{"entities":{"Q5075238":{"pageid":7104814,"ns":120,"title":"Item:Q5075238","lastrevid":54315752,"modified":"2026-01-26T15:17:07Z","type":"item","id":"Q5075238","labels":{"en":{"language":"en","value":"Risk neutral jump arrival rates implied in option prices and their models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7524846"}},"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":"Q5075238$2562AD1E-66BE-4AB8-AFAA-95ACFB64BA24","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"aaa596966c189ef4c8510fb8e0b93dae50d4512c","datavalue":{"value":{"text":"Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5075238$1E187002-7887-4142-ACCA-8D295508B460","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"50ee0c217d5c8174febc9691b4574e373bd9b800","datavalue":{"value":"1490.91217","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5075238$F0358516-EBB8-400F-A0E9-F7CF24CC91BC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a0499f36ba0eca0149610d663827719c53f4dba6","datavalue":{"value":"10.1080/1350486X.2021.2007145","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5075238$70912EF1-4DCF-4033-9F05-477BB097A16A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7997b61d6cecde12818b91f8a95c1eae677afffd","datavalue":{"value":{"entity-type":"item","numeric-id":201759,"id":"Q201759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$3CDC0FAE-2AF0-44F6-86E8-F675BA09AB0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"61cf68e286d54e34d47c132743e9bcf3c7245597","datavalue":{"value":{"entity-type":"item","numeric-id":1742046,"id":"Q1742046"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$AA62CCA5-62E1-4A96-8DB8-AB27985A282B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69652329064f5ea09f5fb77f6fa79fef9a708ba8","datavalue":{"value":{"entity-type":"item","numeric-id":2786203,"id":"Q2786203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$B20B7E4C-D3D7-4B3F-8216-768B51EC8A5F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0ef1a5dc3ffed41523f6fac98834a12dab2a5b9b","datavalue":{"value":{"time":"+2022-05-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5075238$442D416D-E0E0-45CD-BCBC-56C9FF86CD9D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5075238$EAFFC503-3C6E-4383-93B5-22392307E994","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4fa037ff63cb603bb8ca3cf4deac4ef80a945079","datavalue":{"value":"7524846","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5075238$43B9D77D-C580-47AE-AFB7-A025BBC5C8CF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ebb0b3b9917fcd05bead92f1173c0814cf634922","datavalue":{"value":"limiting distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q5075238$48FDBDFF-F5ED-4178-9F8F-06ECE6C840A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4938d6d8df0b8a3c646d71d546ae2f8a777af56d","datavalue":{"value":"self-decomposable laws","type":"string"},"datatype":"string"},"type":"statement","id":"Q5075238$F47FFD25-7733-48FC-AF08-C75976D34230","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ed015c2192f1e2b36ee52b72247c06f1f9c876b4","datavalue":{"value":"Fourier inversion","type":"string"},"datatype":"string"},"type":"statement","id":"Q5075238$67642A8B-B7F7-4F9D-B2BA-13B071FC3183","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d9d3e5518e51d2394da70a961788d02edf3c5cb","datavalue":{"value":"crash cliquet","type":"string"},"datatype":"string"},"type":"statement","id":"Q5075238$256CA78D-2DB7-471E-8FBD-2492CA5FA4C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e4f9cc896215131e097c8ee32d2c4c646a3c4110","datavalue":{"value":"quasi-infinite divisibility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5075238$44CB4605-C5FB-4BD7-BF3C-5CA369B8347D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$CF3978AC-9FBE-4087-9CAA-8776E5BC9C1B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cdcffd9aa158c32e2c4ba32f0087ebcc496de5a8","datavalue":{"value":{"entity-type":"item","numeric-id":2748441,"id":"Q2748441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$4CD141F6-1FBA-4910-8A85-8969E652EC83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2f153c034a7119f73682e7a8539038021c194db","datavalue":{"value":{"entity-type":"item","numeric-id":2224879,"id":"Q2224879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$19A39681-34B3-4200-AEC3-752B33E2ABEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1ea98384e34edb07356b6215699e184ffd25ca9","datavalue":{"value":{"entity-type":"item","numeric-id":665786,"id":"Q665786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$B4A1E98F-C540-4486-B2C5-1AA829192370","rank":"normal"},{"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":"Q5075238$9496284F-77E4-4518-BFA2-A8A6E3F862C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"888e1288d3eed95ec5195a086d27a15757781772","datavalue":{"value":{"entity-type":"item","numeric-id":1969818,"id":"Q1969818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$FBED5766-92A7-428D-8D8E-2738869544FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"92821cbe0c2fa3667dd41b72423ce83681195af6","datavalue":{"value":{"entity-type":"item","numeric-id":473227,"id":"Q473227"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$41979978-C302-4500-9D1D-97715F96C451","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fdd58113f72449b6fb7d15d5131ba749d1ca67cc","datavalue":{"value":{"entity-type":"item","numeric-id":4646462,"id":"Q4646462"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$8615E757-95BB-4AB3-BE47-DC9F4299B7ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b31bc7d1f166a01bccc53b3d9525ac543e39aab","datavalue":{"value":{"entity-type":"item","numeric-id":3446058,"id":"Q3446058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$36C70C9F-532F-4C5C-B985-016F2DBD393D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52f2ca5e554a65b4267fbfdc4aae63b316938968","datavalue":{"value":{"entity-type":"item","numeric-id":4812839,"id":"Q4812839"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$23EDC9D1-846E-4ACB-BE3C-0B25E65B2666","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5d21bb4a71bab1d28d9ff51508af92c52020f76","datavalue":{"value":{"entity-type":"item","numeric-id":2488490,"id":"Q2488490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$94D1957A-B54D-45A3-969E-3688BBBF4192","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":"Q5075238$1560D6E7-911B-415C-B663-7FFEAE30C706","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8f824db373b3e29312faa27007479ceeccf9ae6","datavalue":{"value":{"entity-type":"item","numeric-id":3971620,"id":"Q3971620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$0C87AC03-C3CA-4B7D-A4D3-35E8A4BC574A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f127af3018e14075102b9a9902e1c2dae6393bf","datavalue":{"value":{"entity-type":"item","numeric-id":3997264,"id":"Q3997264"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$1EAFC1C3-B739-45D4-AE25-393A0F47F0C5","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":"Q5075238$39914EB6-152A-4C25-B8C0-BB639FB6D509","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"748e28b807641974414c8384102ff0eb9a7faf02","datavalue":{"value":{"entity-type":"item","numeric-id":136006,"id":"Q136006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$27EC94B3-C665-4AEB-B386-BA729377E6C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8d4e135f702d1a5c91d86dc729d3dc1ed213bb6","datavalue":{"value":{"entity-type":"item","numeric-id":2469499,"id":"Q2469499"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$5EA05F88-56BE-47AA-A691-A1BAF5A57348","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1baa61a16ab0007c40455706c12176fb6897463d","datavalue":{"value":{"entity-type":"item","numeric-id":4673853,"id":"Q4673853"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$75D6A07A-D4B7-47B7-99FF-03E69546B6CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f419e87ab3b0d1d55ddae780ece3959f24914cc3","datavalue":{"value":{"entity-type":"item","numeric-id":4691082,"id":"Q4691082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$5FB965D0-814F-43A8-917B-A056D29EE23D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a6341d15cf6ca9d19a81c2ab161c1342902d74b","datavalue":{"value":{"entity-type":"item","numeric-id":4631695,"id":"Q4631695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$14A216DB-FB0D-4C18-85BC-1EED125C9B8D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7c1b5b65542f4bb169761cf1d291a25569a17a8f","datavalue":{"value":{"entity-type":"item","numeric-id":5855960,"id":"Q5855960"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$027312CD-1204-44D4-B212-EE75E42135D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0fa6ff333aa8ba7d7e0dca43d13745de9135e895","datavalue":{"value":{"entity-type":"item","numeric-id":496976,"id":"Q496976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$0501C494-BED3-47A1-B16A-3E4B7116A538","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f69ffcaa1585b6f577a379554165e0323cf8899","datavalue":{"value":{"entity-type":"item","numeric-id":4939318,"id":"Q4939318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$E82F824F-E2A4-4D7E-BB8F-F56242968E05","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":"Q5075238$7790AE72-37F0-4696-A057-5B721CBE56C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$BD2F0ED8-4C21-4951-9BE9-86A7F67515DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d831eccb7f794264491222913947621f544f30be","datavalue":{"value":{"entity-type":"item","numeric-id":2299587,"id":"Q2299587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$C7F8BA92-B1F4-4CCC-8F14-E24BDF605D90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e5c7eb65e6f52ad0a1185bae1e38eebb7eafbf01","datavalue":{"value":{"entity-type":"item","numeric-id":5664607,"id":"Q5664607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$034F3FAE-0E02-489C-85A4-46B90FA05F19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c14d45133ab4b4bfd55810cb923fcdf73dbb8a60","datavalue":{"value":{"entity-type":"item","numeric-id":4057878,"id":"Q4057878"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5075238$B1734D12-B5E2-4590-9AF0-3521673680D9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f74fd5e0402d4dd7f104cd1222db817397916163","datavalue":{"value":"https://doi.org/10.1080/1350486x.2021.2007145","type":"string"},"datatype":"url"},"type":"statement","id":"Q5075238$0AB25F64-13AE-4661-A9BE-B2665DE9AC50","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"62a53fd7333c66d05e784f2fb0d5c0e0774e56e5","datavalue":{"value":"W4210542958","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5075238$7B7B0714-73CC-4ACB-AAE2-C05EF7E892AB","rank":"normal"}],"P1643":[{"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":"8e44e87c783ad950f9cf365e778ccf43809022ae","datavalue":{"value":{"amount":"+0.7745015025138855","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":"Q5075238$1E3FCDAF-0DF4-4CDF-85CF-A13B06F588DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9c0a7f0d73c62bf80ee9f15cfac9289dc616eafb","datavalue":{"value":{"entity-type":"item","numeric-id":2085829,"id":"Q2085829"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"184caef7c4851251416e3ff736756e1c489d91a6","datavalue":{"value":{"amount":"+0.7676565051078796","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5075238$E58128F3-7D0F-47BE-A120-DF7366EC84ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ad7d58e631fadbd79f2d36d71790cea511660f0c","datavalue":{"value":{"entity-type":"item","numeric-id":1994170,"id":"Q1994170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ce9e09d2612802eb954cb7552ee10d3f172b9aeb","datavalue":{"value":{"amount":"+0.7380130290985107","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":"Q5075238$DA024663-6FC4-4854-A797-63BC5EE0D117","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"09156cb008ab333dc8b0856762907fb5b916c645","datavalue":{"value":{"entity-type":"item","numeric-id":136006,"id":"Q136006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0104678a1a8737f75338eb40fb78e970a53edab3","datavalue":{"value":{"amount":"+0.7378183603286743","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5075238$F219E4FD-E824-4ECE-8163-5D9A04C37AF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e203c817619d7a06a2efc7db5f3c03ba43186d8f","datavalue":{"value":{"entity-type":"item","numeric-id":4939318,"id":"Q4939318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"881aa50c74c01be28ecc0f61adf07e035735ea08","datavalue":{"value":{"amount":"+0.7319280505180359","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":"Q5075238$550078C9-BCF9-40F4-84B9-088D6AE0CFE6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5075238","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5075238"}}}}}