{"entities":{"Q5022286":{"pageid":7051863,"ns":120,"title":"Item:Q5022286","lastrevid":40735789,"modified":"2025-04-04T12:45:57Z","type":"item","id":"Q5022286","labels":{"en":{"language":"en","value":"Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7458585"}},"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":"Q5022286$09F597D5-F7F4-41F3-AD1E-1AB6237B1FF9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ec8eec80059125a72c6adf6627f1f925f2a80bad","datavalue":{"value":{"text":"Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5022286$0581848B-17A1-4F65-8635-1D389B81800E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"429c99e009cefcccb6b7e1a0f25f3d34134d6c15","datavalue":{"value":{"entity-type":"item","numeric-id":356477,"id":"Q356477"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$3D57962E-1B84-418F-895E-A4070D6C5248","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4dd041f20388b9e22ddaf12deeb6a3baedaf3519","datavalue":{"value":{"entity-type":"item","numeric-id":4976511,"id":"Q4976511"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$511D6243-F402-4E47-91B2-B65CF95CA8C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"305f495296a29f09edc21f82e6a5b60e2e4b762e","datavalue":{"value":{"entity-type":"item","numeric-id":247544,"id":"Q247544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$54DC467E-7130-4DE8-BA1C-6F39E480E0F6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a18a232a5ba805729e3a0fdc88e7b61b975c21b6","datavalue":{"value":{"entity-type":"item","numeric-id":102034,"id":"Q102034"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$9CADF252-4E63-462F-9AF5-1E753CDA901A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5ca2650979f724510b6fdad7c545c6ca3688a8af","datavalue":{"value":{"time":"+2022-01-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5022286$02BAE3D2-113C-4219-ADA7-6F3C3EE7CBBF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5022286$2A666DAB-C477-4943-804C-A0EBFF3D9341","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5022286$F1E916AF-2945-4E66-8A6A-FF4C4F444844","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1c73a823034e51dabcf3499822e5469c8919bc91","datavalue":{"value":"7458585","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5022286$BFAE4CE2-4634-49C5-85F4-CCEF53D05521","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72f4b01f25cd1d63e30141b34aa4c233ed314405","datavalue":{"value":"large deviations","type":"string"},"datatype":"string"},"type":"statement","id":"Q5022286$868D0C99-9C09-45C7-94C4-42CF828733CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"731b2d90aa6af12c2bb6fec69da63747d84012a9","datavalue":{"value":"Monte Carlo methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q5022286$FC6200A1-5A77-4860-805E-334DDDE93738","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6e3b9a2c122dd89be72ecbd4dd046019cd3c25be","datavalue":{"value":"importance sampling","type":"string"},"datatype":"string"},"type":"statement","id":"Q5022286$2AA14784-EABF-4C5B-8CB0-3A90196C2FA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9f13de2c64f6db28c332599bc9a8aeea08219aac","datavalue":{"value":"affine stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5022286$7B20794F-61A4-4A11-AD02-DB60AA5A70E0","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":"Q5022286$8CC26571-29B6-479C-A9D0-CB7F1C3781C2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"45dcfb0ee5f4c9c5de33de39746ff625a25dda86","datavalue":{"value":"https://doi.org/10.1017/apr.2020.58","type":"string"},"datatype":"url"},"type":"statement","id":"Q5022286$F0495D6E-4B83-4259-8000-7C6A39A6B4D3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"13a4f6688d496ec2c18c6c4b62979d95082e122c","datavalue":{"value":"W3138921830","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5022286$172FC75B-9319-487E-B40D-9CD2E1CAD66B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccdc400d541e3174b7a03921f30c6affc58cb514","datavalue":{"value":{"entity-type":"item","numeric-id":1381483,"id":"Q1381483"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$4D763305-4F6E-425D-B2C7-7EAEDC63DDC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$1C070C66-81BB-45D4-9267-FDFCA75663FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"165b7a45e9f3ca25a7e89f5f5f7e5e11a02eb597","datavalue":{"value":{"entity-type":"item","numeric-id":4391441,"id":"Q4391441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$8E3990C5-F82B-4A77-8EC5-75B2F25372E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"962f47d5bf43e064c9590cf2d603c5ddef80d455","datavalue":{"value":{"entity-type":"item","numeric-id":1425484,"id":"Q1425484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$AA4DC7A5-6964-4AE7-AA50-1E90D68A09AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78a44391e78a07e613d679cb90208d4f65fc3522","datavalue":{"value":{"entity-type":"item","numeric-id":4659569,"id":"Q4659569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$D8F529A5-1914-449E-950D-1CC422B2E08A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8cf4b05225714394dd05d3b5485345ae70f336c9","datavalue":{"value":{"entity-type":"item","numeric-id":5388058,"id":"Q5388058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$967908EC-A6E7-4DD6-A330-FA8C7CAA9736","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b99003a36cb0e77d818a77da60fc1f2eae4d46cf","datavalue":{"value":{"entity-type":"item","numeric-id":4702909,"id":"Q4702909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$F3441BFD-42E1-4CF3-A0EE-A09049C59963","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8fccde27923025cb1c0e1b51a406c3a8e9cc831","datavalue":{"value":{"entity-type":"item","numeric-id":2289777,"id":"Q2289777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$EC8B9D50-6897-4DD5-92B6-284EF405169A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"389bdd9ee1ce6248ac17981271921f651684fcb3","datavalue":{"value":{"entity-type":"item","numeric-id":2757298,"id":"Q2757298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$70F155AA-EFF1-4898-989E-CEB507C75B68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"86d1aa77dbeb2b3790652ebdbf5f36720359dc60","datavalue":{"value":{"entity-type":"item","numeric-id":928493,"id":"Q928493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$CA7E87E7-3E84-43E2-8086-3E5902E55D33","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":"Q5022286$3E62F38F-BA66-4846-8D6D-F1810AD3675B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9d484ef6458ff86147dee8ab05c33691c2ae6b7","datavalue":{"value":{"entity-type":"item","numeric-id":5411908,"id":"Q5411908"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$3185021C-B733-4AA0-A2F8-50C72F75E971","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bc8b208f03837207e3476d66c004ae0bb6548d0b","datavalue":{"value":{"entity-type":"item","numeric-id":3069958,"id":"Q3069958"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$463FF808-4C05-4CD4-9C75-F3DACC568BE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78c04b57b23ddf1765162c1d9fa444c885e5ba65","datavalue":{"value":{"entity-type":"item","numeric-id":1613583,"id":"Q1613583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$7D1BAE6A-891D-493E-A813-2C0037CEE1B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"baad86b5863f48ff40be60a79541f708b93e7f16","datavalue":{"value":{"entity-type":"item","numeric-id":2654160,"id":"Q2654160"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$CBEA53FA-B19E-4626-AA4B-CCA3DA98C625","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"daf0b269c2c3430313670962769fe27f04f372a2","datavalue":{"value":{"entity-type":"item","numeric-id":2552270,"id":"Q2552270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5022286$22E893BD-E6DB-4CF4-AE7D-EB4146FB6F7A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3831792ecd073b7cfb414e0a8f6e645f21fbc70c","datavalue":{"value":"10.1017/APR.2020.58","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5022286$C8DDB90F-8545-417A-9C5C-4A8D61159D8B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"02079dce98574684b475ad352f1083b693797e32","datavalue":{"value":{"entity-type":"item","numeric-id":2654160,"id":"Q2654160"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"094637a208e1316e94d5d1e2dc0a4cc6381145f1","datavalue":{"value":{"amount":"+0.9337988","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$416D9E79-5F21-4026-9EAB-981C5617DA2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0c14b5e2595b6091576e91b901fc2e7ec1ec72ca","datavalue":{"value":{"entity-type":"item","numeric-id":1927096,"id":"Q1927096"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b443ddcdee5293ca21eaeae1032138773a32795f","datavalue":{"value":{"amount":"+0.8975664","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$29DA75F1-1AFD-4D41-A36B-7BB2DBFA361E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a30167873311695e1ea1b2deb95fb3ee2d82b479","datavalue":{"value":{"entity-type":"item","numeric-id":3368336,"id":"Q3368336"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"edcd455c051d60c6b2540af5026b951ba1618dd7","datavalue":{"value":{"amount":"+0.8949779","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$FAF95D62-B9DA-47B0-AA0E-07EDD7E78CBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"50ba4b4a86461459ce3f0f73d06dcbbcac436979","datavalue":{"value":{"entity-type":"item","numeric-id":5415872,"id":"Q5415872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"55927797ce971413e7fb043244a9ba1b5efd0312","datavalue":{"value":{"amount":"+0.8930831","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$0BCDCD28-6F79-40FA-9C02-FCB02A18791F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1106c2743c770c6d3df9bd1ec6cf5cef42c47181","datavalue":{"value":{"entity-type":"item","numeric-id":5215986,"id":"Q5215986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0b8157f5bbb06593bfab2339dee8ba7ada89bbe4","datavalue":{"value":{"amount":"+0.8836014","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$C751890D-A58C-4931-AB9E-AB44ABC5D7B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ca844777567a83bd23f8c36bf64b9dfd784a27d","datavalue":{"value":{"entity-type":"item","numeric-id":5411908,"id":"Q5411908"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a6de40ad49b20b1868b4131ae87af94dd3f865d","datavalue":{"value":{"amount":"+0.8761889","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$14FB040A-3C39-4544-BB1C-B888CB6E2AB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"47e3e9a11d6066b79e230ab70af72e6876af44aa","datavalue":{"value":{"entity-type":"item","numeric-id":255794,"id":"Q255794"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"504fe628cbaf4455fc925b3d6dce45343ceccc83","datavalue":{"value":{"amount":"+0.8730238","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$06741DB8-BBBE-4EAE-9B23-87E1F5AE392E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9ee866545845d5916f9c70f0a5e2d94dc319bada","datavalue":{"value":{"entity-type":"item","numeric-id":6111035,"id":"Q6111035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c3629818a816dd4c421404acb652e1061e55b508","datavalue":{"value":{"amount":"+0.87160236","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5022286$5E784DC0-CB70-4CA8-874C-63C89551A80C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5022286","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5022286"}}}}}