{"entities":{"Q5001196":{"pageid":7030773,"ns":120,"title":"Item:Q5001196","lastrevid":54046478,"modified":"2026-01-26T03:56:40Z","type":"item","id":"Q5001196","labels":{"en":{"language":"en","value":"Recovering the real-world density and liquidity premia from option data"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7372455"}},"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":"Q5001196$20000FC5-1110-4FE4-86B6-4933C73D693A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"99004f008a9dd33b94aebbad8f096285e5cfb642","datavalue":{"value":{"text":"Recovering the real-world density and liquidity premia from option data","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5001196$AF477EA3-A156-47E2-B058-874678A5EF18","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"129bc7551cea677a8095a89c58bede8941177c91","datavalue":{"value":"1468.91161","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5001196$5A49DF02-1B39-40EB-BEA4-7B42713A4B79","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d1548ad2f7841d3355b3a1ee30ff65efbb2fbdd3","datavalue":{"value":"10.1080/14697688.2015.1128117","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5001196$AC64E9D8-EA80-4B9C-BA0B-97A1A0F229AE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"47189db49292af330a8ef560dabe2d7831231439","datavalue":{"value":{"entity-type":"item","numeric-id":2214231,"id":"Q2214231"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$66873DE2-0C5E-4337-9DE4-67BDF3F614AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f01c913900ba77601a23a611e3adac5458015197","datavalue":{"value":{"entity-type":"item","numeric-id":951346,"id":"Q951346"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$38CFFF4D-BFAE-4658-BB81-73E581E55AF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"68eab4e997b85468ffc3749bd51c79c5d5dd0b94","datavalue":{"value":{"entity-type":"item","numeric-id":354199,"id":"Q354199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$A7FC023C-73B3-46BF-A188-3F91397CEC87","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$6BC6009A-7716-4BDA-BAF6-D2D5FCA9516C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"aefc831e133f6642c12dd034dad471f319055ef9","datavalue":{"value":{"time":"+2021-07-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5001196$EEAEDDD7-BB50-4414-B553-39216DF73C28","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"611ff9a940c7709cfbc5436935694bc8c413112c","datavalue":{"value":"https://www.uts.edu.au/sites/default/files/qfr-archive-03/QFR-rp363.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q5001196$C645A579-3EB5-4224-A73C-52E3B5689A94","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5001196$819B6D84-6FD4-4316-9770-6C3F02C6003F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b4ec72dcefe72eb5eb01061899c1693ea428ea72","datavalue":{"value":"7372455","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5001196$670CF13A-47B4-4C76-B0A8-9F092580CE6A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d7725c8c06c66ece579e80c3b576149932fa7043","datavalue":{"value":"real-world density","type":"string"},"datatype":"string"},"type":"statement","id":"Q5001196$A2D5B9FA-8E13-4C1E-A794-5683DD9BC7FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d664da86b823afb04e7e7994216d1cbadb39f12","datavalue":{"value":"liquidity premia","type":"string"},"datatype":"string"},"type":"statement","id":"Q5001196$F0DA5349-FED4-4E33-9CAF-3194D47CF400","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"82115a163225b4245309f897a53a3d89d2752d37","datavalue":{"value":"local volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5001196$6CFCF1C5-4ADF-47DF-9059-F0F0864A4317","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4e332489503b9b6cfc6a755b13dd408661186115","datavalue":{"value":"non-parametric estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5001196$E373DB3E-BA65-41DF-8458-CED1F36CE220","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"199dbd71e14ef170b8da6bfb738dd5e29c9bb406","datavalue":{"value":"simulated maximum likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q5001196$A2DD6895-9B6E-4348-8502-189CF2212734","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"51e6802db361ca42478173c2844c7a20c50b1acd","datavalue":{"value":"Q57710142","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5001196$CC8846DB-07A0-4D75-BA1A-00E03F8DE3B1","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"7e91f6e0afc8d075df73c7a359afd21a09bbdda0","datavalue":{"value":{"entity-type":"item","numeric-id":16970,"id":"Q16970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$87B852F4-B002-4A1A-A8A9-9A2D8FE4510E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$E4DBDCD5-FA32-4924-8FCA-1F5D6250670A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f4550bdf3d6e54932127bfdd51305c23533232fa","datavalue":{"value":"W2296712822","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5001196$ABBBA629-5418-42F0-900E-B5C485C248C9","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"82ae08e6328f54a9dac512d7c369c7389e343f79","datavalue":{"value":{"entity-type":"item","numeric-id":4262623,"id":"Q4262623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$FE0AC54D-DB1C-40A6-B62C-29BDE0CD71F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d36e2e64b847364994b998d6d6ce0c7ba98c6e20","datavalue":{"value":{"entity-type":"item","numeric-id":2725580,"id":"Q2725580"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$6FBB2935-2B6A-4129-A1F8-7D6260A2371D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c11dd9297c798d55a63e20b1b15bb10d7d7597ad","datavalue":{"value":{"entity-type":"item","numeric-id":4216100,"id":"Q4216100"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$E2C99143-28D5-40C2-8584-AB1E0A29D572","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d11736430f0978c377fc1fe0b23986db0ab2a2a","datavalue":{"value":{"entity-type":"item","numeric-id":1067301,"id":"Q1067301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$C7EDD58F-0AF1-4ED2-AC85-D5921C98788E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"02b4ab3845f39fb6c8b214bd87b987c1365c44d6","datavalue":{"value":{"entity-type":"item","numeric-id":5484644,"id":"Q5484644"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$B280C7F8-4DD1-4AA2-94CD-26E43501C67D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"daf1bd0d3649a9adf6fbd74837cba1e45e68ebc1","datavalue":{"value":{"entity-type":"item","numeric-id":738137,"id":"Q738137"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$09138AE4-E7AF-4913-9EF9-A0EDAC78AE1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e2d6a8fcace2bb1148db159acb1d345a0939ad2d","datavalue":{"value":{"entity-type":"item","numeric-id":1580787,"id":"Q1580787"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$66E3D013-BA26-4D07-9B5C-45C2702B99E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4674718a32480e0f1ada4130ca670095416a5b8f","datavalue":{"value":{"entity-type":"item","numeric-id":4804607,"id":"Q4804607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$09C5FA14-1FE8-4A7B-8328-F2694E3AF8F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"14fd977d4121860a90c04b9c0cc2fbf0bada1440","datavalue":{"value":{"entity-type":"item","numeric-id":2575440,"id":"Q2575440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$AA7C6CCD-6BDF-4872-B065-A698B00E62E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f54bf8056c2ba21888804a23063801471b7e2481","datavalue":{"value":{"entity-type":"item","numeric-id":2509124,"id":"Q2509124"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$FB757536-7E97-433B-B065-723A3B6E0CD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0414b2d8c5b8d4e6b175463fabba7f41a4b714a3","datavalue":{"value":{"entity-type":"item","numeric-id":4925779,"id":"Q4925779"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$36D14FFB-678E-423F-A2B9-F38B3BCDBD64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"719f1392412f0e9523ef9afc4fdfbe27fc4263fe","datavalue":{"value":{"entity-type":"item","numeric-id":2490321,"id":"Q2490321"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$20C46697-529E-410E-BAA2-2CCE7AFE11D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e29437a1ce41aabd06a68b7b9d900b6b2fb5c33c","datavalue":{"value":{"entity-type":"item","numeric-id":4555686,"id":"Q4555686"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5001196$E5ACED8B-27B6-481F-9C6D-C68C532DF3EF","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d1310b2966e318cacc00112570d17ad47a9d8833","datavalue":{"value":{"entity-type":"item","numeric-id":5151102,"id":"Q5151102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c93ed933fc7976625dbea0d4f8044d6df7a3840d","datavalue":{"value":{"amount":"+0.7269192934036255","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":"Q5001196$CDE0F47D-E8D3-4B1B-A88F-BC89A2FF7CE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6ce89fe86692d80f22e3f9a35652d6acb1bfb55b","datavalue":{"value":{"entity-type":"item","numeric-id":5939359,"id":"Q5939359"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"93692d21075dcb9b0c58b8bb1f029c355ca78de3","datavalue":{"value":{"amount":"+0.7122243046760559","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5001196$B5693128-E245-4A3D-85C5-9704CF8AFE06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e197c911d21df81155b9bb42bb8d5dff377bc880","datavalue":{"value":{"entity-type":"item","numeric-id":737279,"id":"Q737279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"93692d21075dcb9b0c58b8bb1f029c355ca78de3","datavalue":{"value":{"amount":"+0.7122243046760559","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":"Q5001196$23A31A24-8BF0-4B6C-BA06-4BFE61197CE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"564df2730010f549b8c541f418b0673b3cd19664","datavalue":{"value":{"entity-type":"item","numeric-id":300692,"id":"Q300692"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"210011808b700adf23de6d487fa973bdfa2ec843","datavalue":{"value":{"amount":"+0.7005473971366882","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5001196$F9EA2F4F-BCBF-4A44-AC49-0FE3AC27EE71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9207d3df95f304ae0eefe42cfb48056358251ad","datavalue":{"value":{"entity-type":"item","numeric-id":302157,"id":"Q302157"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"97736c45191dbab03892008018ecdfe267ab11c8","datavalue":{"value":{"amount":"+0.7003287672996521","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":"Q5001196$C97FF925-25B1-4328-BEA8-02F7EE4ABF83","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5001196","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5001196"}}}}}