{"entities":{"Q5312582":{"pageid":7342156,"ns":120,"title":"Item:Q5312582","lastrevid":41201570,"modified":"2025-04-19T00:44:53Z","type":"item","id":"Q5312582","labels":{"en":{"language":"en","value":"Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2200810"}},"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":"Q5312582$76EBBF15-C452-453A-93DD-895C3CC433E5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"defdf7489ae2ea356f9d5dc6f7d030a9bab39f7d","datavalue":{"value":{"text":"Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5312582$4A37834E-8F59-48D2-984D-EB210F2EF992","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2dce6f96e6a75226a5fb3ac53d2744d0c506c007","datavalue":{"value":"1162.91370","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5312582$60B61351-6F74-45CF-8443-45AAB28FC3EF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"95622a84e7449e4750c3b32050c506ccb5fc8340","datavalue":{"value":"10.1080/1350486042000297261","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5312582$B5B56D69-662E-4130-9E4C-0C87226F40EB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"92703a13a0eb63bf458cb8ce0fa71a621a271a59","datavalue":{"value":{"entity-type":"item","numeric-id":375492,"id":"Q375492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5312582$6D071C53-A725-42A0-AFA3-0D4991112CAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d3cd805ad1d9b0a447adf978a966d0ecea0e1702","datavalue":{"value":{"entity-type":"item","numeric-id":5312581,"id":"Q5312581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5312582$3198F327-74A7-4D13-98D0-024A847DFC24","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69652329064f5ea09f5fb77f6fa79fef9a708ba8","datavalue":{"value":{"entity-type":"item","numeric-id":2786203,"id":"Q2786203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5312582$E846A922-34B7-4AF7-B5F8-C6507BB511C3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"585f98265f5c4948a09eec5bddc6081350115d55","datavalue":{"value":{"time":"+2005-09-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5312582$91A039C8-3D07-4E6D-BC45-6509AE018E12","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"78a275d4f5909a4cecb367a2bb38b5c55b54e07e","datavalue":{"value":"http://ntur.lib.ntu.edu.tw/bitstream/246246/83595/1/21.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q5312582$65A4B7D2-A342-443A-8686-C3F775B6B214","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5312582$5AB18F85-23C6-4D7D-97A5-2417B277B171","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9019bab41972d58f45f20833d999e63adddfafaa","datavalue":{"value":"2200810","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5312582$6F2C2878-9840-4850-921F-10C514C357D5","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e58fd7f3723a4ca278132c2de70ec4677681d3c6","datavalue":{"value":"Equity swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q5312582$D3F56403-2A86-49C4-9A1A-2BC5EBF7E51F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6b4f232d9bc4c9c935f21ebe64f64864164dc70","datavalue":{"value":"term structure of interest rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q5312582$796A00BB-8BEB-4806-83FD-54B77C395D75","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e54fb84695b3a445e594efad76b61d3b80463f9e","datavalue":{"value":"risk-neutral valuation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5312582$074631A1-1DB8-44A5-9EB1-C58900E92F91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"29af45184080ae0f629df467ca799b81f61596a4","datavalue":{"value":"arbitrage-free pricing model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5312582$300DC1AC-D780-4A6A-9131-C71BE73ACA4B","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":"Q5312582$4370158F-0F0D-4EF9-9D5C-849588840D09","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0ca4579bdc11930b255b00edaa63e25cc457ba06","datavalue":{"value":"W2093401557","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5312582$A6218CDB-5E52-4940-B38A-D13086C0CE8E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ac1179a2db76154776e70f6f5f0017920900cc2","datavalue":{"value":{"entity-type":"item","numeric-id":4006256,"id":"Q4006256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5312582$0795F9F8-2A01-455F-A556-C7B413BC4BB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b9bed8f116cc4bdbea5abc82a604fb371cfb228","datavalue":{"value":{"entity-type":"item","numeric-id":5374082,"id":"Q5374082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5312582$62A9E52F-1528-4411-9C42-FFE659D52547","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"920f6e5c8c97f784504e541ea974567f5c4ea86b","datavalue":{"value":{"entity-type":"item","numeric-id":3176521,"id":"Q3176521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7518a48af52d36b7abe9787ab27552259f7ab3eb","datavalue":{"value":{"amount":"+0.9181274","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5312582$F1B7AE3E-2CE9-4F87-9898-FEA5FEB16D66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0f4246f163917be1962882ec5456673b33225a64","datavalue":{"value":{"entity-type":"item","numeric-id":3626036,"id":"Q3626036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ea2cde107be5ea353edef0a2015b6505a65d6462","datavalue":{"value":{"amount":"+0.9121327","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":"Q5312582$532E6D39-45E5-49A3-AC23-169A17CA21A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3b01eb8daf6da761088eb2bc26b9852ce1a72c8b","datavalue":{"value":{"entity-type":"item","numeric-id":2170340,"id":"Q2170340"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dddc03b9848744b4ac1b2d6b423dd923e1fdab04","datavalue":{"value":{"amount":"+0.90801173","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5312582$DD8DB40B-289D-42C2-BA09-97C5B5C86261","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3837d93d272d7b76af272f5584295b27e87ae3e6","datavalue":{"value":{"entity-type":"item","numeric-id":671068,"id":"Q671068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1ebca2cd079c53ab3f26eb9dd07f78d3ec80caf","datavalue":{"value":{"amount":"+0.894752","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":"Q5312582$2685FBA2-AF8C-4D9B-9B17-99B371EAF66E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"366c670079d2c05cc4bea42f715a8c1e605f03fc","datavalue":{"value":{"entity-type":"item","numeric-id":4555143,"id":"Q4555143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"15c42b88d1b43eb3832df431287b6df0753e24fb","datavalue":{"value":{"amount":"+0.8880168","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":"Q5312582$8FC60654-B5B4-42D5-9E42-3F57771B7C44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"289f698db4d1bc7e2e82f522704549cb063147ba","datavalue":{"value":{"entity-type":"item","numeric-id":5384679,"id":"Q5384679"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1e3a903343bbbf97a22db440725ab1b03d16e6b1","datavalue":{"value":{"amount":"+0.88532656","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":"Q5312582$4F72EA1C-7D95-4488-9A7B-59037EBCAB3B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f1931ba6cbb231a53dfc8fbc48e5dd3295107e0e","datavalue":{"value":{"entity-type":"item","numeric-id":2164576,"id":"Q2164576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f8550e584e2f283fc8773be63c203a97beec2690","datavalue":{"value":{"amount":"+0.88327825","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5312582$F2A2214C-B6F5-455C-90FC-0D1054F1FCC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5494bb3fa9485cb09b196e18018974844bb77b08","datavalue":{"value":{"entity-type":"item","numeric-id":5506189,"id":"Q5506189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1723b613288a4926b575fdc5314c0786aa94a816","datavalue":{"value":{"amount":"+0.88273","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":"Q5312582$5B5BF229-10CD-44B4-84DA-68A5C49F2ACB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"af0d93215f2e92ccfb80437af06f67f46cc3c48f","datavalue":{"value":{"entity-type":"item","numeric-id":2148174,"id":"Q2148174"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"adcdd6d01898f989aa74ea7113a1112945b1ced6","datavalue":{"value":{"amount":"+0.88166785","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":"Q5312582$06CDDF4C-5B8C-4E9F-8C87-D8D5859144C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9731b7036452ba37511c362a1df8d0f512aa5147","datavalue":{"value":{"entity-type":"item","numeric-id":3515754,"id":"Q3515754"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4111e521df013e65b82d572526457804fc9debc4","datavalue":{"value":{"amount":"+0.87931323","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":"Q5312582$60625032-C679-4B98-8B3A-3246EDD7AA58","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5312582","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5312582"}}}}}