{"entities":{"Q5101025":{"pageid":7130601,"ns":120,"title":"Item:Q5101025","lastrevid":54393749,"modified":"2026-01-26T18:16:07Z","type":"item","id":"Q5101025","labels":{"en":{"language":"en","value":"Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7581119"}},"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":"Q5101025$89BBACE4-7E54-469B-9B2D-CFE3CE95E7D5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"59c10b85faa6c5e5558c7e3ff1a6d59737489de0","datavalue":{"value":{"text":"Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5101025$FEB2881D-0F3B-4C29-8A71-AD352ED7A1EF","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5e62a6481abe2c0bf7477fb36fd9c4434759b66c","datavalue":{"value":"1498.91446","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5101025$A5532A12-C09B-4E38-AC4F-703DE99E5D6F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e6e2642bfd646e87bfe6430186c43a28062bd18f","datavalue":{"value":{"entity-type":"item","numeric-id":4629737,"id":"Q4629737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$8B8707C9-F44C-44F6-9B11-077D21327078","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8e07d036532bf6be9d83dbb3946bad7ace07677c","datavalue":{"value":{"entity-type":"item","numeric-id":319558,"id":"Q319558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$4C30A36D-1EA2-41DC-B550-83339ADDCC77","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5bf712b58fc164eb327d9aa5f91fbd65bdc7c5d2","datavalue":{"value":{"time":"+2022-09-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5101025$519EDD4A-049C-461A-B091-F519C1507AC4","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5101025$FD1956DC-451C-464B-83AF-8BC404043060","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5101025$91B01169-FA3C-4376-97DD-EBF2DC7B95A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5101025$3BA5674A-4E86-4EDF-88BC-DA69A0C68237","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2d288de96e63ce0d58a4658b04fb644d55d46c32","datavalue":{"value":"7581119","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5101025$D74B6E58-EEF9-459C-B0F5-D11B0C177650","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9d7864b8c5efbdd06583cb92bc9c9c10bc566b85","datavalue":{"value":"conditional expectation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5101025$ACA8744D-E031-470F-A29F-EC2BA112EEE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92679e30b4570695be291bfa8535e3101c400264","datavalue":{"value":"Malliavin calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q5101025$13D1B1EC-307A-4934-A547-0A44AD55C3A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5101025$3F1F3BC9-B70E-4BBC-8820-0A0B146282EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4dd048320fca3f5aab5740f155857c16cd614036","datavalue":{"value":"pricing American option","type":"string"},"datatype":"string"},"type":"statement","id":"Q5101025$0C25E6ED-2A60-4479-BA0F-3CA56896AEEA","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":"Q5101025$1E3D06D3-B6BB-4D6F-9391-AFD2890F7D97","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"89a1bcce3715bd37ca1bf48a7db67ec7ecebf41d","datavalue":{"value":"https://doi.org/10.3906/mat-2105-6","type":"string"},"datatype":"url"},"type":"statement","id":"Q5101025$3201FA6B-B4BA-46AA-AD00-7D1FE55AFCBC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ac6b202e050a99326cfada88c49b8e5a8e646ed0","datavalue":{"value":"W4236633726","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5101025$D53F76C9-A162-4674-B8DF-B6A978E3172F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cdf3f9c3cd9c8e00fd7d6389311f7d873b8ba7df","datavalue":{"value":{"entity-type":"item","numeric-id":4902223,"id":"Q4902223"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$C4B7CFDF-CFFF-432F-899E-0FD2E5607B9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a1a24654f3cbd925d2218cd3776192824b45141","datavalue":{"value":{"entity-type":"item","numeric-id":5147682,"id":"Q5147682"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$F7DF4FE9-EEE6-4BE1-A144-577D63084F78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"696c2b4648ac0f63e794c3cb99e3fdc63d521c39","datavalue":{"value":{"entity-type":"item","numeric-id":1739059,"id":"Q1739059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$F43D2435-475E-4ECC-B16C-E8A833A22FD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b7d51a2f3efaa8fa23ccf89e71f1b7a949643fe9","datavalue":{"value":{"entity-type":"item","numeric-id":5315933,"id":"Q5315933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$CB03217C-A073-4F7E-9AAE-C7FB9902DC2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88429abf2918330bdb5c20a9808d72e01ac9cce5","datavalue":{"value":{"entity-type":"item","numeric-id":4646793,"id":"Q4646793"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$D6E790A7-E552-4A7E-97D5-3E190D05571E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5188c50897313e0530873bb5076d8cd398bce5eb","datavalue":{"value":{"entity-type":"item","numeric-id":1887263,"id":"Q1887263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$A4C00C38-B500-486F-930F-CF4FE3B6687E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"74c668e23d742ea77d0e441f6bbce0798d371625","datavalue":{"value":{"entity-type":"item","numeric-id":3119589,"id":"Q3119589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$E50979C6-1C20-4880-A43C-7504C45A0CFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"313dbea7e99111fc175bd1b6cc0840c1078b7b51","datavalue":{"value":{"entity-type":"item","numeric-id":4642526,"id":"Q4642526"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$17DF7B7F-276A-4713-93BD-548E65C8CEBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"36d1e7f282f3fdda09633449c5f0d5f5359f9a15","datavalue":{"value":{"entity-type":"item","numeric-id":2274276,"id":"Q2274276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$3E145782-E2D1-410C-BC80-C22CE7DE3B08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$D23E7EAE-173D-48C0-A9AD-BC82E577448A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7bf4d762625ed5ebc9fb4da79dfa62be7df3741","datavalue":{"value":{"entity-type":"item","numeric-id":1979069,"id":"Q1979069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$0ECB527D-A731-4CBE-B3CF-2BBFD011570B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"69a202afaea3c0128b079c487748baf14e3e6455","datavalue":{"value":{"entity-type":"item","numeric-id":5936315,"id":"Q5936315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$450B938E-BD61-486E-85A5-533C867E3F7E","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":"Q5101025$0E017CFD-2080-4716-88FE-C1BCFC99C4DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6a018f2c11e248950450df85774ac4f073be1cff","datavalue":{"value":{"entity-type":"item","numeric-id":5227505,"id":"Q5227505"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$A60BB71C-FAA1-49C1-8D0E-64BF1DA0E32C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fce4e24736eada53ca10559f6dbf3ffd9aa76ee","datavalue":{"value":{"entity-type":"item","numeric-id":2186647,"id":"Q2186647"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$0F2A7068-C973-4C3D-B4D9-CD93DE771ECB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a713e5ea4664f4e58dcffcdef630012673e36128","datavalue":{"value":{"entity-type":"item","numeric-id":2184254,"id":"Q2184254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$BF8CF055-1A71-42B0-BE4B-6727BF2F569D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d0cc6390ba54f1b57d7b95009f1d28ebb878a9d2","datavalue":{"value":{"entity-type":"item","numeric-id":5020407,"id":"Q5020407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$298325AE-05F5-4971-9F44-8D6D101CF40B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e431ea063fdfcd94060b8f4c8a5598c3210554f4","datavalue":{"value":{"entity-type":"item","numeric-id":4197841,"id":"Q4197841"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$A94C24A1-352B-4F93-852B-EE4269878566","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27c4f9abce2e28102eba9ed47467ba27c29e0ec6","datavalue":{"value":{"entity-type":"item","numeric-id":5131408,"id":"Q5131408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$FCD8BB2C-139E-471F-8B08-9A04BF870B1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"187134cf2003d68e72bf1d023245053e9fc9fca1","datavalue":{"value":{"entity-type":"item","numeric-id":4098998,"id":"Q4098998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$B861EA8B-69DD-4C10-926B-12877431BD95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf909cf9b78355b076ee13da895702aa697de086","datavalue":{"value":{"entity-type":"item","numeric-id":5374083,"id":"Q5374083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$B34051BC-BDD9-48BF-8D9A-B3C50815A27B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$C34583D9-F855-4FC6-9329-315704734964","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5301bf7cd8f45a7dbd1ba1595f0ad8bb6bf93164","datavalue":{"value":{"entity-type":"item","numeric-id":4629328,"id":"Q4629328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$9514FE89-C37B-488C-B038-C95775CCF948","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99356d096a4ec47cfa8c7f53ce2fdfdc7d92dd22","datavalue":{"value":{"entity-type":"item","numeric-id":4957242,"id":"Q4957242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$050601D5-00EF-4B9B-9653-F03B3E6D7CF2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"fe794cba95e12a26ef2aa7e3eb95f5341f19d227","datavalue":{"value":"10.3906/MAT-2105-6","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5101025$C8D0D949-CA0B-417A-A256-F8652C6A8385","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"8ecb427c6633cd0a67d2579c2413338dc5b99340","datavalue":{"value":{"entity-type":"item","numeric-id":3656900,"id":"Q3656900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5101025$BC44BE12-2A99-4DB8-AD55-FF734401A655","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"177197c3ed9f4061e8c852de81089a3e9e999218","datavalue":{"value":{"entity-type":"item","numeric-id":5227505,"id":"Q5227505"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1fe1d857a0354be1d99cf2ff10c68dc65cd7c21e","datavalue":{"value":{"amount":"+0.7988365292549133","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5101025$DBA11F64-6F06-44EB-91D2-983CBD2C0670","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5f011ccc93ef5b1b2a99aaf043c0d784b35ba395","datavalue":{"value":{"entity-type":"item","numeric-id":5068223,"id":"Q5068223"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"558b52c3a7062fd7ce33dbe3ce298640360b8baa","datavalue":{"value":{"amount":"+0.7703846096992493","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":"Q5101025$3B2CDA6F-60F7-4B8A-9879-85789D887565","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b336c5890af176eddc4b4585e23fdb33701ac887","datavalue":{"value":{"entity-type":"item","numeric-id":482015,"id":"Q482015"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"053857fec02db1fa0da4c92b64090a8c7efe996e","datavalue":{"value":{"amount":"+0.7628098726272583","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":"Q5101025$4FCE6B2A-FF7C-4996-AECC-5F1D9C267B30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bd2c2f423034e0e0f5819acc8d506576863b3b33","datavalue":{"value":{"entity-type":"item","numeric-id":1645191,"id":"Q1645191"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca09df08a55cc31fdf7db9df206ff10ac4011d5e","datavalue":{"value":{"amount":"+0.731411874294281","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":"Q5101025$9DA24B93-50D9-484A-B441-50BF0890BD81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cdb7fa3cadb2b5151badafc65457d51d6826044c","datavalue":{"value":{"entity-type":"item","numeric-id":5219504,"id":"Q5219504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9fb2a2416f6f695c3a6f10db4456918565b49ca9","datavalue":{"value":{"amount":"+0.7303274273872375","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":"Q5101025$12F453EE-23FA-4793-BE91-C6DA2089D547","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5101025","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5101025"}}}}}