{"entities":{"Q5265825":{"pageid":7295401,"ns":120,"title":"Item:Q5265825","lastrevid":94546400,"modified":"2026-06-05T07:05:40Z","type":"item","id":"Q5265825","labels":{"en":{"language":"en","value":"Static hedging of geometric average Asian options with standard options"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6467424"}},"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":"Q5265825$CB9A82CD-37AA-487E-BA68-A20A12531E1B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6ab91cb6156a0ba5475697afbe2e3ddb398020b1","datavalue":{"value":{"text":"Static Hedging of Geometric Average Asian Options with Standard Options","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5265825$BF4F491B-6881-47D6-B8D8-2B9E2FFAFFAD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"de38aabdb98c2e432207c567a578ef2aa12a7bcd","datavalue":{"value":"1320.91160","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5265825$6E4C0D8B-C1AD-48B4-9DFD-F4ED58D9677E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e8f721ea3b1e78abd3432c8a00b40f5555786f33","datavalue":{"value":"10.1080/03610918.2013.849736","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5265825$102C286F-3798-4A06-9F5A-A4B84B535AFD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2deba9126c8db92d2311ab1ca105809629c26202","datavalue":{"value":{"entity-type":"item","numeric-id":395760,"id":"Q395760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5265825$E481E317-4A1A-419A-BC93-09F557B78CF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e955a8f37700b2822fb17d55fc050f382c95b4cf","datavalue":{"value":{"entity-type":"item","numeric-id":249988,"id":"Q249988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5265825$3C88C7AD-C86F-492C-BE85-6422AA6C028D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"37c885637c8dac9dac9b2b85597ca77875da9e57","datavalue":{"value":{"entity-type":"item","numeric-id":652607,"id":"Q652607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5265825$BA3CD47F-1815-4D2B-815D-848386F3E008","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0fcc6dfddb909125a6d539031af65dde1e67b536","datavalue":{"value":{"time":"+2015-07-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5265825$D31D5C75-8E19-4961-8C1A-40D310912266","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5265825$72E43B5A-97A1-45E1-AC76-54E7E794697A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5265825$243E98E6-DE3A-4234-83BA-8DC393B8980C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5265825$C5711761-F0CB-499A-8A07-3A8195CC3097","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"419d6a3e95df2937dab2a3a0cb0980fbd987f5b7","datavalue":{"value":"6467424","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5265825$A93B42BE-1D3D-4647-8E3C-0BBCB7E59AD5","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2091ad33e6496377f021b5f4b5e954d3c7597ee8","datavalue":{"value":"Black-Scholes model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5265825$CB449BEA-BA04-4B78-B9E0-4AB607E45907","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23107887137a5ffc6399764942a090213218fca1","datavalue":{"value":"Merton jump-diffusion model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5265825$2E89AC45-64FF-4D0E-963F-5F3F2A139040","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f7cd97f95556fc14167d4f28bb3575d27122f3ca","datavalue":{"value":"Monte Carlo simulation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5265825$EB799A9C-8998-448D-94F3-46C227FC1896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c3d2d2ecadc8a09bc5bbf59d30e7899e6114cafd","datavalue":{"value":"static hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q5265825$F45819AE-7263-418E-8D48-639E5BD6091B","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5265825$E7096B2D-4628-44D8-A062-65036187C522","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4f41a7f5afa1bf89c90452fafc112fa0b05b3106","datavalue":{"value":"https://doi.org/10.1080/03610918.2013.849736","type":"string"},"datatype":"url"},"type":"statement","id":"Q5265825$C3030DDA-DCFD-47CD-B297-FBDA4A4FC333","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"30235658804a0bc51df73bbaa396983c58551b89","datavalue":{"value":"W2092297742","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5265825$F2BE76DF-123A-4DDC-B096-1CC1AE4A04E8","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"690d2e2fa3c40e1612ad82748583fec22cea8345","datavalue":{"value":{"entity-type":"item","numeric-id":5558293,"id":"Q5558293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5265825$02F4B86F-6D46-49B5-9948-40E570539993","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"77f53dce6204ecb757c018c86dfc412e4fb66b61","datavalue":{"value":{"entity-type":"item","numeric-id":1780760,"id":"Q1780760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5265825$3FEB2D81-333A-4C44-BD09-A1C8D2EE8182","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d54d3670ef3d14e3a9ac4720c5c84f215502396f","datavalue":{"value":{"entity-type":"item","numeric-id":1037576,"id":"Q1037576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5265825$A0AE2BD8-D625-4068-A78C-ED2C7BE750EE","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":"Q5265825$15B07E80-556A-45D4-9CAA-C74F3623EFB2","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"347af062b37a1f50efb17eccaa0e23edd8add585","datavalue":{"value":{"entity-type":"item","numeric-id":2438429,"id":"Q2438429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1bd1023a89098439e3f49a57e87120670f42da95","datavalue":{"value":{"amount":"+0.7978623509407043","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":"Q5265825$1BF49E6E-0A1F-483A-938D-D4CD3114F2B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b750a636a900a8b23107be77267f68e9f3b2f215","datavalue":{"value":{"entity-type":"item","numeric-id":5258450,"id":"Q5258450"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"566aea8178cec698641e68842b375de86593d422","datavalue":{"value":{"amount":"+0.796168327331543","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":"Q5265825$0F7E908B-13CB-4996-A209-8CD73ADE3BF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c22ead8e4d4199595f841a1866b7b54941659d1d","datavalue":{"value":{"entity-type":"item","numeric-id":2875730,"id":"Q2875730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"769a8fee9f9385f7e750d9a88deb0f1b00370172","datavalue":{"value":{"amount":"+0.7912577986717224","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5265825$BAB28DEF-C2B5-4FAE-AED5-CC1B4D8E802D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fccb3c0f9fa13c8c8299821d69ab15b668a1b0cd","datavalue":{"value":{"entity-type":"item","numeric-id":639362,"id":"Q639362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e8d9825262de68dbc7996477769b0aa493399e94","datavalue":{"value":{"amount":"+0.7890445590019226","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":"Q5265825$5F2F372C-A744-4892-AAFB-9F376E337FC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c1ddb82632cadb29cfd666bc0781eecae9d4b67b","datavalue":{"value":{"entity-type":"item","numeric-id":5042989,"id":"Q5042989"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6ccb68461901fbe785a74378970c25cac518056e","datavalue":{"value":{"amount":"+0.780754566192627","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":"Q5265825$4D20C462-7719-4C1E-825F-670FDAF43658","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Static hedging of geometric average Asian options with standard options","badges":[]}}}}}