id":3560077,"id":"Q3560077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$90436985-F367-41D6-AD04-25FA96B627B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e29f2c8d638d39bada6866eb58e2e9cb5c1f0ff5","datavalue":{"value":{"entity-type":"item","numeric-id":5926201,"id":"Q5926201"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q483714$6CCA6F1D-F43E-4EF7-A3E1-55D6E3E6414F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e995a9c8729fd16c39de1752d14c157a76b8c3b6","datavalue":{"value":"10.1007/S00780-009-0115-Y","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q483714$210FA689-D732-4681-A219-268E6FA95DD7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"af420dc5770de86e2fafae4c3b8cf0b568461107","datavalue":{"value":{"entity-type":"item","numeric-id":4988549,"id":"Q4988549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"02f6d027613b08a13a8b52257533c6e5e0ae39d6","datavalue":{"value":{"amount":"+0.8292391896247864","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q483714$A2A2306C-C24E-4CE1-84A5-9588237C00F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"65764bc89861851af8a895a460d5a824ee77cd21","datavalue":{"value":{"entity-type":"item","numeric-id":500382,"id":"Q500382"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"54a2210cfa065922b927dea4ff1462c4e12f0b04","datavalue":{"value":{"amount":"+0.8084919452667236","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":"Q483714$0BF42AE7-554E-4586-A81D-01571D2DCE49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fb7184113c581011c230625f55a89a7972aae7b7","datavalue":{"value":{"entity-type":"item","numeric-id":2941062,"id":"Q2941062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"808fd9fe691cd635d759bd122dea6a6967c6ec2d","datavalue":{"value":{"amount":"+0.7805435061454773","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":"Q483714$4163CFF2-5268-4E49-8B0D-5DE4519404DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"193f61fdd81f046017649fe01a347a432a13f4d7","datavalue":{"value":{"entity-type":"item","numeric-id":3560077,"id":"Q3560077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82765e089df8426ae6e3bfa4ec525006ffc3a5f2","datavalue":{"value":{"amount":"+0.7733458876609802","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":"Q483714$61B853B1-5326-405B-8D77-15D9E6868F00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0497bd38eddd2f896177f09889afc5a47321ffa6","datavalue":{"value":{"entity-type":"item","numeric-id":2940778,"id":"Q2940778"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5173b7f097821de76d8faad09e27a14e36fe0bb6","datavalue":{"value":{"amount":"+0.7671725749969482","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q483714$AF445A82-D40B-4973-96F8-DF6320156017","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Gamma expansion of the Heston stochastic volatility model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Gamma_expansion_of_the_Heston_stochastic_volatility_model"}}}}}