{"entities":{"Q5403254":{"pageid":7432828,"ns":120,"title":"Item:Q5403254","lastrevid":75495502,"modified":"2026-04-19T06:40:34Z","type":"item","id":"Q5403254","labels":{"en":{"language":"en","value":"A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6273967"}},"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":"Q5403254$24D5E20D-BF2B-4858-ACED-4E9556342732","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a1dceb87f88a5781e00ce9ea6e50e8540dd09946","datavalue":{"value":{"text":"A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5403254$28E0EC70-A6C4-4EBE-A2A4-410B295A495F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0348e808c54742619274dbb105a2b7299c3bff97","datavalue":{"value":"1292.91184","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$58E89396-A229-49A4-AE5E-5476A8663193","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"fd877a596af42d912a97b5293e46ced9a5f561da","datavalue":{"value":{"entity-type":"item","numeric-id":508290,"id":"Q508290"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5403254$66A0275D-5E32-4DE6-B1AD-BB05694A2436","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5d985872383c6bb87b028d99425084c39aa8b12e","datavalue":{"value":{"entity-type":"item","numeric-id":343127,"id":"Q343127"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5403254$A4DFCE13-9638-47C9-9856-5740BACE89B9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"dce5c9cb706ee9693896c28948059f8d889bc04e","datavalue":{"value":{"entity-type":"item","numeric-id":2923237,"id":"Q2923237"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5403254$9714A2D0-FD7E-48EC-A432-8E8ABFB2BA2E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"dffee03b61d790552fa728bec5833993c2eb4588","datavalue":{"value":{"time":"+2014-03-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5403254$C74D2F54-0F88-48C7-9D1E-F0B29EDC78DC","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$467D941C-06ED-4C4D-9DC9-ABC3E1BA9F64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f822a13f8963588f02f71ad3c732f8c58fed9f8c","datavalue":{"value":"65B05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$2D199F31-E694-483C-8C36-1E5EFFC95825","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d03906af9401d3cb0de9aae29b67fdc33cb30d53","datavalue":{"value":"65M06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$0DC99B48-44FD-4BB3-845E-DFE510890864","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$ADD9E5EB-99D3-4A05-B2C6-FBED1C14D1B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$7600B0B7-71D1-4B92-8CDC-3D1B1E202B79","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bd94cff7abaa0bda47ab0a2114e64f112c5f4da4","datavalue":{"value":"6273967","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$6E807197-7560-4621-B14F-D6DA6A31C40D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q5403254$D604A99A-C4A4-4912-A6FB-752019467C03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23b00be64add03e834d7be0d2b5358f15297d85c","datavalue":{"value":"implied volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5403254$43E7324B-82E8-44EF-AD7D-5E32FCE866E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48aa61d5933eeb16ac5ea82cbc26412f6e2bb4d3","datavalue":{"value":"finite difference method","type":"string"},"datatype":"string"},"type":"statement","id":"Q5403254$71B3A547-07B3-4898-B724-B213C982D23E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4a69db8e0ac176acfc5a82cbf6a47476a55d57d","datavalue":{"value":"Richardson extrapolation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5403254$5C916796-8A9A-4E78-8943-3F0C469F0B13","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":"Q5403254$97B2A058-7BE2-4A1F-AFD3-1EE7E0F9151F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d95068f1ecbd690ec042e481dd78841be9a78531","datavalue":{"value":"https://doi.org/10.12732/ijam.v26i2.7","type":"string"},"datatype":"url"},"type":"statement","id":"Q5403254$869FBAB2-A475-4DCB-9C0B-79F5C07595A7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"aeb735214b598e004b4e8da101a8ce2068125365","datavalue":{"value":"W2134188583","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$32231153-1382-439F-B633-AF04E212C59B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"98d6b903bfcc880edcf95d40d6cb8d53497fe97a","datavalue":{"value":"10.12732/IJAM.V26I2.7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5403254$7A254580-D1E1-4506-8344-ABC7679E474D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85588978485cad19b4de54f3a62542197ba2594a","datavalue":{"value":{"entity-type":"item","numeric-id":1619383,"id":"Q1619383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eb120cdebe0b0edf0a34943d95ff0f203681d595","datavalue":{"value":{"amount":"+0.9255252","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":"Q5403254$91B2BDD9-A91B-457D-8854-4D7E3D80A499","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c5dceacfa0a73c8940a85fd9c808c4f30045c265","datavalue":{"value":{"entity-type":"item","numeric-id":5257012,"id":"Q5257012"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1e138cee89e167e2dc4917a9e724235a3ee5105e","datavalue":{"value":{"amount":"+0.908847","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":"Q5403254$1EDCC73C-12A3-4A37-81EB-7416BD4155C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"433a81e020ae2194e34a6e572b07e96140f88b32","datavalue":{"value":{"entity-type":"item","numeric-id":3652695,"id":"Q3652695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35b3dd72a79c9a9e23c938db3064a53594cf330e","datavalue":{"value":{"amount":"+0.9016433","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":"Q5403254$437C96FD-3CDB-4B7A-A8FE-77A08EA0ED79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d42f2b4ca1409b0063e1de7a2bcec65596e25a2b","datavalue":{"value":{"entity-type":"item","numeric-id":5438239,"id":"Q5438239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3956eec29eba30c24646c15c0bd0049aeeb112a8","datavalue":{"value":{"amount":"+0.8999395","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":"Q5403254$59622B94-BBA7-418C-B950-7AED403A4E34","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4fcfedd3e418d59dc137b0e063114c85b13feb05","datavalue":{"value":{"entity-type":"item","numeric-id":970136,"id":"Q970136"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5693e1e5257dbe3f909f01d662263bb469a78b75","datavalue":{"value":{"amount":"+0.89877236","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5403254$EA4D7422-F83F-405E-8BB7-26CA9A42F489","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"27f4317cbdf0922d92fb5bb51cc310a972d75433","datavalue":{"value":{"entity-type":"item","numeric-id":1793314,"id":"Q1793314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4c171bdf39bce257468e801a112809e2259b28a7","datavalue":{"value":{"amount":"+0.89865893","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":"Q5403254$F652107B-A536-4F63-8042-C7E46E3A9D67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"80a4eb922d8e559f93e5d6bfcec7948d9271ba91","datavalue":{"value":{"entity-type":"item","numeric-id":5004002,"id":"Q5004002"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7ca0812858829085a153587f65529c680016f821","datavalue":{"value":{"amount":"+0.8881519","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":"Q5403254$936A8EF3-399A-4728-8AC7-0D9AF8F065CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a5a292f63dc25a1941044182b53562d4040c8527","datavalue":{"value":{"entity-type":"item","numeric-id":5016724,"id":"Q5016724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bdfc62dcdc9bf10b8b25d9fcd23b0cbd655a6fec","datavalue":{"value":{"amount":"+0.88702005","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":"Q5403254$8D69EB3F-8C06-4990-B4F3-7BE71E2D5348","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"61e5f30e2c6240d263bed09d3088cdf4d866ff01","datavalue":{"value":{"entity-type":"item","numeric-id":3021980,"id":"Q3021980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ad62bda34b514766f8f4fe4d3f1bfafa1c596234","datavalue":{"value":{"amount":"+0.8859359","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5403254$B8D726CC-18D9-4A01-A9C4-26EB7FC10008","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"70fd542d2245dd216ca42a25fe4540917c2924ce","datavalue":{"value":{"entity-type":"item","numeric-id":5079101,"id":"Q5079101"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"edb7498934fae38ba81f900feee160bc267a0f70","datavalue":{"value":{"amount":"+0.884666","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":"Q5403254$9A7ED391-38AB-4017-BF66-0BB792D20280","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS","badges":[]}}}}}