{"entities":{"Q5363112":{"pageid":7392686,"ns":120,"title":"Item:Q5363112","lastrevid":52919756,"modified":"2026-01-23T19:43:36Z","type":"item","id":"Q5363112","labels":{"en":{"language":"en","value":"On cross-currency models with stochastic volatility and correlated interest rates"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6786426"}},"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":"Q5363112$3C882FD0-2635-4C61-9117-AB3438727A98","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"eed8d5355a05040856d5af1dc11e453db345a9d8","datavalue":{"value":{"text":"On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5363112$16F8878E-353F-4AE7-9F41-0BC93D1C8C4A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7be12e6e5f163d794854c6a1cd50fb3fd748ce5e","datavalue":{"value":"1372.91075","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5363112$AEFD7BE4-BE1A-460E-A1C9-D081A92BECBF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b80d5db8b53b4e8a9864ec1d28d3f995f24eb345","datavalue":{"value":"10.1080/1350486X.2011.570492","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5363112$E65CA615-18DD-4B0D-B96D-BDE6B185642C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7835d364b67593098617f7e53437fd29c8ccebd9","datavalue":{"value":{"entity-type":"item","numeric-id":465087,"id":"Q465087"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5363112$3161F1D2-55DB-4C36-8566-A250E604E041","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"df5b684d197c2aa17c77d380cdb87ac47a4a9a34","datavalue":{"value":{"entity-type":"item","numeric-id":592663,"id":"Q592663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5363112$196EB1A2-5F7B-4A49-A6D2-BD6D888829EA","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":"Q5363112$584DDA94-1A3B-418C-BD28-DE0EBF5D80BB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7be6e486ba98ac1c66d0c460f9b0cc5284ea28f2","datavalue":{"value":{"time":"+2017-10-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5363112$C940C67B-33F4-40CF-8872-DA54E50B2D25","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5363112$4062E434-DC3B-4FA1-97E5-C96C195A6039","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5363112$CD8BB9FE-016F-456F-8E53-876A2127E4B9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"92f4deb39d4e106b7c179c60cd4aaf2b8210048e","datavalue":{"value":"6786426","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5363112$84574903-C29A-4EB0-9E68-874D5B22A872","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"acc1cbde35bb8cd1909bea8774a22a6429f79160","datavalue":{"value":"foreign exchange (FX)","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$B7A2CB27-89DA-4CE5-978B-7E1A91E46A02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$E2D0407C-9F1A-4EFC-B626-3487D8C129D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00a6f1229ea76564fc27edc7ddd8d080f49170d1","datavalue":{"value":"Heston model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$C7AE16CE-BC0E-4BE2-9D59-E14791E87002","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8fdc5177978f02028643ab75b9265254c8333f9c","datavalue":{"value":"stochastic interest rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$DE9BB67C-C33F-40EB-B675-A612973D57E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"07aee48f313190b661823a5333995655bc951716","datavalue":{"value":"interest rate smile","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$9BD80F1B-E7D7-41FE-84E8-9BC5C193C9A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5bf5e1b6f746985236c311ee0e163ed9ca7b1b92","datavalue":{"value":"forward characteristic function","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$0702CE2E-0ACA-476E-B4F2-CE2B6F93ACD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2a630f075696403530f8f0ef9bd1ca83ac820aed","datavalue":{"value":"hybrids","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$4E18FB69-EF0D-4B08-95C9-C06E39DDBDB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"57ef9b2000899ef444bf380b38743e6b52d5bf9c","datavalue":{"value":"efficient calibration","type":"string"},"datatype":"string"},"type":"statement","id":"Q5363112$218D1964-FAFA-4F97-98B1-C14330C2189F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5363112$B82BDC17-8154-4B8F-B691-A036D7A01E1B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9e71e13ca809f73760c9ad6ecbdab54d5219acd3","datavalue":{"value":"https://doi.org/10.1080/1350486x.2011.570492","type":"string"},"datatype":"url"},"type":"statement","id":"Q5363112$848B3767-D60E-4CE4-BA5E-197BC6BDA4BE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"579104c77bebeabbe2fc5c276727d0295c2bd356","datavalue":{"value":"W3123515469","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5363112$ABDA1FD8-D1E9-4114-BAE0-EC12B90FEACA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d01af816ec07b19e0a94ef132f8383db6344ddc2","datavalue":{"value":{"entity-type":"item","numeric-id":2940769,"id":"Q2940769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"835ba57ea7264cf2c384fe11b41fa0459d63ef3c","datavalue":{"value":{"amount":"+0.854992151260376","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":"Q5363112$58C30834-DC60-4E6A-B680-8960A3AA846B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"52c355da3f18cd55b381fb9b65a7986ea9d4a8d6","datavalue":{"value":{"entity-type":"item","numeric-id":3437405,"id":"Q3437405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7f3b296f1b0136d2b6818a487cec03305951e00f","datavalue":{"value":{"amount":"+0.8011270761489868","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5363112$F60744C8-D26F-45F4-82F4-5BB4CDD8E216","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c20b8a473a75c57ed80db2ee29ced19dd301dd5","datavalue":{"value":{"entity-type":"item","numeric-id":2996525,"id":"Q2996525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"30532ba6ea5aa65f9bc27e84ad7cbcfa5ca4066b","datavalue":{"value":{"amount":"+0.7992251515388489","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":"Q5363112$FE95B770-EAF2-483F-BE28-C0563F5E1106","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"59773e0b2b58814ebf0f6e99789dbd08f2e85d8e","datavalue":{"value":{"entity-type":"item","numeric-id":3005819,"id":"Q3005819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f0e1502aaeedba8f64fe4e5321932ba3e4ae9ef8","datavalue":{"value":{"amount":"+0.7982473373413086","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5363112$E4DF0D56-C9B8-4099-8278-B377AAD4424A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8d7cd5c2e8e11c16635ac7c00fc81b6f929f236d","datavalue":{"value":{"entity-type":"item","numeric-id":3005360,"id":"Q3005360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"33d1e70410e47a70dbaa14e2915034d87a7e3fe1","datavalue":{"value":{"amount":"+0.7971434593200684","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":"Q5363112$6AF9E8B5-D607-49A2-9FF3-90F3F2EE70D3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5363112","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5363112"}}}}}