{"entities":{"Q4883102":{"pageid":6912681,"ns":120,"title":"Item:Q4883102","lastrevid":46437249,"modified":"2025-12-24T19:08:49Z","type":"item","id":"Q4883102","labels":{"en":{"language":"en","value":"Nonparametric Pricing of Interest Rate Derivative Securities"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 894889"}},"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":"Q4883102$E3F3D766-E4D4-4D83-9197-D18F054EB653","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4ed200dc2b003d995e5a4d27823be289658819e9","datavalue":{"value":{"text":"Nonparametric Pricing of Interest Rate Derivative Securities","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4883102$C3B39CB1-7EB4-49D8-9004-E1CF801041B3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"30eb8c0490dd952620a120722d2eaf1cad8008d0","datavalue":{"value":"0844.62094","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$CBB42A14-5668-4177-98C2-219F9CC36C1F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ec64059968e773c1632c0981ce37ca1f54dd03c8","datavalue":{"value":"10.2307/2171860","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$78D835F5-4EBE-47B8-BC50-458015A9C503","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a5d6a4cd1e4a3ca4403ae2530775b4ac8f7da39a","datavalue":{"value":{"entity-type":"item","numeric-id":193895,"id":"Q193895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4883102$AAA906ED-2488-4C21-A1ED-3384F6C3F53B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"692a76dea74d6391d4cb5f090732dcef67e7b215","datavalue":{"value":{"entity-type":"item","numeric-id":58373,"id":"Q58373"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4883102$1D3CA5FD-11AD-4A6E-8B2A-DA1F5255511C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b3795412637b3de2331b3ff6904fdddc88e823af","datavalue":{"value":{"time":"+1996-07-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4883102$E0FFA91C-11EE-44AE-A817-6798F74A4A31","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"304106705e18e788975f0287fb640188efeef574","datavalue":{"value":"http://www.nber.org/papers/w5345.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q4883102$834D1A2C-D428-421C-A4C0-33169E551EF2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$221DF382-5A10-4203-84EF-AF86E1BB0971","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"58591a8ac1354bf12129571c1d7757e1ee3beef9","datavalue":{"value":"62G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$11ED04AF-2C69-4F91-8CB0-ACD7A8B87337","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5d625d780bfa809c5db39c69099009106c2aeb44","datavalue":{"value":"62M05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$9E69AAFD-85CC-425A-8F34-78ADC235AF4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$85B0F23A-EA36-4285-899E-79FA4BAE0E2B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fe9f8b74e343f9016aaa3218824d6f8464ca32e8","datavalue":{"value":"894889","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$026FF6BF-2D62-4981-BAB1-2912AB064BB0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2a62d145ec3fc66965a6605bd6576de195f924a9","datavalue":{"value":"estimation of stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$4208BCFE-94F7-4366-A712-284BBC5F8AA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f255274d816fd84f8b38c0bfa2347dd676ff800e","datavalue":{"value":"kernel estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$E01F7DB0-F38C-4F1D-B19C-77238C237F7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d55c4ab7e38d73d5b00dbef3d05e41a74b5b966a","datavalue":{"value":"discrete-time sampling","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$4BEC99B6-473E-49A4-B5E6-7B0F5BD1600E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$483C47BF-C0C0-47BB-B25A-87245B5267BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6b4f232d9bc4c9c935f21ebe64f64864164dc70","datavalue":{"value":"term structure of interest rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$2DC93131-E036-491F-B00F-7FAA3C2D6AAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"891448958cb591a87a45bd0602b32e4b4a912037","datavalue":{"value":"continuous-time stochastic models","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$994AB094-237D-4CDA-8262-4D81628A1240","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"916c25032c97b429733a43eeed75682373d4faaa","datavalue":{"value":"derivative securities","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$917A3E0B-C154-47EE-AA4C-5BF367439A9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0b30dce227da9632a955ccfa3ebff5a4db598e05","datavalue":{"value":"volatility function","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$B4F0B9FE-C116-483C-B05F-36F9B9F1DAD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5cba1a5d808be024270f9884cfe2446b2a96f911","datavalue":{"value":"drift","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$48C1C73B-AFAD-4DAB-86D6-42E8D257124C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e76f1d73d4e4f385d579a835b8a6a431ab8594b","datavalue":{"value":"short-term interest rate","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$4D38B54C-E504-4CF8-8274-55EC41C69C6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3f5a68679bffbe8730aed78dad89f9ca644eead5","datavalue":{"value":"bond options","type":"string"},"datatype":"string"},"type":"statement","id":"Q4883102$15EABBD0-C7FC-4741-926F-17A3108F604C","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":"Q4883102$0C6D9007-424A-42AB-995B-E99C59039827","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"aa040d3824b2de090a2770bea7bf86a8b1fce8b7","datavalue":{"value":"W3023340179","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4883102$936D4A17-2B00-4D01-97F2-93A95717EF18","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8952c5645aa80ea70b2d06a52123943d6b074074","datavalue":{"value":{"entity-type":"item","numeric-id":3099638,"id":"Q3099638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"266b6693f0f3adcf23c9acc77b4584bfe081a344","datavalue":{"value":{"amount":"+0.8595600724220276","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4883102$D11BEB81-90D3-4B7A-9A6D-D77B577C1045","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f717a6c188c7a0260be692895db96e70ac86efdc","datavalue":{"value":{"entity-type":"item","numeric-id":3550597,"id":"Q3550597"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a21572bf829912f8f0c9f96c3e6c06f1e792a5d0","datavalue":{"value":{"amount":"+0.8302591443061829","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":"Q4883102$B9E49577-5B63-4AB7-863B-F2822595D688","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f2fddc857d90c36189884e363154100c179f9881","datavalue":{"value":{"entity-type":"item","numeric-id":1613222,"id":"Q1613222"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b66001e3c397d09ea7edcee7cc88af68617fec74","datavalue":{"value":{"amount":"+0.8214053511619568","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":"Q4883102$7EED19B7-81F5-499F-A1D4-B3924C8AF363","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9e8d93e0f59efbc6696ece2f85083dbd96c983ae","datavalue":{"value":{"entity-type":"item","numeric-id":1362071,"id":"Q1362071"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a7f4a0212bf4dd843a30c6ad89ca3b9a9184095","datavalue":{"value":{"amount":"+0.8096810579299927","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":"Q4883102$78E07A13-6489-442A-B148-A3234CE942ED","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4883102","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4883102"}}}}}