{"entities":{"Q5369467":{"pageid":7399041,"ns":120,"title":"Item:Q5369467","lastrevid":101003645,"modified":"2026-06-05T23:39:49Z","type":"item","id":"Q5369467","labels":{"en":{"language":"en","value":"A note on a new approach to both price and volatility jumps: an application to the portfolio model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6792332"}},"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":"Q5369467$A4CDB17A-6CA9-432C-B260-D941059DB174","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"629132237fa05b45e09f41f7e904f9f41999313d","datavalue":{"value":{"text":"A NOTE ON A NEW APPROACH TO BOTH PRICE AND VOLATILITY JUMPS: AN APPLICATION TO THE PORTFOLIO MODEL","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5369467$3F993A51-862D-4C33-B509-C9A0120409C5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"649026ed60abd9ac162e94248cb7f6174c63f265","datavalue":{"value":"1373.60142","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5369467$6578BC15-7D27-46B0-AADC-0C4ABDEA510F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a8774cd4ce3ecf875c7a1c18912eba2b16843acf","datavalue":{"value":"10.1017/S1446181116000171","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5369467$23D39666-9301-4DBE-9A43-B9A9A2156C0F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"065bfde8af424a27fc694c6f69b7100175870595","datavalue":{"value":{"entity-type":"item","numeric-id":322678,"id":"Q322678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$D32F840C-2C42-4706-B67B-C6949B33C179","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"268a44bd8a086a12e18dd8f50b027265b4d2caab","datavalue":{"value":{"entity-type":"item","numeric-id":2702922,"id":"Q2702922"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$DC72BC3A-EF38-43E4-956D-1BE6901329A0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"eae4cdb5001296cfa1d627ad5453506a5832f064","datavalue":{"value":{"time":"+2017-10-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5369467$971359A1-742D-4935-90CE-E9A0C61F1F61","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5369467$CC42733B-D33F-4F19-B3D0-C62BC2C8E4BD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7968d01bdad33ab4a7b3ccfb63f9b921d28e7030","datavalue":{"value":"6792332","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5369467$91A0A47D-8699-48FC-82DF-7B4B769B5CED","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6eea67f2c79a060b18825a60fcb775e913e385e","datavalue":{"value":"jump diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q5369467$9176E38C-B7F8-40E4-BE78-744E9A5EE6E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5369467$F2D04B12-0A1F-4ACD-BEBF-81B370A7027A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ad346b95e27c3ee411106fd0b9ec9f4ceac33a0e","datavalue":{"value":"partial differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q5369467$65C3B506-5D93-41AC-8000-30370B7BA103","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"138261717134b4a73a4b661bd64a8f92ebe22fcb","datavalue":{"value":"Hamilton-Jacobi-Bellman equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q5369467$624CF92B-C207-4BD9-BFA1-E16E62D103C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cbfc4093d69f50373ca547a8ba96a191b35632f3","datavalue":{"value":"viscosity solutions","type":"string"},"datatype":"string"},"type":"statement","id":"Q5369467$7738605F-4EFA-440C-8DDC-08B1AAC82E8E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$C077E486-FB10-411F-9453-5B02F0F72F4F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"45c2638c702325e1139bb912ef7c75ad114d6fb7","datavalue":{"value":{"entity-type":"item","numeric-id":1024892,"id":"Q1024892"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$D05BE4A3-7515-443C-A2CA-916790DDE2EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea142fc76fe097206978f422ee8e2b78d03f51e5","datavalue":{"value":{"entity-type":"item","numeric-id":3427523,"id":"Q3427523"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$5FB88624-A9DD-4ADD-942D-8717E944044B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"726fa68235572324ecfc86811286f4138fee3af0","datavalue":{"value":{"entity-type":"item","numeric-id":2840144,"id":"Q2840144"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$D30D7F24-8F85-4ABC-BA5A-73CD5398C7E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f2523a2265fc0bdf24f2cb3a8f2a2a42bd4f1f6","datavalue":{"value":{"entity-type":"item","numeric-id":2247913,"id":"Q2247913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$ADA378FA-BF77-4DEA-A461-B33896BE2146","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"609855a8aeb2bf0db6c40ccd7b70a472175d87fc","datavalue":{"value":{"entity-type":"item","numeric-id":473885,"id":"Q473885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5369467$E3B5A2EE-E55F-4D47-9192-8BE9EDB696E3","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3fcdb1541d98762e22863b0987ca3746f5ac060c","datavalue":{"value":{"entity-type":"item","numeric-id":2867605,"id":"Q2867605"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2aff26c9fbb6e791b522fe6a6fee7132e6f140b1","datavalue":{"value":{"amount":"+0.7764869928359985","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":"Q5369467$E0A5F543-65AD-45E4-801E-4233461EF225","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"70fdf48de059fbbd1659fe149573cc42c357a3ef","datavalue":{"value":{"entity-type":"item","numeric-id":4581812,"id":"Q4581812"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f4a54f8ff300dfbd75bfb4ca67f5f067f708ec50","datavalue":{"value":{"amount":"+0.7610712647438049","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":"Q5369467$9B446B28-BB23-4F05-A544-C38515B9E4A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eadd8e9b03dad1fb6c8f4d7cb7e4d85a528c2d4a","datavalue":{"value":{"entity-type":"item","numeric-id":2884610,"id":"Q2884610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f4f089fec6d1065f4435e0eaf6bcf3c3f6dd11b5","datavalue":{"value":{"amount":"+0.7553186416625977","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":"Q5369467$335D0A3F-BBDC-4D94-9ECF-8EF6CC1D807C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0a63f889330c6b6b2ed6bcc95174c2af34e8aec8","datavalue":{"value":{"entity-type":"item","numeric-id":2386341,"id":"Q2386341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a077ea8d5f4769bf5b21f4bb6388a31aacde8f8","datavalue":{"value":{"amount":"+0.7531594634056091","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":"Q5369467$4CC6D232-0B7C-4B66-8355-BB7B2BE40E09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ae105ca471ecbc1800ee2803d02747738fdb555f","datavalue":{"value":{"entity-type":"item","numeric-id":5297396,"id":"Q5297396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1190a6b8125030e402cebf182b58fc6a9e22683","datavalue":{"value":{"amount":"+0.7484397292137146","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":"Q5369467$4C5145F7-4A48-4356-B885-DEDF3D546610","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A note on a new approach to both price and volatility jumps: an application to the portfolio model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_note_on_a_new_approach_to_both_price_and_volatility_jumps:_an_application_to_the_portfolio_model"}}}}}