{"entities":{"Q5382670":{"pageid":7412244,"ns":120,"title":"Item:Q5382670","lastrevid":101107973,"modified":"2026-06-05T23:53:51Z","type":"item","id":"Q5382670","labels":{"en":{"language":"en","value":"A robust tree method for pricing American options with the Cox\u2013Ingersoll\u2013Ross interest rate model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7067501"}},"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":"Q5382670$B42B6086-AE62-4D97-AF7D-51EB45E5A72C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"14fdf53375ad121998c06bf6de0795c5c3082875","datavalue":{"value":{"text":"A robust tree method for pricing American options with the Cox\u2013Ingersoll\u2013Ross interest rate model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5382670$AF489706-72C0-4B66-8DDC-CFD4AC9863C1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9eaecb7eda1167ce0fae87ba763690d0e32bfb2d","datavalue":{"value":"1433.91167","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5382670$120EF408-2393-4C6F-A3C6-B25F24842FE0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2aff673b7cac8e8af0f9d475c7f7faa954fb401d","datavalue":{"value":{"entity-type":"item","numeric-id":2929370,"id":"Q2929370"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5382670$7287024A-2BB8-4DE9-A536-9A7FE9D6DC65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"119d2ea4a1ba3bfb10fa2bb376613bd8b359292e","datavalue":{"value":{"entity-type":"item","numeric-id":220898,"id":"Q220898"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5382670$2B9B4EBA-FEE3-41CA-B17D-B7A36DE94AC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"90c8d0999693872544168b8f4a2e59c7c0e24450","datavalue":{"value":{"entity-type":"item","numeric-id":545526,"id":"Q545526"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5382670$14645876-702F-4714-BB31-0405D519676A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6be3581c9cb316952c3e133da662b331ca7aaefe","datavalue":{"value":{"entity-type":"item","numeric-id":2725035,"id":"Q2725035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5382670$F15E6500-A1BF-43DB-BF4F-60FB8C467CC4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"001edf23e586a650fb6b34425b0aaf644eda2260","datavalue":{"value":{"time":"+2019-06-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5382670$384FFD1E-1E85-47CF-97E8-11F872E73FA0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"34de8e392ac2d15d23b068477375eb4378a3653f","datavalue":{"value":"https://arxiv.org/abs/1305.0479","type":"string"},"datatype":"url"},"type":"statement","id":"Q5382670$181DB9D4-A465-4CC0-AA65-EBCED6D559FD","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5382670$F776EC87-0605-416E-9A8B-F8640EEA699C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5382670$0F838D3F-6ED3-4B52-947F-F32CD8666933","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5382670$A2E4E427-74D9-480A-A311-25E7381F2389","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a5a9f1ecc2cbdc06b45bbbd6a256096ae93bc640","datavalue":{"value":"7067501","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5382670$EAC33D1D-209C-4B2A-8FDC-130335892FDC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q5382670$A4BB4166-1443-49B9-976C-1756CCDA4AE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ca8ecee48b577e425c1cca1f7bb5c677c0dc1000","datavalue":{"value":"tree methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q5382670$0C669E60-9F29-4AAA-97AA-737F4CD3E299","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"505a360db4066e14dac13a023a58d32d6519afaa","datavalue":{"value":"Cox-Ingersoll-Ross model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5382670$4936859D-9D7F-4D9A-BDD7-4557B3B1CCE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80bf1264ea55a27d69b87752b4342684c6405e63","datavalue":{"value":"stochastic interest rate","type":"string"},"datatype":"string"},"type":"statement","id":"Q5382670$97E6FB3A-BC5E-4B9F-8D50-3403BECFE1EF","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":"Q5382670$8DED0BD9-A3E3-4CC3-AD0D-FFCC4D8F1439","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e8464a78e954a1d834bea94baa0e35b4f5958c6d","datavalue":{"value":"W1482679775","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5382670$F504595E-10E1-478D-A4B9-50338661C33D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dcb5ba408e6c360f94048d63cde62a05ea9d8d9c","datavalue":{"value":"10.1093/IMAMAN/DPT030","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5382670$AE7340AB-9752-45CB-8B84-A526DFD97782","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b113677573ccada0f6e6ff3e83ca1639177d7b3c","datavalue":{"value":{"entity-type":"item","numeric-id":3639923,"id":"Q3639923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"031b3bec06b97669a19d23ccd2ef45e7f2ca8d0f","datavalue":{"value":{"amount":"+0.90575886","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$DBECC927-F77C-4A3E-9224-F063008B834C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ed559a596bc72f21b6d306ac46ecdbde866cae4c","datavalue":{"value":{"entity-type":"item","numeric-id":5318889,"id":"Q5318889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cd80c4167169f8aff089ccca014e041723a1c9b3","datavalue":{"value":{"amount":"+0.89026463","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$3062117D-BA5A-40C3-930B-CBCF6759AA2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e45831d0a271bcad337f4f6b648d717834277230","datavalue":{"value":{"entity-type":"item","numeric-id":2088436,"id":"Q2088436"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f62b9a5c556973614290c20a31ac6c1014079f34","datavalue":{"value":{"amount":"+0.8627562","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$345142C3-DC9A-45EB-894B-3952CF1FF6B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a1f7d9e18ef8be17964b6b1376b2e73bf5c6d8bd","datavalue":{"value":{"entity-type":"item","numeric-id":2893069,"id":"Q2893069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2b9ce4c7cb85b57bce2432c0d59dff6196bc639c","datavalue":{"value":{"amount":"+0.86207455","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$2E431181-36F7-439B-A926-6642EF0F93EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5a23cad1c7151ace0d2cd6add6606a52fc69dfe","datavalue":{"value":{"entity-type":"item","numeric-id":1718063,"id":"Q1718063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e63fd9e57a25de698bb8de171fb6b20cd15fd52c","datavalue":{"value":{"amount":"+0.86172074","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$73125ED9-BE12-4079-BCE2-2125D08B231B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"acfe0ecd36c0f30ce261849bdc4f0287b1eeb174","datavalue":{"value":{"entity-type":"item","numeric-id":5464338,"id":"Q5464338"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f96ee733389a59177f766cbe1c67db46a70a0ea4","datavalue":{"value":{"amount":"+0.85837215","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$673E0C75-2AA2-43AE-BBE6-BFA0AC932CD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b443dcdf1960d549f6842c90c11855b5bfcc53c","datavalue":{"value":{"entity-type":"item","numeric-id":2893070,"id":"Q2893070"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d63c4687e902843e44c72238d7e12d6c844f4ba7","datavalue":{"value":{"amount":"+0.85617864","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$2270ACC7-254F-4691-BDAD-DAD350ABA0F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c9f096ace1154b209a7c85987b8521b88f857408","datavalue":{"value":{"entity-type":"item","numeric-id":2381353,"id":"Q2381353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3e0e58d0dd18c2c720ff82ed1ed346de6c8d90ff","datavalue":{"value":{"amount":"+0.85513806","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$0C4D02AF-26F0-4D48-B8A2-6BCDAC7B2D73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"74f313dd0faa950c96b8fdda4c22894065e4703f","datavalue":{"value":{"entity-type":"item","numeric-id":3179119,"id":"Q3179119"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9e664c614033b8be43bb88385e6e5e9b673efb2","datavalue":{"value":{"amount":"+0.8543694","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$5F6B38F3-BBBD-4CAF-A219-B2A81F9543DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"011862d885d5abf0ef7bfcbbb47fe505c88e9956","datavalue":{"value":{"entity-type":"item","numeric-id":2804506,"id":"Q2804506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6843d3752128971a72c704e169bddfc038aac9e5","datavalue":{"value":{"amount":"+0.85409546","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5382670$02C38462-0DA6-43A4-A1E7-E71FA6F53140","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A robust tree method for pricing American options with the Cox\u2013Ingersoll\u2013Ross interest rate model","badges":[]}}}}}