{"entities":{"Q5031791":{"pageid":7061368,"ns":120,"title":"Item:Q5031791","lastrevid":54226700,"modified":"2026-01-26T12:20:21Z","type":"item","id":"Q5031791","labels":{"en":{"language":"en","value":"High-order time stepping scheme for pricing American option under bates model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7474813"}},"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":"Q5031791$7DAFCBD9-6527-4EAA-B66C-23766C4A78FE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4bc2beb7d10de70cca71c29d8f4fea30b6ed19e6","datavalue":{"value":{"text":"High-order time stepping scheme for pricing American option under Bates model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5031791$8B9D83C0-97A8-484D-936C-2815E213BC62","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"496a2cabb1c4c1979b4a7be7a1d3c9bb723484dd","datavalue":{"value":"1499.65450","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$D1A986C9-5219-402A-8B66-2305CCEFA90D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dcbcf9c7b8f7e92f83e9589f7bbb6359e5b81c6f","datavalue":{"value":"10.1080/00207160.2017.1420785","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$6635FE8D-67C0-4B68-BDE0-81604BE50E60","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1f8a1cf422dc8a39955e3a7180ef4ce8229538d6","datavalue":{"value":{"entity-type":"item","numeric-id":2710741,"id":"Q2710741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$76B024EA-3767-44BF-A8AA-0BEAF5A63D4F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"89ff05e6058196d79b1d3d881c249dcdb95e15a7","datavalue":{"value":{"time":"+2022-02-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5031791$85009752-0F0A-445B-8FD3-BF49E8EBDFB7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d03906af9401d3cb0de9aae29b67fdc33cb30d53","datavalue":{"value":"65M06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$537B5A6E-CCAC-415E-B409-FC2874225D90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b3b15e6d94c737325f7f45da231b80cdfb80c973","datavalue":{"value":"65N06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$0E91568D-AB4D-47ED-A0F0-A3766492677D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"44fb06893b62b6998d23e63129097fecc7c8ca7e","datavalue":{"value":"65M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$DDD668F7-2496-4F4F-87CB-5870AFA85A5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"509564a93ca358a1f4c8858bd3f928473fea2d1d","datavalue":{"value":"65L06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$8527DA08-DA59-4922-8A2A-E598EFDCDED2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a0e16199bf4855c5694cbe68c2e34fd640664740","datavalue":{"value":"65M12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$2AA2246A-DCA5-4AE4-A323-CBB29B388891","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"295d1d1030f6fa5a948e81ed516ae7f136cfa388","datavalue":{"value":"65M15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$13A1DABF-98A8-4C5F-A901-25C5FB45B8F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8a7edc01538ef78e7e423d9c49f622de0faa5a14","datavalue":{"value":"65Y05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$DF01527B-E9E1-408A-ADF5-16680497683B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"355ea56a4f84d7973d94c70a8b1f92966ec83542","datavalue":{"value":"65Y20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$2A042CEA-6C24-48C1-896F-8A09A867FFA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$2AB1788A-BC65-4A3A-9FCE-10B9310AFF07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$654CC3D6-8DC1-4FBB-A724-139835A3946A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e8fc2ab56239d980c66a11ba6205877b1f6f63e7","datavalue":{"value":"7474813","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$6713DC03-8B94-400A-972F-D80F3715ABFC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q5031791$1A93CD64-9713-451E-B037-E66ABD288B7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92f3ef6752e4e0e82e4424021cd809964f99db04","datavalue":{"value":"Bates model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5031791$1C3319C9-2CB3-4B23-B3C5-F02B455ECC07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6eea67f2c79a060b18825a60fcb775e913e385e","datavalue":{"value":"jump diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q5031791$DE0468A8-15F0-47E6-82B7-CB13EF25990D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e5ef6fc72d54ee8991fd53a8af35007e2ba5ace5","datavalue":{"value":"exponential time differencing","type":"string"},"datatype":"string"},"type":"statement","id":"Q5031791$055A2D87-B0CA-4410-B253-397B55BCBC6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ee577ecc4412318a647e2821db9ee48eb21fbd7d","datavalue":{"value":"strongly stable","type":"string"},"datatype":"string"},"type":"statement","id":"Q5031791$E30A494B-41F9-454B-9AB6-8F7E964249FF","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"893b88d8e12ce388e846acf10fe4a4b051830890","datavalue":{"value":{"entity-type":"item","numeric-id":1987625,"id":"Q1987625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$917B9372-8A5A-4584-9D25-6BDC05DDBCEA","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":"Q5031791$24B10377-35DA-47D4-A4B7-29B5864A47EC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"36be1e1e06e2c4749b6cd2255101076873dae0f2","datavalue":{"value":"https://doi.org/10.1080/00207160.2017.1420785","type":"string"},"datatype":"url"},"type":"statement","id":"Q5031791$F8328F4E-A658-42A0-A801-FB3D9CB76CB7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cbc525106d884f588b95fe3f47d2f6c385b0a471","datavalue":{"value":"W2791950136","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5031791$F3F95F43-5B86-41A4-B102-16BB534EB0F4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c43b9db65e262acb1d2499a8cad4e52fd7a5961e","datavalue":{"value":{"entity-type":"item","numeric-id":4846775,"id":"Q4846775"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$5C675A1A-3EDE-4040-AFD1-7BDE2E813F83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3c7c8d19fdde8700dfc72bfdfba91923fa327c24","datavalue":{"value":{"entity-type":"item","numeric-id":1372695,"id":"Q1372695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$18F668E7-58D9-4F5F-A6D2-6FD5D4F5CB9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"73a53565dc4d7a95b75c071bc9c3f42690e1cfa5","datavalue":{"value":{"entity-type":"item","numeric-id":516683,"id":"Q516683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$5F2EC639-58B1-4499-B9A0-CE22EAB5AD64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d6290e437bd084acf0edf63f668fbf671c73686","datavalue":{"value":{"entity-type":"item","numeric-id":1285836,"id":"Q1285836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$D88EA345-57D0-4C94-8217-B85D12531E5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$7EC43DAF-6F34-45B4-BC5A-B320819734A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05af8b2b9dcad37ca42b3d6b7153e5f1ce44a9be","datavalue":{"value":{"entity-type":"item","numeric-id":697686,"id":"Q697686"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$A3F5B0E7-E99C-47D4-8665-CBBBE5A9E035","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cbbc360bb4735e6c1cd58f32bf044faabbedc3de","datavalue":{"value":{"entity-type":"item","numeric-id":2572612,"id":"Q2572612"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$ED18D534-15EC-4AE9-9481-8116A4BEC148","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad4bbefcf1eb6f5d157091ef3b6015787e1583ce","datavalue":{"value":{"entity-type":"item","numeric-id":2780619,"id":"Q2780619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$E9F225FF-5311-47F3-A90E-FB9BB2C8A34F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f4e1e9d04b97c440b5489e44dd5bd86e5f8f57da","datavalue":{"value":{"entity-type":"item","numeric-id":2870660,"id":"Q2870660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$0E86752A-017E-413D-87AB-098D4B2D155F","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":"Q5031791$1943F87F-0306-417F-AF0F-3B5A50BEEEC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bc486ec3087e865e83f72ca02a408e26447827e8","datavalue":{"value":{"entity-type":"item","numeric-id":4421310,"id":"Q4421310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$7764CC04-DDC9-4F56-9DB5-089887E3F823","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0bbe6e26b6b640666fa23bec32a0aa3856a9877f","datavalue":{"value":{"entity-type":"item","numeric-id":5318298,"id":"Q5318298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$B2323972-1FDD-4D4D-AF8D-EAE1544DCC2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$F7228849-5822-4D22-88D9-D78B85E3B50C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d4883d7824e86df86fe0340b6b4e1df92687eb5","datavalue":{"value":{"entity-type":"item","numeric-id":1002209,"id":"Q1002209"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$FB0BF9C3-F56B-4589-978B-F77BA78E1D88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f94f42be17e61c7748aa019b92a64164b61fe86","datavalue":{"value":{"entity-type":"item","numeric-id":2940021,"id":"Q2940021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$E0CDBBF6-EC9B-4178-9683-1F03E53F587E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bf5bc562913a1ec907442eefc2219d51dcb69d50","datavalue":{"value":{"entity-type":"item","numeric-id":941609,"id":"Q941609"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$FBBA766C-8C83-4E0D-AE4E-DD969E0483A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bdf043702d08fdc3f970e29a5bc2f8bb8cff1304","datavalue":{"value":{"entity-type":"item","numeric-id":2804503,"id":"Q2804503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$C736497C-8F63-4CF5-A523-9DDAA8E5F7F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52ac14654c27a95f46ec09bc530b92873562e354","datavalue":{"value":{"entity-type":"item","numeric-id":1030223,"id":"Q1030223"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$D52AFE72-9001-47CD-B7DF-5D6AE77648CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9539f7d81943743c2cd867d738e11a65e51e1ca","datavalue":{"value":{"entity-type":"item","numeric-id":4903545,"id":"Q4903545"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$27151ACF-38F9-4B70-A33D-07B6EDD194BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4097e9b865d4cfe4eafabed3ed4eef3c02ef04e5","datavalue":{"value":{"entity-type":"item","numeric-id":2804504,"id":"Q2804504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$4CCB9FDF-11BC-44B3-AD6D-D3CF696F6408","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce9fc126d786e5a9cb00c6b7fb2bc9d2b80f2005","datavalue":{"value":{"entity-type":"item","numeric-id":1298615,"id":"Q1298615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5031791$B3947E72-12A0-4C9E-A60D-A035DAD61A69","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5704e0d4fdc2a135f03789c2dc3dc312e6ae59f0","datavalue":{"value":{"entity-type":"item","numeric-id":2804503,"id":"Q2804503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"538d168f811f33324c880881dee90c1a21c7be8a","datavalue":{"value":{"amount":"+0.861903965473175","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":"Q5031791$D166200B-9A62-4FE2-8B18-8C302FEAA7C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"33722a6408190723a5d6f75cbb758ecb1f896449","datavalue":{"value":{"entity-type":"item","numeric-id":516683,"id":"Q516683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"81bf53b232be541a0cb40d2b8d442fe9fce5e695","datavalue":{"value":{"amount":"+0.8411262631416321","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5031791$AACE24D0-31E5-4E4F-BF5E-4B51E4B0187F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"75659b9d99415384455543a001099a6d530ef6eb","datavalue":{"value":{"entity-type":"item","numeric-id":614340,"id":"Q614340"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"33af6751a17dd02ee663211a81d01b64a4c57466","datavalue":{"value":{"amount":"+0.8404649496078491","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":"Q5031791$3F62C8BB-0583-43BA-977D-B1F7310454CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7abcb82f4130ea53e912d12ce0bc07512fa095c7","datavalue":{"value":{"entity-type":"item","numeric-id":3132190,"id":"Q3132190"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"642de5076571249978a825a1cf1534b4dc4d6a06","datavalue":{"value":{"amount":"+0.8267350792884827","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5031791$A27F4429-50B9-49BF-BE01-FB87AB37A795","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fef5f171f6359e5bbea4d2e99c6a017f022d3507","datavalue":{"value":{"entity-type":"item","numeric-id":5189607,"id":"Q5189607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5c21e6b6821e68b214d016ae5d89e3b9ce059842","datavalue":{"value":{"amount":"+0.8056544065475464","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":"Q5031791$71D0D785-C6F3-42C5-83BE-05CBCEEC33BA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5031791","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5031791"}}}}}