{"entities":{"Q547966":{"pageid":549733,"ns":120,"title":"Item:Q547966","lastrevid":62681418,"modified":"2026-04-11T07:44:35Z","type":"item","id":"Q547966","labels":{"en":{"language":"en","value":"A spectral-collocation method for pricing perpetual American puts with stochastic volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5913716"}},"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":"Q547966$B6165FD1-5D03-420B-8DF2-A13747302DA0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"29286c5db486fa90523a3912759f5966d130d00e","datavalue":{"value":{"text":"A spectral-collocation method for pricing perpetual American puts with stochastic volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q547966$857F025E-86DB-4B2E-9169-660FC207FFD3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bc0576b315ba72f145c79b9a890671fce9818852","datavalue":{"value":"1231.91482","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q547966$30F8E679-9FEF-4E60-A2A2-D5301F471F21","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"79eca903c248f4df03227521679464593955a8b2","datavalue":{"value":{"entity-type":"item","numeric-id":315619,"id":"Q315619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$DB542C70-2F3A-4F0F-BF80-886FEF7124DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b3e29117ca928326be22f12d67931bc1dd8aea33","datavalue":{"value":{"entity-type":"item","numeric-id":315620,"id":"Q315620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$9EDF7D2E-EDB2-4FC2-901B-A675B8734FD2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"add6fb6b993c46c88f8cbd1c0026e2e785c9381d","datavalue":{"value":{"entity-type":"item","numeric-id":70476,"id":"Q70476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$1E6B5FAD-1CA0-45FA-B775-4569DD6C86DE","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"504ddc7ad014de274c4f061ead4b33b1726dd733","datavalue":{"value":{"time":"+2011-06-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q547966$E33ED78D-BF2D-4E9D-8D5C-EB5949CCC110","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8209fa5d2aa27e69e5251d5a91953d42626d1635","datavalue":{"value":"https://ro.uow.edu.au/infopapers/1751","type":"string"},"datatype":"url"},"type":"statement","id":"Q547966$BC16EAC8-A566-4AE8-999A-D78659882C40","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q547966$22397365-EEF3-4451-9533-A467F46CD6A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q547966$71EB5169-ADF3-46B2-8959-45E9017D8146","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e15eca8a472dd05f0e518007ed55ecc965238964","datavalue":{"value":"65N35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q547966$3A6C0B8B-3923-4AB6-A254-B921997D07CA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d1306bf0ed0431d7299f4d7a956437357f3a0dca","datavalue":{"value":"5913716","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q547966$F5676F15-B3FD-4D9F-889D-81CDDE3D39FA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"56caac06d1638f252036cd5a876d58d54237316b","datavalue":{"value":"spectral-collocation method","type":"string"},"datatype":"string"},"type":"statement","id":"Q547966$2959FDBC-4380-4DA0-B46C-981817B14436","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d03493f2fdabb7b9ce7b1b18c3af55bbe433f55","datavalue":{"value":"perpetual American put options","type":"string"},"datatype":"string"},"type":"statement","id":"Q547966$D9E0FD06-B017-4EF4-B364-23FA1D6FE9DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00a6f1229ea76564fc27edc7ddd8d080f49170d1","datavalue":{"value":"Heston model","type":"string"},"datatype":"string"},"type":"statement","id":"Q547966$F3499627-E0A7-4BEE-BB8A-F575BB851300","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":"Q547966$8C265E53-52F1-4ABF-917B-209D27FD8990","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"505f434bfee0d58a89828ee0f888a5bdbb6d4ce0","datavalue":{"value":"W2003028655","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q547966$E78AF664-A0E6-404E-BE6C-AD76C4289623","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f3dc937332c11302fa1fc86edc5207756f9a15b7","datavalue":{"value":{"entity-type":"item","numeric-id":4647229,"id":"Q4647229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$A3E18B22-3B5E-44E4-8593-C40DB2F6F78B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31c6a96205464cb48c89272338b09468dc594626","datavalue":{"value":{"entity-type":"item","numeric-id":5374084,"id":"Q5374084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$CC0E4AF2-8433-46B9-8EB0-7A5FA36C8729","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8ec8ddedcce9cb0fb7c1bcac535569703c3383b2","datavalue":{"value":{"entity-type":"item","numeric-id":4541576,"id":"Q4541576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$8E0ACECE-75FB-43FB-B021-998168046F2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85f7f23c1564dba94fc6d4aedc21081b57272939","datavalue":{"value":{"entity-type":"item","numeric-id":5455556,"id":"Q5455556"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$0D2CFF51-9607-4CC4-9ED0-1B343186E6CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e596dc47e29624351b6c75e10d225d5ec259814c","datavalue":{"value":{"entity-type":"item","numeric-id":5598830,"id":"Q5598830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$58A8CC30-90EE-462E-83AB-4CA88B138846","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8046c34bc381da7eedbc1f314a166b8488bdca23","datavalue":{"value":{"entity-type":"item","numeric-id":2649707,"id":"Q2649707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$62AB7F14-93EE-45ED-8EBC-D5F577A82074","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$FECC1638-E97D-4AF3-AE28-7B59B225FD00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$2BF8B23D-3ABF-4D63-ADCD-E12FAD49FF92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d89c10a72c79005e0722f9d781a389b51314a58d","datavalue":{"value":{"entity-type":"item","numeric-id":4794126,"id":"Q4794126"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$67C8F4B8-0EFF-45F6-83DF-BBC612B57D97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"14ce5db06c67e735edede2cd8ba02fffc1e4984c","datavalue":{"value":{"entity-type":"item","numeric-id":5794202,"id":"Q5794202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$24F4EC40-27B9-4E96-B346-94B481F902FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$CE208CED-946A-4DF9-AB0F-B9BAFAE11768","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"134bb2c78ee92fbeebe05e27d840e6b2a6af381e","datavalue":{"value":{"entity-type":"item","numeric-id":3064721,"id":"Q3064721"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$6A563676-4513-4764-A521-35DA70224DC8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9aec4741fed4e10389d88f5df132763f870a80b8","datavalue":{"value":{"entity-type":"item","numeric-id":3673283,"id":"Q3673283"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$4733DE61-D82C-4B1A-8231-7B4050193EEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"988bc72b21e7dfde8af2b548165d320a23b81a4d","datavalue":{"value":{"entity-type":"item","numeric-id":4294297,"id":"Q4294297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$5A14DA31-0CEF-41B8-8FE4-3271466F309E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ab42a1d450f20f7ba26e995f8833bef0c36dbca","datavalue":{"value":{"entity-type":"item","numeric-id":651445,"id":"Q651445"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q547966$4808B84D-40A9-4927-BBDD-568CBD187B82","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b09d6c25f70c90bc0b4dc89e5d115342674f07c3","datavalue":{"value":"10.1016/J.AMC.2011.03.110","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q547966$9B95ABB1-23E4-44A6-8DC8-D34D185F7985","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e6d233bc9e09b815eaacf2257c7b1500961790fd","datavalue":{"value":{"entity-type":"item","numeric-id":4903539,"id":"Q4903539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"26c835cdd0ff6183dfb19411809e82d0bb4a9dbb","datavalue":{"value":{"amount":"+0.8175562620162964","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":"Q547966$66AAC6C0-6F69-410C-B371-8191EC16DB86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d0d299d12f5ed8a611d67579564945d3601cf1be","datavalue":{"value":{"entity-type":"item","numeric-id":2924754,"id":"Q2924754"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"598940aabdf4e018223620b8d5653712ab617534","datavalue":{"value":{"amount":"+0.7786585688591003","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":"Q547966$3BAA6657-B9FB-42F7-970C-E36B7FFCE413","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"53550b6f2bcb1028086e93fab71e8beb4b4cc5fc","datavalue":{"value":{"entity-type":"item","numeric-id":4985195,"id":"Q4985195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6805226babcdaf85167a7877afd3fc48669403b2","datavalue":{"value":{"amount":"+0.7728455662727356","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":"Q547966$8AC0C364-1F7E-439D-8E5B-553200765420","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4da601d72bbda870f4792fd8bb50b70953e4024a","datavalue":{"value":{"entity-type":"item","numeric-id":550461,"id":"Q550461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a0420b584bce7c5debed048e096b439ac3c14790","datavalue":{"value":{"amount":"+0.7687012553215027","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q547966$C15DD522-7663-426F-ACFA-0870A6F46B59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"32987b4f77c66d6fc85aad54e779c48619406d93","datavalue":{"value":{"entity-type":"item","numeric-id":3143624,"id":"Q3143624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"501b81cd08efcd5f7436a98d32e36e92c3bd8872","datavalue":{"value":{"amount":"+0.7686450481414795","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":"Q547966$75E11769-8546-4DA0-A793-29218542B870","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A spectral-collocation method for pricing perpetual American puts with stochastic volatility","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_spectral-collocation_method_for_pricing_perpetual_American_puts_with_stochastic_volatility"}}}}}