{"entities":{"Q5386318":{"pageid":7415892,"ns":120,"title":"Item:Q5386318","lastrevid":50354996,"modified":"2026-01-13T21:25:25Z","type":"item","id":"Q5386318","labels":{"en":{"language":"en","value":"A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS UNDER GARCH MODEL"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5274474"}},"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":"Q5386318$56295289-8563-42DC-9782-1BFF6AAC892F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"455862b2a2f25e7c6ec09d3f58d7b02d68bd064b","datavalue":{"value":{"text":"A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS UNDER GARCH MODEL","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5386318$FE9A7238-E211-4386-9E0B-9E8A2A0462F7","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a4d6929f9572e940e8fa6297aee22b229f512f6d","datavalue":{"value":"1134.91462","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$DDB7FB7B-8E62-44AA-89CD-A4EB66F14CCB","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"09e53bea8cf285bf0369e98622d6f494aff9c768","datavalue":{"value":"10.1142/S0219024906003986","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$3F30D4D0-5EEE-4678-A793-95F55C964D82","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"51a7aeffb0d20234425530e5b02772e8e9151783","datavalue":{"value":{"entity-type":"item","numeric-id":1003968,"id":"Q1003968"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$200CBCE4-23CE-4356-B556-40AA56EA06BD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$240820CD-C2E3-4613-BC68-C37FDD131C7C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"197a22e98db84c6d9ea60e98af5a32c35ab992c8","datavalue":{"value":{"time":"+2008-05-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5386318$AF2D2681-6D0C-4E0D-8A55-EA7447851BDA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$8388D873-AC93-446C-8C03-563F2A2A6A8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$95972194-05D4-4B7D-8BBE-26654663FBD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$7CB0026A-C160-407E-83B6-96F58101E48A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$739157AB-44CF-4E9B-B9D8-8DD9E7C9CDA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0b4fa5b59eb6fe6e43618f9e005f4a49f4390971","datavalue":{"value":"65K05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$7685FA1D-7756-439B-B54C-76334EBAEA88","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9865365c729f70642593280b08c1eaf04258873d","datavalue":{"value":"5274474","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5386318$27934EBA-5B63-4978-98D1-755790A696DE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e200a3928532091c3a03c6b3164f6348e05c6572","datavalue":{"value":"GARCH process","type":"string"},"datatype":"string"},"type":"statement","id":"Q5386318$4E83A853-97B7-4723-8571-8EE2876A36DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c02d64aeecd2d6cc227313ca2f0c617743b8b07b","datavalue":{"value":"heteroscedasticity","type":"string"},"datatype":"string"},"type":"statement","id":"Q5386318$952E4F16-929D-4EE8-97FD-DC83A310DC2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a929c98aa58223e3c155fff030d6be624af824bd","datavalue":{"value":"Asian options","type":"string"},"datatype":"string"},"type":"statement","id":"Q5386318$541BCDD6-7440-4151-9A75-1678F463366F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q5386318$816428BB-DAB0-4D43-96DD-24EAF43566D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d82cfa81638332a8c825bcbbd9d7f7f9c0c45be","datavalue":{"value":"dynamic programming","type":"string"},"datatype":"string"},"type":"statement","id":"Q5386318$8A2D02EE-A193-4EF2-81DD-8E4F9805167B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"60c6091059478d463790790805938822f3fffbb9","datavalue":{"value":"piecewise polynomial","type":"string"},"datatype":"string"},"type":"statement","id":"Q5386318$C050B29C-6273-4F5D-828C-85109616AD52","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":"Q5386318$8FEE9E17-46D0-4B70-8988-616EE8CAA3AC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"267a2bf224430d9a4036ede85e180e3df172646d","datavalue":{"value":{"entity-type":"item","numeric-id":3114780,"id":"Q3114780"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$7BFDEC0E-E7C9-49C5-9B6A-4CFC7A006A9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$37606926-86DB-4C7D-9FAB-8AE75FF4AAFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$5064FE47-44D4-4CDF-83DC-D06681D67BB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56fad00ef4a07491ba304a924bc19d8a5132595f","datavalue":{"value":{"entity-type":"item","numeric-id":3125789,"id":"Q3125789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$B7ADE27A-FCD8-472A-BFA2-D577C6A86500","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b48660bd5d5a3454419cdd3a11d444238eab5825","datavalue":{"value":{"entity-type":"item","numeric-id":5941429,"id":"Q5941429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$71057BE1-9D92-430B-BEAE-7C37FE631970","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$31F7C91C-F8C3-445E-B9B0-00AD7694F544","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d4bbbc4a48fd76d01eefdcaade94f274721b2d8","datavalue":{"value":{"entity-type":"item","numeric-id":1162768,"id":"Q1162768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$0E4D2471-D8C2-4552-AEDA-CC097894D210","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"613b996c2ca56c76fbbf12ebcd5744b30c5716f6","datavalue":{"value":{"entity-type":"item","numeric-id":5374081,"id":"Q5374081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$6480F1A1-39BA-4D24-A762-1C516B2BBDBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$530CB94D-0E10-49E6-86F8-6E0F6112E93E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4347f720b3a0f647b5cc9fd62ad6c0d5fc1dd6f5","datavalue":{"value":{"entity-type":"item","numeric-id":4866783,"id":"Q4866783"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$B71DC1F1-651E-431D-A5DB-629CE0FB2EFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2890deb3613c1ab9f18bca34a35c4935b80a5f62","datavalue":{"value":{"entity-type":"item","numeric-id":5445942,"id":"Q5445942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5386318$E396E143-38B0-400D-B5E7-23A8772BAB69","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"51296c4dcd5b142c5b54d6e232446b7d19312d21","datavalue":{"value":{"entity-type":"item","numeric-id":5941429,"id":"Q5941429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c0d1649963c33358c884be4fc076ac3f308551fd","datavalue":{"value":{"amount":"+0.8288185596466064","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5386318$C1A62574-C0BA-4DE7-A2C2-FB5083988294","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6db91400c25e51e2b41aba3d34b6ac6aa2d9d27b","datavalue":{"value":{"entity-type":"item","numeric-id":3117795,"id":"Q3117795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"05766c47dac1e0707e694b9c881fa65236309615","datavalue":{"value":{"amount":"+0.8165155649185181","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":"Q5386318$4ED59032-1C2A-43A2-93FB-8F11C7AA2858","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1d3b72025ec47ffe32adca5f5985d21a4688577f","datavalue":{"value":{"entity-type":"item","numeric-id":741895,"id":"Q741895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"77d9ccb5ad334a7922c59a560251fd0ff16bcbb4","datavalue":{"value":{"amount":"+0.8112697005271912","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":"Q5386318$46B1F5AF-C717-4FB7-8744-EF9B4B5FD102","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"30dfe52729e727de0155c9c9a1d09c730817fee3","datavalue":{"value":{"entity-type":"item","numeric-id":3125789,"id":"Q3125789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7bed3c78da63dd5398c2be7440a3ba38ffcc087a","datavalue":{"value":{"amount":"+0.8022413849830627","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":"Q5386318$7FC86F85-2360-46B4-B883-D0F9CD9515FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"766d8cef3ef480b8da317ac15e792edce8ca87d5","datavalue":{"value":{"entity-type":"item","numeric-id":1600540,"id":"Q1600540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"764279ae6db19df6f375cd1004832831ba517d30","datavalue":{"value":{"amount":"+0.7995120882987976","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5386318$F0DFD7FD-5554-4EB4-AC6E-8D8C231CB2AD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5386318","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5386318"}}}}}