{"entities":{"Q495866":{"pageid":497633,"ns":120,"title":"Item:Q495866","lastrevid":62333181,"modified":"2026-04-11T05:22:07Z","type":"item","id":"Q495866","labels":{"en":{"language":"en","value":"An explicit and positivity preserving numerical scheme for the mean reverting CEV model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6482437"}},"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":"Q495866$4A0B378E-F8BA-4C1A-AB5E-61B5289484C2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0428f79bcf76e759f43130b3e1b1108e199154d9","datavalue":{"value":{"text":"An explicit and positivity preserving numerical scheme for the mean reverting CEV model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q495866$75133F6F-43C5-4ADC-8B1F-47069F3B0BAE","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"36542dc77e53a8ea64de7850886749a574ec7fa5","datavalue":{"value":"1323.60087","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q495866$28B0A63D-6442-4E5E-AFD2-B0D79F3AA3C2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"608d31b06be45e82be27e2b01b7a33524d1ad360","datavalue":{"value":{"entity-type":"item","numeric-id":223720,"id":"Q223720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$ED51DC0E-B5D5-4884-BCC8-70815FDC33CB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"50de7b9ed51593cffb5647baaa00c046f50e702c","datavalue":{"value":{"entity-type":"item","numeric-id":189352,"id":"Q189352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$5E9ABB99-7C2B-4BF0-80B3-B3AB208158B5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1e1f4c45c20efe387142809b033c238de6f0855d","datavalue":{"value":{"time":"+2015-09-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q495866$4AD27B7B-50F4-46C8-9E19-467F954EF22F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"19d4b223b617e055a82399b71ef389484234d0d3","datavalue":{"value":"https://arxiv.org/abs/1501.03434","type":"string"},"datatype":"url"},"type":"statement","id":"Q495866$60E9BE28-8041-4D32-8FBC-442D789CA63C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9375df1cefbb35e9d725c7f8a9310966359d35cc","datavalue":{"value":"60H35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q495866$105C37A0-D79E-4981-B55B-E758EAD71910","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q495866$BB5AF5AA-0F39-4FDF-AC45-9097C98D8982","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q495866$60D222A0-4D18-42E1-AB82-B42FA274AD6E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7bd1c4457cffc9d6f196b130b1a0f0cdea2fa8ae","datavalue":{"value":"6482437","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q495866$F6037C5F-D614-48A2-A765-633D16752043","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"af6635007ed0fca3e1e4e24caaca85199f3b4e26","datavalue":{"value":"mean reverting CEV model","type":"string"},"datatype":"string"},"type":"statement","id":"Q495866$BC28C4D0-DB25-4FF9-A1A3-38778D86DC31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"08c8d5eb80436dc75c50fd8573f2beb6af1167c5","datavalue":{"value":"stochastic differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q495866$F896DDC3-8876-4478-AF1B-8AE5274EA5A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc2b3a0bf281cf7adb491d4846bf82e06ea5fe86","datavalue":{"value":"explicit numerical scheme","type":"string"},"datatype":"string"},"type":"statement","id":"Q495866$349A55FC-336D-4D37-B972-1689BA47141C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fb811137f9e846641e38e0adb4c0c00036de174f","datavalue":{"value":"positivity preservation","type":"string"},"datatype":"string"},"type":"statement","id":"Q495866$33227B32-33C5-40B3-9A24-A1BCAB8176EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dcd23f8d8efd3a6c0ae3bb4990e75122e4b008e8","datavalue":{"value":"order of convergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q495866$BA6727B5-F1C8-4D5F-93F7-C9E284D1038A","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":"Q495866$7A6C7040-E367-48E2-B70B-AAB2D51EC199","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"8ead7bff4f07c5868523004798c57ad75bdfce13","datavalue":{"value":"W1788662616","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q495866$1B73021D-8D78-4614-81C4-8888C096F582","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"bff92616c996f5c8edbc75966ca197e1bfa68459","datavalue":{"value":{"entity-type":"item","numeric-id":1950672,"id":"Q1950672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$E29CE859-78F5-44B6-8A53-0A749A77485B","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":"Q495866$DF5E2435-47FD-4DF1-99E4-C07C14A8A990","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1d931a43c7e587a5ff11b34decb456d33c1e3df","datavalue":{"value":{"entity-type":"item","numeric-id":719368,"id":"Q719368"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$CC9BF361-96FE-41F0-9EB9-0DE0E4F1AFEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f8df3b941724b8f01b51d452b032a42b6e3d79e","datavalue":{"value":{"entity-type":"item","numeric-id":4903574,"id":"Q4903574"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$EE3FCE8C-8B6A-420B-94AD-42DB41AB34F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76efa5e77d55fa8c908aa5d501e26cbf915a5ed1","datavalue":{"value":{"entity-type":"item","numeric-id":480036,"id":"Q480036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$18B2581C-5228-449A-974A-72345183889B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fcc36ae9bc0d17715719dc0dad16b58e971c3886","datavalue":{"value":{"entity-type":"item","numeric-id":2453472,"id":"Q2453472"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$0CDDD250-C844-414D-ACB9-7F5A5F36BB55","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4c698a06fc317a9736df1665fc1ebc605865cc9","datavalue":{"value":{"entity-type":"item","numeric-id":4002114,"id":"Q4002114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$08AC37EB-E095-4E8B-A131-4019312B0596","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"592bec901831f9d4fda1839408a18af1db5865e3","datavalue":{"value":{"entity-type":"item","numeric-id":3530675,"id":"Q3530675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$1EC4117C-41CC-4F93-B3BC-F496E089378A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0dd34d70929825781fd3af876c0d550e84c167c","datavalue":{"value":{"entity-type":"item","numeric-id":4000235,"id":"Q4000235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$AD2EC1E2-C855-44A0-8445-B73D6AC02E3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df2806b07756e8e20a6642bdfff22fb7ee6dfb8d","datavalue":{"value":{"entity-type":"item","numeric-id":2552350,"id":"Q2552350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q495866$DA0ED038-FC6A-4B54-B350-BA73F77191AD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ed322d8eddc7f06f920e8a57b292d4ccc045553b","datavalue":{"value":"10.1007/S13160-015-0183-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q495866$C6F05E4F-E3C0-4CDA-8669-CB51BC91D4ED","rank":"normal"}],"P1643":[{"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":"1e0acae3a90035e587d73a8f1b0d2a085007c41d","datavalue":{"value":{"amount":"+0.8967946767807007","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":"Q495866$1FB75DDC-96FE-4665-93CF-34743701167A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"99d64b992a3cbc561a234ae491ed8ee9947dd5c8","datavalue":{"value":{"entity-type":"item","numeric-id":2315818,"id":"Q2315818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"853000f41b9d8d74867aa9aa92f475d146f5c0e6","datavalue":{"value":{"amount":"+0.8280781507492065","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":"Q495866$8095F7E0-B36E-4DF4-ABE8-236F2DAF2F66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"736d843b9d6adb8420e6807e372661fc4cde58e8","datavalue":{"value":{"entity-type":"item","numeric-id":898655,"id":"Q898655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3fcde7a45bd2d392e04b435301ebdea397173403","datavalue":{"value":{"amount":"+0.8000726103782654","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":"Q495866$467A0A3E-AC57-4042-9416-3D6C7A29D224","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"26af3fc2b39d857196375dd50868cf813e1ef7a8","datavalue":{"value":{"entity-type":"item","numeric-id":500385,"id":"Q500385"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"faca639eeab44ad3b38076b8052a5d3f10861849","datavalue":{"value":{"amount":"+0.7983340620994568","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q495866$F80F15EF-A607-486E-BE60-D75256D9AA64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"99c6864fe4535ef5ce711435d3cac4fc03177194","datavalue":{"value":{"entity-type":"item","numeric-id":3007374,"id":"Q3007374"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"146af243f8eb8898f0ef3b82ad9d7a832fb82257","datavalue":{"value":{"amount":"+0.7880565524101257","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":"Q495866$47FDE595-21AC-41F7-AD39-C318B4A78562","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"An explicit and positivity preserving numerical scheme for the mean reverting CEV model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/An_explicit_and_positivity_preserving_numerical_scheme_for_the_mean_reverting_CEV_model"}}}}}