{"entities":{"Q5227408":{"pageid":7256976,"ns":120,"title":"Item:Q5227408","lastrevid":58486917,"modified":"2026-04-05T10:37:28Z","type":"item","id":"Q5227408","labels":{"en":{"language":"en","value":"Multifactor approximation of rough volatility models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7086437"}},"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":"Q5227408$F5615083-A14E-42FB-8028-29469038066D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2b654a848b74cc1dc5db566d80f88e6a3666810b","datavalue":{"value":{"text":"Multifactor Approximation of Rough Volatility Models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5227408$92B30C04-0E87-4ECF-8267-9074A3F3C957","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"e10efed7913e10abbdf23e70c2920715324a6a4a","datavalue":{"value":"1422.91765","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$62148C9A-7B88-463D-92C5-E4678B830848","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"37a52c320efb6f62307bdf117c0cc8057c861d09","datavalue":{"value":"10.1137/18M1170236","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$229D000B-E009-43FE-81FE-E71C296F985A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"255594aa84a0c474e673d482ef836cf995d40b44","datavalue":{"value":{"entity-type":"item","numeric-id":1999920,"id":"Q1999920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$D95ED96E-E0DD-4718-84BB-F059D4E39A86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c6565ebc8ef300d8023513ad792da4c0513a626b","datavalue":{"value":{"entity-type":"item","numeric-id":1634188,"id":"Q1634188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$3B520971-C0A1-4FA7-ACE7-81A74D456ACA","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0c09215887ef653ec2669d3ec91fd9be5c2c6825","datavalue":{"value":{"entity-type":"item","numeric-id":2797751,"id":"Q2797751"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$BDBB7892-4191-4E01-85EE-28728676BD31","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"579e31504b4f077aad032b535296e0114f2f19d7","datavalue":{"value":{"time":"+2019-07-26T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5227408$6D19A40B-F8C8-468C-B7D8-B22FE45F4525","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"938b42a9a9be753d41c29eab8db9ab4a2966cad0","datavalue":{"value":"https://arxiv.org/abs/1801.10359","type":"string"},"datatype":"url"},"type":"statement","id":"Q5227408$7DF36797-61E0-46F2-B2CF-747DFBBD0B37","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$A8E2832E-D161-4B12-8DCD-EE1ADA7A752E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5a791263e4e07e7e02b7f9a5a0bca82e7a96f68a","datavalue":{"value":"65L05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$9A086B66-EB2D-4017-B6BA-04636E6B8991","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$EAC62DA5-84C9-4FD5-BA41-D9A4E97601F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$B7E79521-4439-402F-8EEB-0669139B6504","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b32184511ebe8367d6433c9688358d66dd5f24b","datavalue":{"value":"26A33","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$E16F0FC3-33BE-436B-B158-2760B1B46127","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"12f41d9fdbfb72794f75378eccc028ed7a0b4c60","datavalue":{"value":"7086437","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$8B950288-F8EA-4340-ADFE-9DE309D89465","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3dcfebcf85a91c6a6a793fd4ebaf39b17e507172","datavalue":{"value":"rough volatility models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5227408$3069B269-19F0-4C86-A9A0-77B6ED8706E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"11d720b2eb9d98f5f7d31753c59f70773bd94788","datavalue":{"value":"rough Heston models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5227408$26A26EED-9E9D-4404-8E27-3537C2C9E1E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9a2ce823c4da7bbde55cf656b06cbe76e044169b","datavalue":{"value":"stochastic Volterra equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q5227408$C90EC048-64A4-4F24-83D0-7E80A154766B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e280f44cfb9df79c28e0211219c42388746529a9","datavalue":{"value":"affine Volterra processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q5227408$583DE6D5-0CD1-4366-B4A5-6C4F77170761","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ce9e2f403d0e994f0bf6b1d414bbb4721844d750","datavalue":{"value":"fractional Riccati equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q5227408$14BF9D04-E6CC-4287-A480-1F1ABEFB5364","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"30ef288b891e2b8b5293f9e985b1d09e30f64b11","datavalue":{"value":"limit theorems","type":"string"},"datatype":"string"},"type":"statement","id":"Q5227408$84E35BAB-3241-4EDC-A214-DFF2FCA1E03C","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"c427fb2bc683d64f38c39a427282466896d92a4b","datavalue":{"value":{"entity-type":"item","numeric-id":35970,"id":"Q35970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$06C88CE2-AFA9-4114-A2FE-264AB7780FC1","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$D5CFAF0A-6F25-4882-91B3-D97C7FA59DDC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7b27b9ea5c86ec27bac91ab8f007cef61981cf5f","datavalue":{"value":{"entity-type":"item","numeric-id":2322574,"id":"Q2322574"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$B409E176-44A9-4FEF-9EAF-0492B1738D77","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1430e7ee8193b9b4e55ef738697751612bdc7177","datavalue":{"value":{"entity-type":"item","numeric-id":2286463,"id":"Q2286463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$CCECF597-8E83-422D-A82C-D19C1FF52211","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31b3d345097150369c15ed7643a911776e031a08","datavalue":{"value":{"entity-type":"item","numeric-id":5001177,"id":"Q5001177"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$0F93CF37-2CA2-430C-8AFD-9EDABBEE6958","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32740473b2f8bc6436da4801f418ec2274f2a13e","datavalue":{"value":{"entity-type":"item","numeric-id":6032782,"id":"Q6032782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$2367ACD1-6061-46D7-B2CF-8CABB6BF7CC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"25824c6d5cd3e3b7f49d197dc98d840e88c1ba43","datavalue":{"value":{"entity-type":"item","numeric-id":1283872,"id":"Q1283872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$5D74DA2B-6A8B-4019-84F8-003F8A1EA3D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e9125d35918ada4d6031d69be764bd3af8ae291b","datavalue":{"value":{"entity-type":"item","numeric-id":5933675,"id":"Q5933675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$7995DD1F-E4EA-41BB-B721-A182774E993F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"405aa5d3498a56e4914d4e03b4672b7195ec6961","datavalue":{"value":{"entity-type":"item","numeric-id":2021524,"id":"Q2021524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$1CD06056-F575-47FF-B701-78E96822453B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"84b534b54053c53c4362cb9b15f1d49c38f14dac","datavalue":{"value":{"entity-type":"item","numeric-id":1852735,"id":"Q1852735"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$405CA24B-21BA-4304-A12C-9358E7FD67C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c244b22b776884b8cc4cbec30a5167538518e1d0","datavalue":{"value":{"entity-type":"item","numeric-id":1826501,"id":"Q1826501"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$47CE5931-CF37-4DF8-AD32-098CF40888E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb1b2b9a1265d047809a33336f1473d63580459a","datavalue":{"value":{"entity-type":"item","numeric-id":1709601,"id":"Q1709601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$DEFB09CE-352F-4411-BD31-6DABF60490AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b5ba3791e8ccbaefc6f21c598bafaa1194aa471","datavalue":{"value":{"entity-type":"item","numeric-id":5743116,"id":"Q5743116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$64BFA457-59F2-4391-9316-EBCEF96567D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a5ea5ef3342f9f993bda8f8c6250a32a5e4414be","datavalue":{"value":{"entity-type":"item","numeric-id":1634189,"id":"Q1634189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$7F3F758F-9F74-4860-8266-F60B62D7E4C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"20e619a1fcfc8e7082feadea3fc6bc19b6025f5e","datavalue":{"value":{"entity-type":"item","numeric-id":484204,"id":"Q484204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$272E348A-D343-448F-8E8A-75D311FCCE6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1c368c278bf58b6e3e153a0b97817879207c78e","datavalue":{"value":{"entity-type":"item","numeric-id":4554473,"id":"Q4554473"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$86A8F96B-25AC-4057-9AFF-F9F0474560D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"506cab228e49403b37f45aa3e125775c9b213c83","datavalue":{"value":{"entity-type":"item","numeric-id":4692887,"id":"Q4692887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$604D426D-91CE-4B81-8E4D-21C2D7955697","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c1ee05b0bc5083b7ce59ab5f913ca7a164831cc5","datavalue":{"value":{"entity-type":"item","numeric-id":2419969,"id":"Q2419969"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$AD4EAA1D-BC30-4191-8310-379F17881CBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7165ad53c466cf0118fbb04d8930205025e6dc02","datavalue":{"value":{"entity-type":"item","numeric-id":350696,"id":"Q350696"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$8FCECA12-F949-44A6-866E-BF3906554297","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2530ec2374cac3fe0d0a0bd1d39fdfeb8d9d107","datavalue":{"value":{"entity-type":"item","numeric-id":5198634,"id":"Q5198634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$684EDF6E-1173-48DC-972A-ED0A4B6BAD41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52a3ff47374beb86c806037b8295ede1fd34f1b5","datavalue":{"value":{"entity-type":"item","numeric-id":3997782,"id":"Q3997782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$70662909-BD33-4FDC-97C9-9AA569D6FD01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0940d343742d0f2582a85d90eebea93202f7e12","datavalue":{"value":{"entity-type":"item","numeric-id":3145072,"id":"Q3145072"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$AD30D16B-1070-423E-9E74-77D2157173F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df2806b07756e8e20a6642bdfff22fb7ee6dfb8d","datavalue":{"value":{"entity-type":"item","numeric-id":2552350,"id":"Q2552350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5227408$DC6AB295-8308-4076-ABCE-B4ABA274F766","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ba31252cd9a57fc3a2d81e14b3b6cc7beacc16ae","datavalue":{"value":"W3126083004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5227408$822CEC4E-27B7-4DAC-AD71-4F84932D905D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f1c01326e58903d5da3e0e27ae37a42a5f11fc0b","datavalue":{"value":{"entity-type":"item","numeric-id":5377001,"id":"Q5377001"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6698b2313c24654cba21c848be6f4f4dc0a4d1f3","datavalue":{"value":{"amount":"+0.8162117004394531","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":"Q5227408$16EF9A6B-4773-48B9-9A16-E1042D53FC6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"00200470be02116b2473dcea2f1bfb54fe59b8bb","datavalue":{"value":{"entity-type":"item","numeric-id":5743116,"id":"Q5743116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da70d1771e37bd163af43cc47287633a37683799","datavalue":{"value":{"amount":"+0.8161455392837524","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":"Q5227408$1F0EC215-F07D-4FF5-8990-4B9F02A6230F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6eef8385ba1fa6a8da6bfcb453b02196a53db6de","datavalue":{"value":{"entity-type":"item","numeric-id":6101020,"id":"Q6101020"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cbaca8850e0193f195a7c7b23111abe7d2f31d97","datavalue":{"value":{"amount":"+0.8142261505126953","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":"Q5227408$56F41668-F765-4CC6-B084-2AD6E6D11FC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"73acb9b48401bb37d4f81da6b977554fe0878a72","datavalue":{"value":{"entity-type":"item","numeric-id":1634189,"id":"Q1634189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d6e6bdd1daf6209cef1f8cca173f720cdeedbd3f","datavalue":{"value":{"amount":"+0.8007892370223999","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":"Q5227408$4080A550-3E95-4B83-AB58-78A5285DDC71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"59923b049db9d38aa0b6cd6432eec41b99237c89","datavalue":{"value":{"entity-type":"item","numeric-id":5072905,"id":"Q5072905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"281d9265b31b44494615c39f21071ae9fee89567","datavalue":{"value":{"amount":"+0.794588029384613","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":"Q5227408$18636669-B9CD-46EF-A119-5CFC4F925549","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5227408","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5227408"}}}}}