{"entities":{"Q507979":{"pageid":509746,"ns":120,"title":"Item:Q507979","lastrevid":42559536,"modified":"2025-07-03T09:31:35Z","type":"item","id":"Q507979","labels":{"en":{"language":"en","value":"Multivariate European option pricing in a Markov-modulated L\u00e9vy framework"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6682799"}},"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":"Q507979$EEDCA1BE-DCEC-4CF0-834F-EC1601E27855","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b974ccaa0c56e5b4662940481da81b903c6312db","datavalue":{"value":{"text":"Multivariate European option pricing in a Markov-modulated L\u00e9vy framework","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q507979$B3E7B385-8BF8-447C-82C7-2C2E91DBA630","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"94c0efc3f51447a0c6f2228b52b40a039da987a4","datavalue":{"value":"1386.91139","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q507979$F57CF4B1-C87E-495F-860E-9379E6C28E9E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f917264d06b2aa39d817a28bb02115d0235c156b","datavalue":{"value":{"entity-type":"item","numeric-id":371429,"id":"Q371429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$9681C0A8-B44F-4A0A-B2F1-E3CC3207CF92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"af3409c7dad94352a48421a2de8d95a1b5012cea","datavalue":{"value":{"entity-type":"item","numeric-id":507978,"id":"Q507978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$F2FBEB9E-0D10-4BD2-9F0A-5A26D8DE867F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9291c21615d62497aa2bb6404791ba4d7844695d","datavalue":{"value":{"entity-type":"item","numeric-id":61355,"id":"Q61355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$9AC48661-D34B-419F-86E1-C2ACB15F1637","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c5185250c30d67932774e6b2e55866916ad5c86e","datavalue":{"value":{"time":"+2017-02-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q507979$53E8999D-F1A0-4E0C-8377-2D5E7125CC41","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q507979$759E9507-2495-4134-913E-59CE4239841F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q507979$1C796607-C7D3-48AF-8A80-B6F423B39F01","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9fbe7b7ecfdcced77053a6b2503c1a982755819e","datavalue":{"value":"6682799","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q507979$4F44D7E0-4CBA-4D99-9206-FAF7E639AE48","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23eacb7ddb9fec00c73640dd42090ff892445efd","datavalue":{"value":"regime-switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q507979$9B9BA513-694A-4135-897C-BF58307417A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c7160516a3c9c08d23554896a622f1af1517996c","datavalue":{"value":"Esscher transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q507979$20F8B210-9E03-49E5-BDEB-92CF750BF39E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"20c54239a539fb28fcd7a4bed955554c3b103b40","datavalue":{"value":"exchange options","type":"string"},"datatype":"string"},"type":"statement","id":"Q507979$FAFFCBB4-7753-4D45-B545-4B7AB34E3337","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":"Q507979$64CE5BF4-23A5-4F6C-917C-8B75E12E0F7A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b8f231cb04eef00400b490b115223039cff4fd6e","datavalue":{"value":"https://doi.org/10.1016/j.cam.2016.11.040","type":"string"},"datatype":"url"},"type":"statement","id":"Q507979$888353A9-0273-4C71-B516-A00E67FFC859","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c7dbc56805618a0065040d750ebad537a05be2c6","datavalue":{"value":"W2559925996","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q507979$5AAF1E1A-EBD9-4998-BCBE-BB556A331B66","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b672580aa82ed053328d166415b30714fbf53fb4","datavalue":{"value":{"entity-type":"item","numeric-id":1417033,"id":"Q1417033"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$8BC685CF-AF9F-4715-9930-4F0A90103DDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2b3026bc48c3e24ad99c69c3eb1cb2c1bce80dea","datavalue":{"value":{"entity-type":"item","numeric-id":3022058,"id":"Q3022058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$7CDC1722-2C72-4539-B842-6DA4AFF439E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d3a6d8b3945e2f4ba1c46d964beab7ed264950a5","datavalue":{"value":{"entity-type":"item","numeric-id":995503,"id":"Q995503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$E3483355-9BDB-4008-93FF-14D0E4703B02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3fd72664272ac25f91df64c03d7ff2218a9d1028","datavalue":{"value":{"entity-type":"item","numeric-id":356242,"id":"Q356242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$1C4A9B7F-4DFC-4E3A-A7BC-BCC5C1856E6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd4a320a44c11182244a17d69bb084fa9f25335","datavalue":{"value":{"entity-type":"item","numeric-id":665552,"id":"Q665552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$08ADD688-DEB8-4937-9F0C-6DFABA206401","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"db89f8d50301e15fc4fe874f9c454ea64d9d1ee0","datavalue":{"value":{"entity-type":"item","numeric-id":854276,"id":"Q854276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$A26C421F-22C6-418A-847C-F9D3EAE0A8C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b14be0c19b9c58b28acc81f7511580eb0e9d8c59","datavalue":{"value":{"entity-type":"item","numeric-id":2518532,"id":"Q2518532"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$7802AF36-BBA9-44AE-A84D-7B2EAFD6C293","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5d18ecf8a1d6e84bf2ce479a6889e6f7905b694","datavalue":{"value":{"entity-type":"item","numeric-id":659253,"id":"Q659253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$F5098001-1CE6-4819-845D-C4BF95184A7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a40d550ca52340f1a26a4c4ba0648af459bc4f2","datavalue":{"value":{"entity-type":"item","numeric-id":635506,"id":"Q635506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$B6CF921F-453B-4CD7-897C-524E636A558A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d1fbb76650835d17ac55c5b8a5cf56fffee46b7","datavalue":{"value":{"entity-type":"item","numeric-id":2456744,"id":"Q2456744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$97E911A8-F8F1-4765-98CE-FBDAF8FF28CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99c8533198217f458fcb8562a24fd3b34d75ffe1","datavalue":{"value":{"entity-type":"item","numeric-id":4842819,"id":"Q4842819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$B47E1F26-7BDB-47C8-98DA-506DC6261A5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"41136957ff435f5a08526a2e3783e16d7b00e056","datavalue":{"value":{"entity-type":"item","numeric-id":4708451,"id":"Q4708451"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q507979$34280CFC-0EE1-46F1-A26E-6FB8262332B8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"76771a8c8589eacdeb46a2bae81346d0a35dd8d5","datavalue":{"value":"10.1016/J.CAM.2016.11.040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q507979$B7D4603F-9235-4C22-A72B-F27437335F8C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1a0c9721e76e1013d99c266c4c1cb9c57773ad8b","datavalue":{"value":{"entity-type":"item","numeric-id":3020617,"id":"Q3020617"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"632fa0e1ab2ce21d81dd8003e6c525053b1f179b","datavalue":{"value":{"amount":"+0.9281312","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$45B14DC6-71A4-4A21-BBE0-739DB482BC4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"da22dfbcedc7194cc5c805d66b9499ba04313901","datavalue":{"value":{"entity-type":"item","numeric-id":4634638,"id":"Q4634638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b6caca5f9f1ef074d2d7cab876b81946027a3c09","datavalue":{"value":{"amount":"+0.9231912","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$8B458034-AD41-4F0F-8A9F-74705F94523B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"54bcdcec915756647f17bf1ea89cf08a9d39e5d5","datavalue":{"value":{"entity-type":"item","numeric-id":2424929,"id":"Q2424929"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d097dc1fb41bc2800fa4dfd953375d3a870aaf41","datavalue":{"value":{"amount":"+0.91699475","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$8FFDAE58-5EBD-424B-AC19-104839B6C060","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"68dad7ebfeed8284e07fb5092b0435ab86a2b5ef","datavalue":{"value":{"entity-type":"item","numeric-id":2153662,"id":"Q2153662"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"91fdc5755cf0e680e2a395c6439c14ce18551ece","datavalue":{"value":{"amount":"+0.9155617","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$6C0DCD1C-C91B-4492-A31B-1246D0070507","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"68f304ea6c48b94a7364f45048d93696edb1debc","datavalue":{"value":{"entity-type":"item","numeric-id":5322642,"id":"Q5322642"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f154cd276553b97188f80b65a32404480ee0803","datavalue":{"value":{"amount":"+0.9071027","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$D10A267E-690D-4063-A524-537C481A0150","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"724416053bacc7a47f275d87228445c2c1ee9e01","datavalue":{"value":{"entity-type":"item","numeric-id":5086465,"id":"Q5086465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3e4f5d0bf7c88ea4639ddf2956eac25f8c827f70","datavalue":{"value":{"amount":"+0.9055134","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$8D51FDE5-6901-4E7A-BC3D-993A739CE988","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b8f7415d4f9129b2cf88809ce0fa40af3e8812fb","datavalue":{"value":{"entity-type":"item","numeric-id":2885988,"id":"Q2885988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"46ced0330d3b68427ee084f92c9c3bc688349ee0","datavalue":{"value":{"amount":"+0.90310067","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$37CE747E-798D-4DA7-8182-A4722199BCA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9cdb66dde868b707e64031e68d13c8632501200a","datavalue":{"value":{"entity-type":"item","numeric-id":2960559,"id":"Q2960559"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"af3b30772c598ed456c17e16c1075c7eaf571321","datavalue":{"value":{"amount":"+0.9023711","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$18B33CBE-E4EA-4597-82A8-44DA8A84503C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d5ea75258d82dd39d88a8a6aaaae45a2f46555d2","datavalue":{"value":{"entity-type":"item","numeric-id":252930,"id":"Q252930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e3657d3419d7ef069ea65fffae950d2d5c349cb9","datavalue":{"value":{"amount":"+0.90235156","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$300985A8-8EEA-4565-A25A-D1FBB9676AB4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c540d186c101bac5975997048eec70ffbd9434ac","datavalue":{"value":{"entity-type":"item","numeric-id":4623784,"id":"Q4623784"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"632ccb4f8f7e1b0086850ef313eb25449ef83fe0","datavalue":{"value":{"amount":"+0.90166485","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q507979$720CC055-6479-4C6E-B4BE-0584E4582FA4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:507979","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:507979"}}}}}