{"entities":{"Q513749":{"pageid":515516,"ns":120,"title":"Item:Q513749","lastrevid":62407602,"modified":"2026-04-11T05:53:01Z","type":"item","id":"Q513749","labels":{"en":{"language":"en","value":"Hedging with temporary price impact"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6692621"}},"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":"Q513749$AE047D77-B486-44D2-8BB9-208924A5E862","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d9520371e42eac656981997116e7c4a14a86df49","datavalue":{"value":{"text":"Hedging with temporary price impact","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q513749$9EFA540C-1C61-4FC5-B7C9-DE8F21FA22F5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"637b32ae62cb6092956e402224073082fb407b2b","datavalue":{"value":"1409.91226","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$358E6F14-798B-451A-94CE-AF810A08C1D0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"379dfb08b450a9acf7c8e7ffa9b46914289e49ae","datavalue":{"value":{"entity-type":"item","numeric-id":513748,"id":"Q513748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$3920898B-72F4-46E3-95D9-661DF86B9FE1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fba1e86c32773857a596ab1153a20ec594fb2e9a","datavalue":{"value":{"entity-type":"item","numeric-id":234253,"id":"Q234253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$549930E3-C925-486F-BD62-E4B48BD55A05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f2313849de38cc37e9af370e19953022d9324fbc","datavalue":{"value":{"entity-type":"item","numeric-id":1062594,"id":"Q1062594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$7FFC0259-6D7F-4326-A3A1-C6672BF1C0E6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"04061c7719791c02ab0e42797a5afb2547b88aee","datavalue":{"value":{"entity-type":"item","numeric-id":253092,"id":"Q253092"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$F0936AFF-19E4-4356-98EE-2F7184B66789","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"66b8a2d75d5fdb35a4d486190db6ce4830500814","datavalue":{"value":{"time":"+2017-03-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q513749$987C2A88-FBB5-4E5A-A0CB-C550E4A081AC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1d174e1f882e8105d77a6c25d45adc6ab1e9db6f","datavalue":{"value":"https://arxiv.org/abs/1510.03223","type":"string"},"datatype":"url"},"type":"statement","id":"Q513749$749A739E-80A6-4E9C-8AEF-C5E014155B91","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"e8427001f6391e762e5b7717da8e13b07782f0cf","datavalue":{"value":"This paper deals with the problem of hedging a European contingent claim in a Bachelier model with temporary price impact. It is considered an agent who is trading in a financial market consisting of a risky asset. The number of shares the agent holds at time \\(t\\in [0,T]\\) of the risky stock is defined as \\(X_{t}^{u}=x+\\int_0^{t}u_{s}ds\\), where \\(x\\in R\\) denotes her given initial holding. The real-valued stochastic process \\((u_{t})_{0\\leq t\\leq T}\\) represents the speed at which the agent trades in the risky asset. It is assumed to be chosen in the set \\(U=\\left\\{u:\\;u\\;\\text{progressively\\;measurable\\;s.t.}\\;E\\int_{0}^{T}u_{t}^2 dt<\\infty \\right\\}\\). Given a real-valued predictable process \\((\\xi_{t})_{0\\leq t\\leq T}\\) in \\(L^1(P\\otimes dt)\\) and a fixed constant \\(\\kappa>0\\), the agent's objective is to minimize the performance functional \\(J(u)=E\\left[(1/2)\\int_0^{T}(X_{t}^{u}-\\xi_{t})^2 dt+(1/2)\\kappa\\int_0^{T}u_{t}^2 dt\\right]\\). This leads to the optimal stochastic control problem \\(J(u)\\to\\min_{u\\in U}\\). Let us denote \\(\\tau^{\\kappa}(t)=(T-t)/\\sqrt{\\kappa}\\), \\(0\\leq t\\leq T\\). One of the main results of paper is following. The optimal stock holding \\(\\hat X\\) of considered stochastic optimal control problem with unconstrained terminal position satisfy the linear ordinary differential equation \\(d\\hat X_{t}=\\frac{\\tanh(\\tau^{\\kappa}(t))}{\\sqrt{\\kappa}}(\\hat\\xi_{t}-\\hat X_{t})dt\\), \\(\\hat x_0=x\\), where, for \\(0\\leq t<T\\), we let \\(\\hat\\xi_{t}=E\\left[\\int_{t}^{T}\\xi_{u}K(t,u)du|{\\mathcal F}_{t}\\right]\\) with kernel \\(K(t,u)=\\cosh(\\tau^{\\kappa}(u))/(\\sqrt{\\kappa}\\sinh(\\tau^{\\kappa}(t)))\\), \\(0\\leq t\\leq u<T\\). The minimal costs are given by \\(\\inf_{u\\in U}J(u)=\\frac{1}{2}\\sqrt{\\kappa}\\tanh(\\tau^{\\kappa}(0))(x-\\hat\\xi_0)^2+\\frac{1}{2}E\\left[ \\int_0^{T}(\\xi_{t}-\\hat\\xi_{t})^2dt\\right]+ \\frac{1}{2}E\\left[\\int_0^{T}\\sqrt{\\kappa}\\tanh(\\tau^{\\kappa}(t))d\\langle\\hat\\xi\\rangle_{t}\\right]<\\infty\\). The similar result is obtained for the constrained problem with given agent's terminal position \\(X_{T}^{u}=\\Theta_{T}\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q513749$8B6F5FCC-B58C-4E7B-ACA8-EFFD6B899632","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"de1d1c2e1c6bfdfb0344bb0181fe84e959c1c5f9","datavalue":{"value":{"entity-type":"item","numeric-id":589933,"id":"Q589933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$6DC25757-9FA1-4EBC-B6ED-FA6C381391E2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$4502F995-D5CF-434C-BD18-184B165BBF26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$1F6601F0-60E8-493D-B05A-26E410BB205A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$872FA88E-7F08-4F05-A669-1F6793ECC3E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$B6A64CF0-5362-434B-9318-19B3B90CDCF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$651E53A4-8F87-45DA-9686-2CEF76CF247B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"eeea644a8ddfe17c3303e3546711e8404d2a8247","datavalue":{"value":"6692621","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$D8434D70-9B23-4641-AB64-AC5D02ADB9E0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9892bc6aa983d007e8b62d576da101f0a03cddf5","datavalue":{"value":"hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q513749$312E9CEA-B47F-4BC2-BAEF-BA0F109B4127","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6ec488f72f8b6341d551c3870c77dca8c0270895","datavalue":{"value":"European contingent claim","type":"string"},"datatype":"string"},"type":"statement","id":"Q513749$E6223489-DE7C-4E44-82F1-AB622C618DC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d6b8221ab9b768af48aae33242c7fb796722ce6c","datavalue":{"value":"Bachelier model","type":"string"},"datatype":"string"},"type":"statement","id":"Q513749$D1126932-B70E-4A56-B6D9-A0461641F288","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1722a37a4b509093451dfa86c8297fa8d98c5de6","datavalue":{"value":"price impact","type":"string"},"datatype":"string"},"type":"statement","id":"Q513749$9EB0ECF2-C1F5-4039-8C23-5FBE4C328EED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8428337935666fa2af1e3c2631327074761c7a1d","datavalue":{"value":"illiquid markets","type":"string"},"datatype":"string"},"type":"statement","id":"Q513749$E3F3E22C-F0AA-4E97-8FA0-12FA2ABF2704","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efb589b8426c89d93e0803fbb36401ec254ca2b0","datavalue":{"value":"portfolio tracking","type":"string"},"datatype":"string"},"type":"statement","id":"Q513749$C7FE5CCE-2256-4646-8C5A-ADBF8086D249","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"56172bf6a38f93d3a68ffd0c321f0d4d9ca497e8","datavalue":{"value":"Q57635840","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$8C99ED7F-646F-4EF6-9837-4FA8BA88D981","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":"Q513749$9965876D-1852-4B0F-8963-5233037C6BF0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"14897eb226bdcd638f46d2e42a7a6802524c9a13","datavalue":{"value":"W2517735824","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$6778FCF9-28A3-493A-A0AD-E922DEC88879","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f619ea9937f2bdb17884ba7e21e30f2628fcd6a6","datavalue":{"value":{"entity-type":"item","numeric-id":5190130,"id":"Q5190130"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$CD02C4F6-C9CE-4AB2-B4CD-46365E089A9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"40075c773bfcfb7532e9da370b00aec89a9c2aca","datavalue":{"value":{"entity-type":"item","numeric-id":4449551,"id":"Q4449551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$798FBAF3-7741-460B-91FA-7138EEF47F20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$62CFB371-4465-4977-A893-CBD4B906C2B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4e0b654d43c9094f01c685b844da2f205d0a2344","datavalue":{"value":{"entity-type":"item","numeric-id":1676447,"id":"Q1676447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$82765190-8FA4-47A2-8F5F-980E83505AEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c6801de592f2b5296d5624ffa3240f391113762f","datavalue":{"value":{"entity-type":"item","numeric-id":2832615,"id":"Q2832615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$8806B778-8D00-4FA2-8B31-28156F27F5C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b99003a36cb0e77d818a77da60fc1f2eae4d46cf","datavalue":{"value":{"entity-type":"item","numeric-id":4702909,"id":"Q4702909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$D047B657-AE31-406D-B64C-C68D59501CDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc6d8060f03eec852895eb78d7bac06962e4b74d","datavalue":{"value":{"entity-type":"item","numeric-id":3815091,"id":"Q3815091"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$72E57F93-2081-4ECA-BD6E-7078109C8617","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"12189cf45580ce163bb99183f74e4fb14c3a133b","datavalue":{"value":{"entity-type":"item","numeric-id":5262522,"id":"Q5262522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$43A143C4-B40B-4192-B4B4-9834D29A35D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ffb0dcb23aaf0eea71cd1f1fd993a9970e30e2d","datavalue":{"value":{"entity-type":"item","numeric-id":308647,"id":"Q308647"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$5C2E2C21-9962-45B1-B7C1-A7B0425AA2E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d51def23625bca35f2fd011fa6ccaaca46075d2b","datavalue":{"value":{"entity-type":"item","numeric-id":5198566,"id":"Q5198566"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$AECE6771-A477-4450-B7E8-6C0C2648B3D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f99f7b65384f38113adab491b63d948d48c4e37b","datavalue":{"value":{"entity-type":"item","numeric-id":964670,"id":"Q964670"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$FFF48CE2-D5FB-42BC-AA97-D94710398B36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"026faf466ea58fc4ba08874063a81236b98078e6","datavalue":{"value":{"entity-type":"item","numeric-id":5109969,"id":"Q5109969"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$809FD998-2E8A-47E1-9A33-7E474D38DE07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"65ca47a48c5133de9e05f0f35197d417f66a8225","datavalue":{"value":{"entity-type":"item","numeric-id":5283404,"id":"Q5283404"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$92ACF39A-2643-4EAF-A279-2488467825B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"faf1ea3d45acf48453195a8de482d4e14fd0135e","datavalue":{"value":{"entity-type":"item","numeric-id":2996522,"id":"Q2996522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$994334F4-85A3-473E-A4E3-2F936210A8DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"49d68d44ba843f6fc46729bd1dff8366c1855ae1","datavalue":{"value":{"entity-type":"item","numeric-id":1766047,"id":"Q1766047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$E6A598CA-5A6A-4138-A52D-15D42915FBF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$91992D13-D581-4F8A-B44C-23D8142F410D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fd68ba2169a6ea51ffa222eb2010e58e9d2129d2","datavalue":{"value":{"entity-type":"item","numeric-id":1932555,"id":"Q1932555"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$F9FD740E-0CAF-41B4-BD7E-E20772E1DE59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"84a5b50a1176aebf89ccfbfa4392b15c40e1f8c7","datavalue":{"value":{"entity-type":"item","numeric-id":3161737,"id":"Q3161737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q513749$02E0D248-4FC4-41A3-83FC-6A57C81E8DE3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1106db7852ed8eae5833c527c7f48a033b4374a9","datavalue":{"value":"10.1007/S11579-016-0178-4","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q513749$76FDCAA2-20AD-4FD2-8AAC-7851728F605E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b1ae0ff9928f6c2044d4eb1963ec36e8e99db71","datavalue":{"value":{"entity-type":"item","numeric-id":309172,"id":"Q309172"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"81032d593f1fe0fd39b647b4d0247bb14d921e98","datavalue":{"value":{"amount":"+0.8866144","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":"Q513749$8A3AFD68-633A-421D-A19D-9E02F39636AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8d90090aacf3617811f2844ea4eae6f6ef096bd8","datavalue":{"value":{"entity-type":"item","numeric-id":356561,"id":"Q356561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4d243cf37289e7b5513468da806094cc5245f9a7","datavalue":{"value":{"amount":"+0.85655","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":"Q513749$7193B929-4BC5-4DDE-AF19-97F41F97A808","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2840a45c0e3f6df3e832b6cdbcfe177b6c8967a3","datavalue":{"value":{"entity-type":"item","numeric-id":5855943,"id":"Q5855943"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eeac3ba7f50bba8ff652aa3e44600e44e82ca95a","datavalue":{"value":{"amount":"+0.8223456","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q513749$F0941C16-4BDF-4FD7-9C1E-B7786720754D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"10ade3691e71e0229cf53c73dce8b70e876a0a36","datavalue":{"value":{"entity-type":"item","numeric-id":2790464,"id":"Q2790464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6dcd0d7595d7d7255746cd3c1d3bea14155c2714","datavalue":{"value":{"amount":"+0.82090217","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":"Q513749$7CAC79EF-EDA6-4418-BBD1-16426DCDA4A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"00138c9c0cd66fab64d0ac8761abe2042315c5c6","datavalue":{"value":{"entity-type":"item","numeric-id":665719,"id":"Q665719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"066670cc8eb6926818fcf4566b43ff9ec95b278b","datavalue":{"value":{"amount":"+0.8183765","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":"Q513749$8CB680B7-B441-4832-89D9-92B7DB8EDD89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8f8b8ae4f4328a84b21349212f5baf6234037e6b","datavalue":{"value":{"entity-type":"item","numeric-id":4218398,"id":"Q4218398"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8e3d29265ccdf2cbc6f73a359bf83f5ec1aadb97","datavalue":{"value":{"amount":"+0.81584144","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":"Q513749$9F5ACC8B-CDBB-4522-9615-39FBA5B13D1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5c8feb4a814b57148a5dd7d99360be9cad5c60ad","datavalue":{"value":{"entity-type":"item","numeric-id":4917300,"id":"Q4917300"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d0cb7d3ee4e3290819ccfbb25165fba06c70abd4","datavalue":{"value":{"amount":"+0.8156681","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":"Q513749$35907A57-8D03-4896-9586-5B130DD014B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"379fa850cb39a44f0e6767a9dedfa3da7ebf22ae","datavalue":{"value":{"entity-type":"item","numeric-id":2999794,"id":"Q2999794"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1417f675ef180bc9fec0992c9049bf10c0e756d3","datavalue":{"value":{"amount":"+0.8103316","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":"Q513749$21E58506-67BA-4403-9654-0886E2E917B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e9d4f73667a8f61533d968f2f6a5a3eb9f922506","datavalue":{"value":{"entity-type":"item","numeric-id":5851041,"id":"Q5851041"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9bf69aee6dddeb32b3d17763988ecd185084d0d4","datavalue":{"value":{"amount":"+0.80721736","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":"Q513749$9249C0D8-85F2-42EB-8443-EFF6EFB8F4D9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Hedging with temporary price impact","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Hedging_with_temporary_price_impact"}}}}}