{"entities":{"Q5051199":{"pageid":7080776,"ns":120,"title":"Item:Q5051199","lastrevid":91147694,"modified":"2026-06-04T22:22:51Z","type":"item","id":"Q5051199","labels":{"en":{"language":"en","value":"A lattice approach for option pricing under a regime-switching GARCH-jump model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7621909"}},"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":"Q5051199$757131CE-BD86-42A5-92D8-E9C19DFDB1CF","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"af9818a3d374230dbe280dddc39418af6adc541a","datavalue":{"value":{"text":"A lattice approach for option pricing under a regime-switching GARCH-jump model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5051199$D30522F0-02B6-4111-ABD8-1A6D16B453B3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d741b3cb195f9da744eda5c17f21e4f55c258af7","datavalue":{"value":"1505.91379","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5051199$F7151C17-A150-4AB8-B891-8C80ACF835CD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5472ef89e87b892cb356e58a463055baca78b30b","datavalue":{"value":"10.1017/S0269964821000292","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5051199$5287D121-7EB2-4869-83D0-200FBCD68AC1","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cc8e249d5f9580422a7e246cc44221ecab685744","datavalue":{"value":{"entity-type":"item","numeric-id":5014201,"id":"Q5014201"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$0B43225D-1317-4F5E-93B7-50FF8C4AFF9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9a236ca4b9ef2b5646486dfbc78299141fb07b4e","datavalue":{"value":{"entity-type":"item","numeric-id":2244202,"id":"Q2244202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$E1D19AC8-C613-4C0D-A669-081E277E65F3","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0c6f2d67ee4e005036b68423270bd3eb51d5390d","datavalue":{"value":{"entity-type":"item","numeric-id":2709773,"id":"Q2709773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$B0606837-A112-4737-8E32-762F8104915A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9601228a13b9b17130e07a1161a0655ea81c04da","datavalue":{"value":{"time":"+2022-11-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5051199$072A801E-57AB-43A1-A9EA-8CE2F46CCEFE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5051199$A8C130B3-2384-45FD-9042-B96DFD1759F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5051199$F1AE9307-919E-42F0-ADD7-1A59E95A4DDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5051199$01641DEA-F9CB-4E5D-9041-82271F0E9FFC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8784762272c73757cdc1d63beb242a51360cb210","datavalue":{"value":"7621909","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5051199$BF85690A-4FFA-40EC-9A4E-06577337B53F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e200a3928532091c3a03c6b3164f6348e05c6572","datavalue":{"value":"GARCH process","type":"string"},"datatype":"string"},"type":"statement","id":"Q5051199$088BDD91-0094-44D3-B6D5-93C2A938D075","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"79c86270e2052af073ed93b4b537376e78238196","datavalue":{"value":"jump","type":"string"},"datatype":"string"},"type":"statement","id":"Q5051199$BF8A8DF8-A560-4557-A040-EF81D30DE15F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3d2f1cad8e910667597082626eed5a8377ada5a3","datavalue":{"value":"lattice algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q5051199$7B8D6F0E-281D-4210-ADC5-8B36E8E6F750","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q5051199$BA4E525A-6563-476F-A347-A3AB74011180","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b5a5621d6783e0b2106eef825fc7c7f22d618179","datavalue":{"value":"regime switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q5051199$7069E9E0-B12D-44B0-9186-4DDEC08B595F","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":"Q5051199$30D8C46F-5322-4639-A0D2-24D97BC5EE9F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5945982c782c127f8050edaa1076b6062e9bf52e","datavalue":{"value":"https://doi.org/10.1017/s0269964821000292","type":"string"},"datatype":"url"},"type":"statement","id":"Q5051199$675B34F7-B41E-47CA-AA55-7F3CC170B6CC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c72d735feb3ef50514015615d604f6dcc10ff373","datavalue":{"value":"W3191856216","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5051199$48B6165E-D88F-4764-838E-56EA9E18B309","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c03a9a034a62a60ab5b8828e4315c2d38006f8a","datavalue":{"value":{"entity-type":"item","numeric-id":3117795,"id":"Q3117795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$2CCBB59B-67D9-45CF-833C-A7BB61F23C17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$F3C11DF5-C178-42F4-AC42-064B52419976","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56fad00ef4a07491ba304a924bc19d8a5132595f","datavalue":{"value":{"entity-type":"item","numeric-id":3125789,"id":"Q3125789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$0EE8F383-37BF-49EB-8A93-CE54F4F09A33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b48660bd5d5a3454419cdd3a11d444238eab5825","datavalue":{"value":{"entity-type":"item","numeric-id":5941429,"id":"Q5941429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$7CE9A5AA-189D-44C3-8FC6-6E0878011920","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ef4b9e585cfcdf683b75e125257f7ba4a97670f6","datavalue":{"value":{"entity-type":"item","numeric-id":5487827,"id":"Q5487827"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$B915BD1F-1579-4AAC-9B03-EB124DDD4C1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c19bcd2bfcf7f5ff0ec62eddb21944353aedf940","datavalue":{"value":{"entity-type":"item","numeric-id":4203680,"id":"Q4203680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$82DE6C6F-B1B5-47BA-90A2-8C11FB3A5EB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cad527c103911bace9e752e45d5f5ff2dc9f1cf0","datavalue":{"value":{"entity-type":"item","numeric-id":4314928,"id":"Q4314928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$F77D892C-600F-4FF4-BF85-9A1AA9DB815E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d34988edb7919a0f449e1a9a91b687d5ace62a9","datavalue":{"value":{"entity-type":"item","numeric-id":385653,"id":"Q385653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$A5B4420C-D7EC-4FCC-8B2C-9C9C3A22C476","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ef76801f3b379905860dbd683ddf71dc7a398ca","datavalue":{"value":{"entity-type":"item","numeric-id":5697325,"id":"Q5697325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$23BEDB99-F51B-4F61-BD5C-6E537AEB3C5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a1646b2261b3e68db1c5c36e458fcc7e13974bc","datavalue":{"value":{"entity-type":"item","numeric-id":3368403,"id":"Q3368403"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$66808AB9-63DA-45B4-BFD2-0A464A2414D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8717eb2611691cf4771d43bb1429a9d5dc1c8bca","datavalue":{"value":{"entity-type":"item","numeric-id":4319456,"id":"Q4319456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$5285440A-EE93-4C84-B93F-2CD376E39193","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb4189fab89c372c6a988d18a719640510627c49","datavalue":{"value":{"entity-type":"item","numeric-id":5939175,"id":"Q5939175"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$9AFEBD19-A38D-4A0D-8C3B-35441C478710","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3c37d17ca5dce5ee25ff97aa86437a55f3a1856a","datavalue":{"value":{"entity-type":"item","numeric-id":633826,"id":"Q633826"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$129141D0-8313-4785-B5F6-650A0A382C19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3fdbf63bc6d5b625b50c63c9b3714d6ba6a7a22e","datavalue":{"value":{"entity-type":"item","numeric-id":2331384,"id":"Q2331384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5051199$8C2DE96D-A12C-4EF6-99D8-233F4D322C67","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a8953ec5feceae02fb07551f0d225887da7fbb2","datavalue":{"value":{"entity-type":"item","numeric-id":385653,"id":"Q385653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fec4f659128d965b30f1e931b9f8d9e533049e46","datavalue":{"value":{"amount":"+0.8460568785667419","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":"Q5051199$6D2460F5-0E77-49A7-8ADB-6D9608654D1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e1adc1889a2e0b200515dea866fc60f82a68b0f","datavalue":{"value":{"entity-type":"item","numeric-id":340129,"id":"Q340129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aaf2518b9ed73f6dfb8aa76b6641e27f595c82eb","datavalue":{"value":{"amount":"+0.8433022499084473","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":"Q5051199$6DF16336-EC4C-4E74-B4C4-EC7AE101C234","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fbdefa9da1678bcd7af4703cf6ebd12929d269b4","datavalue":{"value":{"entity-type":"item","numeric-id":2348967,"id":"Q2348967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9626755c5928dc4ff0006f86c055982eddb2620a","datavalue":{"value":{"amount":"+0.816592276096344","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5051199$CA3C1839-C0C7-489F-9331-722DF966F9DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"60c0527d8ec824676800db88d0668e5b57796dd4","datavalue":{"value":{"entity-type":"item","numeric-id":2448349,"id":"Q2448349"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9ccbeb24d4e24670cb5e06a63e447ff40a88116c","datavalue":{"value":{"amount":"+0.8127102255821228","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":"Q5051199$00C759A6-DD4D-4DE6-BCA2-2D852614379C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"011862d885d5abf0ef7bfcbbb47fe505c88e9956","datavalue":{"value":{"entity-type":"item","numeric-id":2804506,"id":"Q2804506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bc30987c9dcea87f93e9a5505e0136622a0279e1","datavalue":{"value":{"amount":"+0.8012822866439819","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5051199$A0D5B77A-9A2B-4E5B-B28B-0DA7904FEA54","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A lattice approach for option pricing under a regime-switching GARCH-jump model","badges":[]}}}}}