{"entities":{"Q4994443":{"pageid":7024020,"ns":120,"title":"Item:Q4994443","lastrevid":92201828,"modified":"2026-06-05T01:07:38Z","type":"item","id":"Q4994443","labels":{"en":{"language":"en","value":"CVA and vulnerable options in stochastic volatility models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7360859"}},"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":"Q4994443$0BA06C6E-5E22-4EEE-85AD-D9C7D5E76272","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d8a40687a22241f9b94a2278aa2d66ac437b8c0e","datavalue":{"value":{"text":"CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4994443$0D8D8C96-A546-4249-B824-79A371EB8340","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7044800984554ae36e4ecf3800d9a38ebd3d7bf7","datavalue":{"value":"1467.62163","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$B12734CC-9948-4CB5-BF3D-1E58169138F3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e88cd1e9ad627e8c07a5470b9549956559e545a2","datavalue":{"value":"10.1142/S0219024921500102","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$2566546A-1A3B-4F38-A94B-E3B8DFB1B005","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9c2079a1ccb68717f69619f9cbbf2ab8b0c788b9","datavalue":{"value":{"entity-type":"item","numeric-id":198438,"id":"Q198438"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$B9DAD688-0BF5-4787-9052-2D1A6DBFA810","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"666f85895a734a76a6ae427eced47e72a5654a68","datavalue":{"value":{"entity-type":"item","numeric-id":292379,"id":"Q292379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$A7B557B2-8248-4A80-A568-95928DAE4D4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"135ba057d37bbb7e13525f163ce232e965c6b1cc","datavalue":{"value":{"entity-type":"item","numeric-id":165433,"id":"Q165433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$7263505E-9BAD-4B24-A9E4-D34B6702DF0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1577d94825cacf40239cbe72b0984006ca0ee93d","datavalue":{"value":{"entity-type":"item","numeric-id":591979,"id":"Q591979"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$5860C342-2B8D-4F23-A0AD-CBC218C141C7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$12350B27-49F3-42B8-9515-51F46A21305E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"86964b1cdeb026f7b0dacdf6d208f2cda57e9755","datavalue":{"value":{"time":"+2021-06-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4994443$E3402DC6-A227-4241-8749-4D515DB985A5","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3cb3bdcafa3fcaed87ccdfde6e41041bbbb1557c","datavalue":{"value":"https://arxiv.org/abs/1907.12922","type":"string"},"datatype":"url"},"type":"statement","id":"Q4994443$43729809-43EF-43E7-9F0B-CEC4E61566D4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$C81BE292-CF07-4939-AB14-B4503F4E2B1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a34c809fdb1921cdf05b920acc01f6dbe516d1a8","datavalue":{"value":"62H20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$901E4BE8-6C02-4D11-B85B-829E755212F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$84164FAA-EF5C-4EC7-AB3B-00F24ABB552E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$0CF2727F-2FF5-45FB-A57B-FEDEC09C269F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$68021476-628F-4B35-A80F-0DE40FB0D0F0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"07c231bdec9c6e83e194155f7584813af7682222","datavalue":{"value":"7360859","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$C87C822B-4F43-4115-9679-2025112DD48D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6656c7f0ba63fa9e0d023da78acf71e3bebdd503","datavalue":{"value":"credit value adjustment (CVA)","type":"string"},"datatype":"string"},"type":"statement","id":"Q4994443$503D552A-82E8-4F64-8C81-CA6FDAA9C1D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1063582b66f833e9fecb3cc40cf8ac51a44b6ba","datavalue":{"value":"vulnerable options","type":"string"},"datatype":"string"},"type":"statement","id":"Q4994443$57D19D6E-2E94-4317-9110-FE5925285B9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2db50e149c99a7278bb291783c74696960ea00e2","datavalue":{"value":"stochastic volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4994443$02963434-7C67-459D-BB9D-C38971C8BF5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a3fe00ff8d1f3c7cc1f756b4abbe63bd874d28ae","datavalue":{"value":"intensity approach","type":"string"},"datatype":"string"},"type":"statement","id":"Q4994443$008BB51E-E1D3-43E1-AF47-FDC28278D64B","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":"Q4994443$23C7E372-A8BD-498D-939B-EAF916B59DF4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"de46e81b7d4a10d6e92d4b46923384ea8042592f","datavalue":{"value":{"entity-type":"item","numeric-id":1761451,"id":"Q1761451"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$6DA65AC3-9850-4B09-8951-944368C06E73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e533b93a4606c08fc261d06748586167cfb70ad","datavalue":{"value":{"entity-type":"item","numeric-id":964675,"id":"Q964675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$F0716986-25D2-4EF1-A0A3-CAAE68B98F9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5be8da8d1b1da393192c05989742ad957745c3b","datavalue":{"value":{"entity-type":"item","numeric-id":2953302,"id":"Q2953302"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$24ADD343-D6B7-46C2-8C4F-1FECD92937C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d43902a5075ff97268aba6804790ef4f5bb8e577","datavalue":{"value":{"entity-type":"item","numeric-id":5169724,"id":"Q5169724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$A3AC8B56-18D8-4F2C-B2BD-A222D481547E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a48253edd38b2dcbcd24a4da028b3669909a69f4","datavalue":{"value":{"entity-type":"item","numeric-id":5940704,"id":"Q5940704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$8DCE6BEC-07AF-4E25-8624-4F34CD8ECE73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31d58a9d2709cedf6216ec4f39348675e97bf7f3","datavalue":{"value":{"entity-type":"item","numeric-id":1749526,"id":"Q1749526"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$4EB53C22-B546-4F9F-BACE-961C2F669E7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b4e5d55c94a3ffb6dec3cf98d5a847069cbeec79","datavalue":{"value":{"entity-type":"item","numeric-id":2946361,"id":"Q2946361"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$E61DC567-DF2B-453E-859D-86809CCCCA63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"41883337e3545a56e27f3f9d11bc5a02de12ea1b","datavalue":{"value":{"entity-type":"item","numeric-id":2260941,"id":"Q2260941"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$E969095A-ADAC-480B-8F9B-9727A49D30F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0bc6547ce6afd24d3f978d55cb3c5f3f4a310cd5","datavalue":{"value":{"entity-type":"item","numeric-id":4561936,"id":"Q4561936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$A19E2379-009D-49DE-AC37-B3A8DEDC80FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa4cd0aeb2a5af8630f5d02c0d7391bb9ed3d77c","datavalue":{"value":{"entity-type":"item","numeric-id":3000885,"id":"Q3000885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$0B02DB58-1DF1-4D51-B9D0-1C7D4A195B4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc6197d3f27c7637f4f58c7caf98536b3eb39a0d","datavalue":{"value":{"entity-type":"item","numeric-id":277292,"id":"Q277292"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$77ED8A6D-D2A1-488F-92A5-EFA1613D5447","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":"Q4994443$5F4BF606-6DC7-4B5B-8584-FEBAB27CD10A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"23861ddbc8b0cd9d9336085084907c22c809a2e0","datavalue":{"value":{"entity-type":"item","numeric-id":4667990,"id":"Q4667990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$AA608323-53D2-4537-AE21-4FFA17A77F6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"149169f96729b1aba0332b16cca13c5181193ac3","datavalue":{"value":{"entity-type":"item","numeric-id":508190,"id":"Q508190"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$9D68B665-13EC-4EE4-9190-7281A37C04F4","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":"Q4994443$12B5102A-38B7-4427-96E3-F81652BCC686","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be09a66e666f74098c275b3957acfb43a2b5fe53","datavalue":{"value":{"entity-type":"item","numeric-id":5754578,"id":"Q5754578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$FBC3AACD-1592-4DEA-A34A-42029AE0F7DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a95618380fc8608f1f9770d95d67c29af2f2db34","datavalue":{"value":{"entity-type":"item","numeric-id":375362,"id":"Q375362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$47A28BF1-C7BF-467E-966C-CB71847F0220","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ed9b08653068b43e3092f52dd66327162db4ece","datavalue":{"value":{"entity-type":"item","numeric-id":980759,"id":"Q980759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$0547CB10-3EDC-4BC4-A998-1D232BA69B5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5996fa3d75757d714d5b26cb97306cbac20d1d2","datavalue":{"value":{"entity-type":"item","numeric-id":2865111,"id":"Q2865111"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$75942B9F-AE1F-4A09-8E3D-28ADD1C7ACBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0eb4abbfa736e3e291e911315efdf7b46d0bdbe6","datavalue":{"value":{"entity-type":"item","numeric-id":5358107,"id":"Q5358107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$F7D9E846-25E9-4D5C-9EAD-BC352BCFF404","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4bfec249e0b193335852e4e979161e3dbc5c510","datavalue":{"value":{"entity-type":"item","numeric-id":2147889,"id":"Q2147889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4994443$764704AB-3A9D-406D-B71E-28C5B6442A53","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f26fcfcbb6b6093230065b5c4e9b9c909d0e4f68","datavalue":{"value":"W3134357783","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4994443$F33BEEF1-F418-4EE9-A6D9-6BD3A49210BF","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6cab7e3d99466b41fe07c473773c9b6dde87b158","datavalue":{"value":{"entity-type":"item","numeric-id":2241073,"id":"Q2241073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0a4b9d4e202a88b5fd0fca4a102286c269ab18f9","datavalue":{"value":{"amount":"+0.8882907032966614","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":"Q4994443$7582C6B3-6010-4B78-997B-47EE999521D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bdd53774b9749c61c5c5efd53b62b0ded466a3be","datavalue":{"value":{"entity-type":"item","numeric-id":2700343,"id":"Q2700343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c35cf93cb256b00da459b0e7b221888758b029e","datavalue":{"value":{"amount":"+0.8753078579902649","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4994443$A97E5185-5D80-41B7-ADB8-93DB5B17CB94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b7247b1c0e29689e11f916d3ddfb4d632dea3212","datavalue":{"value":{"entity-type":"item","numeric-id":315043,"id":"Q315043"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"197e25e18325705b4006ffe59102658809dfba1f","datavalue":{"value":{"amount":"+0.8701278567314148","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":"Q4994443$97227165-393C-47F0-86BF-EECFDBE9F033","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3c8e5450d1aaffd4984778ceade22756c33a5fc1","datavalue":{"value":{"entity-type":"item","numeric-id":5256836,"id":"Q5256836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9bbc6a55c4ae264274509cfb4eba680ad1bdb523","datavalue":{"value":{"amount":"+0.8038200736045837","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":"Q4994443$6D1A87B5-6266-408B-ACDA-F90DE58A0CF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d876dcaf55f07364e21ab5b2cc525cf90db9e41e","datavalue":{"value":{"entity-type":"item","numeric-id":4555855,"id":"Q4555855"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"987ec64ac26dbc9155deb94c79a413285147ee09","datavalue":{"value":{"amount":"+0.7981759905815125","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":"Q4994443$344630A9-17A2-4234-AEF9-1B6013E1C1BF","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"CVA and vulnerable options in stochastic volatility models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/CVA_and_vulnerable_options_in_stochastic_volatility_models"}}}}}