{"entities":{"Q5084750":{"pageid":7114326,"ns":120,"title":"Item:Q5084750","lastrevid":41330979,"modified":"2025-04-28T19:03:28Z","type":"item","id":"Q5084750","labels":{"en":{"language":"en","value":"Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7549495"}},"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":"Q5084750$2B7AE519-7D94-4EC7-AA31-66706D0375C6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ca453ca19e283d51a8733d7119d4ec1c6c840160","datavalue":{"value":{"text":"Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5084750$023E784E-CCD0-40E9-BE16-21001CFDDF86","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"81d1c3f633445b92b2795e52a98799fcd57f79e4","datavalue":{"value":"10.1080/03610918.2017.1295153","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5084750$0A63CD6F-F4D3-44D1-A20B-2EDA1DAEFF1C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"42133c80abded9eae6bd11bfdbca607bf0fc1dc3","datavalue":{"value":{"time":"+2022-06-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5084750$4D4EECA8-FA66-4149-A73F-4E916AAE27A9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5084750$EE6A1440-1668-4D59-8B4D-E82131231A4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5084750$08F000CF-0364-4DC8-876C-354652EF10D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5084750$A66379C6-5EEA-4350-B189-2F0201BB71B1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2e381c8d4f487c6e0279a714c67f8b8379f15865","datavalue":{"value":"7549495","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5084750$685A2B22-EDFA-41F6-8B10-BB0C8462A54C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6740cb00086cc295705f34df8c3a558429c81b1","datavalue":{"value":"American put option","type":"string"},"datatype":"string"},"type":"statement","id":"Q5084750$8FDBFF8C-DFA8-47C1-B204-1BA6887D9EC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"30ca341d48fcd146cb0ad2aea7b74250cbd83fe0","datavalue":{"value":"FCIR interest rate model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5084750$6C1C886C-F481-42C5-B994-2F6720BFFD62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9875182b321f8215a4d03070c11b0a99af9e0209","datavalue":{"value":"Leland's hedging strategy","type":"string"},"datatype":"string"},"type":"statement","id":"Q5084750$DD8FB31D-87CB-42F2-BB62-7B2337B2BFC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"893df153dc82b97730cc7c191f08095b27aba6f9","datavalue":{"value":"zero-coupon bond","type":"string"},"datatype":"string"},"type":"statement","id":"Q5084750$9F9114D4-D887-4610-A3DB-E84F5873C9ED","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":"Q5084750$153CDBF5-A158-489A-9E48-EE98DC4490DD","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"57eba086a935edb7578df329c1d2055c6aa83bad","datavalue":{"value":"https://doi.org/10.1080/03610918.2017.1295153","type":"string"},"datatype":"url"},"type":"statement","id":"Q5084750$FFD8F4DC-0318-4624-A947-FF360BE79687","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"79a00ee9807a0abfd2a0de0581a3bde9151b209f","datavalue":{"value":"W2590781389","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5084750$16E157C1-205C-4F1E-9C05-292734639A86","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ac025a5ef9b87528db97555a193916cd668d8fb","datavalue":{"value":{"entity-type":"item","numeric-id":1424724,"id":"Q1424724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$2D41B547-1186-4D6B-AEF2-E06574C71088","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"65dafdef3301ca25a766f96fbb62bbae60c467bc","datavalue":{"value":{"entity-type":"item","numeric-id":3396055,"id":"Q3396055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$33A45D6D-AA5A-4976-9DB5-4336CA0180E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$7074B953-67CF-426A-B9E7-8489779D6055","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8d4a2428da6eb837576cc82b43aef158e6cbedf","datavalue":{"value":{"entity-type":"item","numeric-id":1568192,"id":"Q1568192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$ECAF8C69-3064-44AE-B0D4-ED4308B11104","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"251ec0348ddb1f70bcab38770ae25450de69d19f","datavalue":{"value":{"entity-type":"item","numeric-id":1340170,"id":"Q1340170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$F777EC61-E9CB-4FFC-92B4-7D0DCF170A93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de5597bc3769d66bc5889c3f86ecb850639bbece","datavalue":{"value":{"entity-type":"item","numeric-id":5455263,"id":"Q5455263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$742E1366-232F-41A4-8985-522139752542","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a5bad2c53fe0ea250aa393e4cda0c68462f4b69b","datavalue":{"value":{"entity-type":"item","numeric-id":2753005,"id":"Q2753005"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$814C4D5B-8614-4725-9A55-1E6FD9DB9980","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b2e1909c8b349b2b3cb1bf5ac1c5e40f6d597c46","datavalue":{"value":{"entity-type":"item","numeric-id":5570525,"id":"Q5570525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$21165D1C-3F97-4A72-8A5E-C1BD1C0C1B09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"100941d1e58bd699806858ebef21acbb54fa91e1","datavalue":{"value":{"entity-type":"item","numeric-id":4372054,"id":"Q4372054"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$F62347E3-9B97-47B2-95EB-51AF6379CE20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bfa4bb15665b04db23a0eff69d64de9ac06f309f","datavalue":{"value":{"entity-type":"item","numeric-id":1805785,"id":"Q1805785"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$11095255-6E58-4B68-ABB4-7C321F8E2C32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ae0039b445ae50d7ca49dc0b53608c424a303fc","datavalue":{"value":{"entity-type":"item","numeric-id":1267818,"id":"Q1267818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$58DC5445-C8D7-4885-A0CB-775BE88DE456","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b292d27fe44d86af96305cb7ef95f30865067431","datavalue":{"value":{"entity-type":"item","numeric-id":6544926,"id":"Q6544926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5084750$B5018472-DF7A-4FAB-AF29-90CDF2C58FC3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5084750","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5084750"}}}}}