{"entities":{"Q5079407":{"pageid":7108983,"ns":120,"title":"Item:Q5079407","lastrevid":54325961,"modified":"2026-01-26T15:43:14Z","type":"item","id":"Q5079407","labels":{"en":{"language":"en","value":"Effective Markovian projection: application to CMS spread options and mid-curve swaptions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7532633"}},"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":"Q5079407$09C85845-4CA1-4B45-ADF8-8C4C5778F1C9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e35c86174fedf4edeb232d49453181ef265699ca","datavalue":{"value":{"text":"Effective Markovian projection: application to CMS spread options and mid-curve swaptions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5079407$C3190426-D961-4A28-858D-654D514E715A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"671c7d305a9f6d819c0917a5db895ecb13a79216","datavalue":{"value":"1491.91144","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5079407$EB4DFB70-4621-4D32-BCB3-D72DF2ECDBB5","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"93011eca8dbdad01cb1405a7e802e59d301ab411","datavalue":{"value":"10.1080/14697688.2022.2043558","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5079407$DCB1E8A5-6C2C-49A6-BB0D-BE07B928850B","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7fa12358f0e32da16c63fce4fdc364b33da81f99","datavalue":{"value":{"entity-type":"item","numeric-id":5014217,"id":"Q5014217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$0F2CECD5-5C2E-4060-B483-BF3A81B22AA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e6fabde0fb6909aa5cb48e9ca8db301cde2ce9f5","datavalue":{"value":{"entity-type":"item","numeric-id":2080135,"id":"Q2080135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$F1F9BBA7-8247-446E-946B-5EB4C5F7A2AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7a1384575bf0b26c743d39a7e14c28b04274a1c3","datavalue":{"value":{"entity-type":"item","numeric-id":604488,"id":"Q604488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$2659C62B-CC1E-4DD9-BD66-F0EDABE0DF7D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$85D78B36-B01F-4B53-91A9-0C818A8A73F2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"faa774ed5a9126021ceedfd68a14edfb65151486","datavalue":{"value":{"time":"+2022-05-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5079407$BBCF0B32-DB7C-4065-8433-72A14C3D3545","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5079407$2691E17F-77FF-43C6-BCA9-C977F416846C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5079407$C3A256B0-EF13-46BA-94D2-1691E49F2BEF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8b416960628d80d515170c67357ad505de858daf","datavalue":{"value":"7532633","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5079407$29229E0C-BB2F-42CC-B9E5-306B7E452600","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5079407$91FF159F-C776-4B0F-9CE0-D825A0D84B37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d85b354c0344670f69d424f878bea81cdaa5b22e","datavalue":{"value":"SABR","type":"string"},"datatype":"string"},"type":"statement","id":"Q5079407$4BEA625F-007A-4947-928B-90BBAF74DAC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f9f6d14393f34261a2ce1095b8bf088995f43b95","datavalue":{"value":"ZABR","type":"string"},"datatype":"string"},"type":"statement","id":"Q5079407$1B3F9EAF-A5A3-48A5-8504-0C3F469C2D18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7dea7a335998b3641e32116af6033be0c28fd293","datavalue":{"value":"Markovian projection","type":"string"},"datatype":"string"},"type":"statement","id":"Q5079407$2D9A5C4A-C627-4984-ADA8-FF8D604E7E29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4e1e27e774fc2ac1dbafee33c6d25b8dbceb86ab","datavalue":{"value":"effective PDE","type":"string"},"datatype":"string"},"type":"statement","id":"Q5079407$D7D18504-00E0-493E-B2FA-96BDEB6E4795","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"75a39757a1c99df985a5191442d43ad66b385a1a","datavalue":{"value":"approximation formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q5079407$A5F7CC0F-DE5B-402E-A772-3396E0D0CEB6","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$A6501723-28A2-4D9D-A2C4-C945847EC96D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"47f4a743101a825dadbc05aa9f623806e14ee146","datavalue":{"value":"https://doi.org/10.1080/14697688.2022.2043558","type":"string"},"datatype":"url"},"type":"statement","id":"Q5079407$DE7B2302-1DA6-42F7-8113-D0DBE53C2B9F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"25e8511be3b1a515f5228d6beb4bff74f27f040f","datavalue":{"value":"W4220778740","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5079407$A5FB0118-4B53-4AEC-B99F-72B8AF315190","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"16a686d26d66b55629576c74727c881db0f2484b","datavalue":{"value":{"entity-type":"item","numeric-id":5193007,"id":"Q5193007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$E93534AF-4310-4BA3-8E38-EFE4EC5E0BE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"edd57f91fe20bf4d982dff9821d0f13411ee1f40","datavalue":{"value":{"entity-type":"item","numeric-id":5893957,"id":"Q5893957"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$992AB88A-F81D-49E2-BED4-BD743574C681","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b6e4897a1d41be871cf1fb93967910d486dceec","datavalue":{"value":{"entity-type":"item","numeric-id":5014218,"id":"Q5014218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$655DA0AA-A1A0-4EB7-8FC6-35C75F71ADD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d11736430f0978c377fc1fe0b23986db0ab2a2a","datavalue":{"value":{"entity-type":"item","numeric-id":1067301,"id":"Q1067301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$6764EE32-B76E-4E91-82F5-E728F79BB754","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06c4ae8d196cdaa0b7b48dd659cdd8d9b0872bd4","datavalue":{"value":{"entity-type":"item","numeric-id":4579839,"id":"Q4579839"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$338D16AE-01ED-416B-BFB2-3BBFA00F2846","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d99bedafb2f61ac1bddf9febbbe883d63d0250c","datavalue":{"value":{"entity-type":"item","numeric-id":5788931,"id":"Q5788931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$8FA9B19A-02BB-494D-8A94-1059C4788C03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52c0a257f66fffb7d800b435c14dacf5a7c849cb","datavalue":{"value":{"entity-type":"item","numeric-id":369309,"id":"Q369309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$3C5A03C5-76E9-42D9-AB49-75E1BF2C7896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8142ebf9fbc3c7ac930a9060a30c52c685f2c8e","datavalue":{"value":{"entity-type":"item","numeric-id":419443,"id":"Q419443"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$E191BA75-3B9C-461E-A85B-1BC84BBD60E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce50c10228f6ffa66d2cb4f71243d769905a9029","datavalue":{"value":{"entity-type":"item","numeric-id":5967093,"id":"Q5967093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$4EDBF160-94A5-4457-BCC0-FC57467AE0F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e1342378eb99b3c73cda5248459c0a68aa9c3fc","datavalue":{"value":{"entity-type":"item","numeric-id":2204027,"id":"Q2204027"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$15A3D6B0-EE94-4417-B298-B082C3B5F545","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd1fbb4d5b4463a27e0cf57d496335fedd408e3a","datavalue":{"value":{"entity-type":"item","numeric-id":4534206,"id":"Q4534206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5079407$44AD50A5-45B3-422F-97CB-20F8ADB2C0B3","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7b6f627e78b6f78576143a7905854f97ff9a4b3c","datavalue":{"value":{"entity-type":"item","numeric-id":5193007,"id":"Q5193007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"925669cba6fcfe236238800bbb958bbea0473d13","datavalue":{"value":{"amount":"+0.8021705746650696","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5079407$FB0191C0-44D2-4993-943E-64AEAF9D0447","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5276ef9031d7d7d792b3952e46c051202641814b","datavalue":{"value":{"entity-type":"item","numeric-id":3560078,"id":"Q3560078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0de21e6ecfd822f801777050e18be3bb9b1cbef3","datavalue":{"value":{"amount":"+0.7850062847137451","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":"Q5079407$99C0BDBD-8870-4A7C-A9CF-CD81A3BA7C66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"820f64f528581faf9a5a1d1c139b06451794a0c7","datavalue":{"value":{"entity-type":"item","numeric-id":4902544,"id":"Q4902544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6a99b3c363362258b598b09cb99ea2e6b7d8a6f9","datavalue":{"value":{"amount":"+0.7739025950431824","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":"Q5079407$9B95BAA0-0C8C-441D-88A4-B2C5D3838290","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3e4ae3c7af54242ffbac7309f5d62bc225efdcbb","datavalue":{"value":{"entity-type":"item","numeric-id":3639925,"id":"Q3639925"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9220d1c2fe0eee63c5b3cbd7833f24250631dc4d","datavalue":{"value":{"amount":"+0.7605786919593811","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5079407$DF01F805-06BB-4823-935C-32EB4727C926","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d0b87d46257a19d51cf72658bf370dabcbdf7ff6","datavalue":{"value":{"entity-type":"item","numeric-id":2786342,"id":"Q2786342"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"12da3dcb51682dc7851738c710bab1a57102c289","datavalue":{"value":{"amount":"+0.7575085163116455","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":"Q5079407$4FEC5344-1A3C-488C-B9A7-15611C00F8ED","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5079407","badges":[]}}}}}