{"entities":{"Q5041048":{"pageid":7070625,"ns":120,"title":"Item:Q5041048","lastrevid":57342141,"modified":"2026-03-30T13:55:53Z","type":"item","id":"Q5041048","labels":{"en":{"language":"en","value":"Application of It\u00f4 processes and Schwartz distributions to local volatility for Margrabe options"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7603220"}},"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":"Q5041048$EE8A74BA-D45C-4556-9D3E-50E685C39391","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"265423648227e1ac2b13f401f7263f3e0b4f92f8","datavalue":{"value":{"text":"Application of It\u00f4 processes and Schwartz distributions to local volatility for Margrabe options","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5041048$E6588224-D3EF-49C9-BD92-0A85BE8C191B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0f9e98db396cece4210f0da6c300eacfaaa0ace7","datavalue":{"value":"1505.91388","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5041048$FC42D6C1-DDAD-4B2F-88D6-BB733C14944A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b30ea10f211ce2528b0189e47d3df5792c6d931a","datavalue":{"value":"10.1080/17442508.2021.1998506","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5041048$580178CE-0147-45E7-9259-F8EB4AD1E52F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c20d2ae93fa09cfa3e78277b2988172df46f2640","datavalue":{"value":{"entity-type":"item","numeric-id":2803409,"id":"Q2803409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$B78AB106-BCBE-4F09-856C-7D812865BB55","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"56990fd6540c9785f009870b6cba51a68900b81f","datavalue":{"value":{"time":"+2022-10-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5041048$B0A6DF34-11C3-4254-9F9F-B974B8505C0F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5041048$C929AB27-2F61-47AC-AD60-45E2FA7D4408","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5041048$BE2C18F2-FD91-416E-910F-416FD441F4B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5041048$3D2724C4-03BD-44DA-A696-CABD734033DA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e35221f892a4b47f495522ca9d2ccd78e63fccb8","datavalue":{"value":"7603220","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5041048$C5B27788-5099-4510-8030-840491E200F2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"93b1e1107177c8590e0a99457f6b7bdb337da219","datavalue":{"value":"Dupire formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q5041048$5501E361-E67A-4561-9AD4-81F39EB245AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4a5f3d553b1c0def166f0a61b6918755dba5f60","datavalue":{"value":"It\u00f4 processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q5041048$884FA312-C23F-44A1-97DF-4BF6DAC9908A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"28979e86fc0020a7e6de9253fa13ce527d3ef418","datavalue":{"value":"Margrabe option","type":"string"},"datatype":"string"},"type":"statement","id":"Q5041048$2E6A9C95-BD60-4E11-BDEF-0A35A0C5B938","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"62051da47ec7a0a6200dcfd6b35925875c55e157","datavalue":{"value":"Tanaka formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q5041048$68524A35-FC29-4409-9EDB-749875E0DF97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e25518770afa621e87480f17e1bbc727fbdaaa48","datavalue":{"value":"Schwartz distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q5041048$994B1341-1B73-4239-A445-82E866C668BE","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$BA26D786-DCE9-4F41-BF29-8EF136ABEED3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4c8dc4f02d53b048e1c1ad2059a00ecd401f2e52","datavalue":{"value":"https://doi.org/10.1080/17442508.2021.1998506","type":"string"},"datatype":"url"},"type":"statement","id":"Q5041048$EB9CE30D-6C2D-46EB-B2E5-1C0FF99A25B3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a62c7a72d00f1f1cffa287e631001cbd48c967ca","datavalue":{"value":"W3217451258","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5041048$B244CE38-684A-46B0-953C-8570A10486C9","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f2eccaab3b6e5fd1b83010add4a3e4514cc236c8","datavalue":{"value":{"entity-type":"item","numeric-id":2515149,"id":"Q2515149"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$06AE7786-BF09-42D4-9BF7-4210E6DF2662","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"68608773fa829c7e655086abc3e1122c0a2e5406","datavalue":{"value":{"entity-type":"item","numeric-id":5166896,"id":"Q5166896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$AEA53B73-29E5-4539-A6D3-5A3AC14F1918","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d83c16c67eef729db89359204c4ff2d9d3be7820","datavalue":{"value":{"entity-type":"item","numeric-id":3639037,"id":"Q3639037"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$EEE78D78-C3DF-43F1-82F3-D59EE11AF00E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ac1179a2db76154776e70f6f5f0017920900cc2","datavalue":{"value":{"entity-type":"item","numeric-id":4006256,"id":"Q4006256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$AFE1D28F-09B2-478D-BC7D-EA28C2EE7EA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4fe5ca92e52f3a49ea41d5eee7ee16ecfdeb857","datavalue":{"value":{"entity-type":"item","numeric-id":4973953,"id":"Q4973953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$79E96401-05E1-43DB-BA59-8C2BBC0776BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe56d203b178b138789bda46be07c73ad1478f8e","datavalue":{"value":{"entity-type":"item","numeric-id":4778955,"id":"Q4778955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$0632037A-E040-4D89-9082-54E443EF18FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aee5093a32c3811b523cbf51864c26b6b0e2f60a","datavalue":{"value":{"entity-type":"item","numeric-id":3914121,"id":"Q3914121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$433C2848-544E-4729-A0CD-B342DCA90BDB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"89fd1d4d1a0f87b62f1cdb84b0f8e3b24ff56811","datavalue":{"value":{"entity-type":"item","numeric-id":2725618,"id":"Q2725618"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$0F8F0FDA-7490-46D1-BDE9-F95A089A0A0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c1787d2c081da04d535b4c5accca825bb6c37a8","datavalue":{"value":{"entity-type":"item","numeric-id":4340161,"id":"Q4340161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$3A0ACF2E-0EBC-4A34-979F-7215A38D9C16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2560373e88e98cb8f5b9f3d3d66c2f8cfbd2f378","datavalue":{"value":{"entity-type":"item","numeric-id":5667036,"id":"Q5667036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$5C62DD19-9889-417D-9177-C91780D1BD79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d6564f04727204b5092d6a3d190895e590945ae","datavalue":{"value":{"entity-type":"item","numeric-id":460742,"id":"Q460742"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$290EC53D-A0BB-46C5-8737-EE62DBABCE81","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"88b3b14025d5b3cdeef852f40fd5aa62008e8254","datavalue":{"value":{"entity-type":"item","numeric-id":2463720,"id":"Q2463720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9e0ad40b10dd0d4a7fd98ff14b1099624f876dea","datavalue":{"value":{"amount":"+0.7797147035598755","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":"Q5041048$0FB2E8E3-CE91-4783-9AF8-EA2E34F3ADEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ac738a0111d32c94d6f28ae441dba156dc9d9adf","datavalue":{"value":{"entity-type":"item","numeric-id":6159078,"id":"Q6159078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"68fa6c9d31b62453c176caa7ed5b0851f0a53518","datavalue":{"value":{"amount":"+0.7642274498939514","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5041048$D6AF8B2B-871D-4A3E-81D2-181A50D40391","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b544d542f48da158e0ba43de2b8e9dec687505b7","datavalue":{"value":{"entity-type":"item","numeric-id":2145798,"id":"Q2145798"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d055f43aa7f3cea51104fba60b15b54a54dbbca8","datavalue":{"value":{"amount":"+0.7523465752601624","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":"Q5041048$44992FA1-9C50-4B63-B4A2-75D98EBB09EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"08f3b1f7fbb81994cd10e88722d0ea53cca16494","datavalue":{"value":{"entity-type":"item","numeric-id":2132538,"id":"Q2132538"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"92c75c8e5ede4f35cd10a6cf959c7588cf57e8fe","datavalue":{"value":{"amount":"+0.742599368095398","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":"Q5041048$95E0262C-4FCA-4FB8-AC15-EA5E665528F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9b654156b416e09bc3258d1ff802ba930978d46","datavalue":{"value":{"entity-type":"item","numeric-id":4656846,"id":"Q4656846"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"40849e31786789b06053da4169faf7fb5a29a5c4","datavalue":{"value":{"amount":"+0.7280495762825012","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":"Q5041048$9FA13A79-AFF5-40D9-8502-2CF99C5D96A7","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"c39a117a349789e54237c0a3254f5a10c0a6517e","datavalue":{"value":{"entity-type":"item","numeric-id":6830565,"id":"Q6830565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5041048$A6FEC6B8-C52A-4811-881E-739FE417EEE0","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5041048","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5041048"}}}}}