{"entities":{"Q549870":{"pageid":551637,"ns":120,"title":"Item:Q549870","lastrevid":62679771,"modified":"2026-04-11T07:43:15Z","type":"item","id":"Q549870","labels":{"en":{"language":"en","value":"Recovering a time-homogeneous stock price process from perpetual option prices"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5925663"}},"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":"Q549870$98AF2B36-E854-4084-9611-11E201B904A8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e5a938ea3f613bc0be48dc5272c1d73884752b0d","datavalue":{"value":{"text":"Recovering a time-homogeneous stock price process from perpetual option prices","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q549870$7A3B9828-4A99-46EC-B00B-A8C9E3B0502D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4caed559d35c4daa0f6afee6b11f7b96702cef48","datavalue":{"value":"1228.91068","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q549870$9BA5D0FD-9E24-47D5-844A-2557773767EB","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6d4ee5706cbb06ac94bf3880bd64fe6708f116ca","datavalue":{"value":"10.1214/10-AAP720","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q549870$91A27A83-93D2-46D3-9071-4D2B0127D21B","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2629f37a8b462d1d76b6f67696f38e45fe891118","datavalue":{"value":{"entity-type":"item","numeric-id":350711,"id":"Q350711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$856BE1A5-CAD7-437D-8F00-D71C27E1FD80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6b1bc8ff86b0d611198f37c7482e397c444188a5","datavalue":{"value":{"entity-type":"item","numeric-id":1265765,"id":"Q1265765"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$7B07BA01-16A3-406F-9EC2-0F2EDC2A330D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e04a4b352e727282a8f30f5809a3df145fda07dd","datavalue":{"value":{"entity-type":"item","numeric-id":81240,"id":"Q81240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$E3B16630-CF86-455B-8BC5-BD1D68E9A9B4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"31178e5ce36c889b8693b47a1db458ac7d81a215","datavalue":{"value":{"time":"+2011-07-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q549870$CCF56CC0-5CF0-4A0F-B3F2-DC42A9B36072","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"89c6ddbb22ae1464041ac774feb956899d6aaa6b","datavalue":{"value":"https://arxiv.org/abs/0903.4833","type":"string"},"datatype":"url"},"type":"statement","id":"Q549870$C7C6DAED-F8C8-4A58-9C63-7A35099D9AD7","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"9c73154e9be713b321d3dd8f3793d55b9052bcb4","datavalue":{"value":"In the present paper, the inverse problem of recovering the model, i.e. the underlying stock price process, by using the perpetual American option prices for all different values of the strike price is studied, and a time homogeneous Markov process is obtained as the recovered stock price process.","type":"string"},"datatype":"string"},"type":"statement","id":"Q549870$9FCE1AB0-4BEC-434A-9DD0-914860ACDE39","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"b5df25b56d038c7bf8e1b3a7aba0450f42c8c6df","datavalue":{"value":{"entity-type":"item","numeric-id":589466,"id":"Q589466"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$A2C4F76E-2531-47B2-9A4B-67A1292F183F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q549870$B2BA9423-57C4-4A01-B760-56AD6EDF448A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q549870$263C122F-55C8-42E1-A1D0-84305BBF2E79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q549870$E309711C-A4A5-49B4-A136-B1A2A8C45537","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"31064ccb18cc6a0a832bd5ac196348d15ec24ae8","datavalue":{"value":"5925663","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q549870$31633BDB-3E88-442C-947D-9A548B9A7025","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q549870$AE9834C4-2A3F-482F-B4C2-D27FFD5C3D0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a2e8587eb2a958f3db3ad041523625121ac7f944","datavalue":{"value":"generalized diffusions","type":"string"},"datatype":"string"},"type":"statement","id":"Q549870$C4E8DC67-1B34-447A-B85D-2CD9BC11BFD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f6b4ad60b35bef1a3c18b71e253acedb10236f5a","datavalue":{"value":"exact calibration of volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q549870$1C6A9935-72BD-44AE-951F-E08B2D82CB88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8d44d92211fc596a4bd05c5131ceb17525728e9d","datavalue":{"value":"inverse problems","type":"string"},"datatype":"string"},"type":"statement","id":"Q549870$CD33472F-F81C-45C7-BA62-6D7EB7A5738B","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":"Q549870$4729A869-6355-4E00-9172-9E78BBB60CD3","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a85a5b17af67d087e9e2125eda267cb257c01872","datavalue":{"value":{"entity-type":"item","numeric-id":841614,"id":"Q841614"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$0BDE257A-BE1C-455E-8AE2-808EB6958BBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a58d0d527a18a4703bbc837543bc246e94838fd7","datavalue":{"value":{"entity-type":"item","numeric-id":1180187,"id":"Q1180187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$7E8BA866-88F2-4036-AFDE-9449E082F9E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f8f82acc96ba68e615b6462d6333f3cbb391491","datavalue":{"value":{"entity-type":"item","numeric-id":3150773,"id":"Q3150773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$CA54175F-C341-41C5-AFF9-DE3E6845E7C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ac1179a2db76154776e70f6f5f0017920900cc2","datavalue":{"value":{"entity-type":"item","numeric-id":4006256,"id":"Q4006256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$78976DFC-572E-4D81-82F1-AA0F16B2F649","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f1e3e7ea5a8ce05471a3039bd0f48d57ff08b9c0","datavalue":{"value":{"entity-type":"item","numeric-id":1265766,"id":"Q1265766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$B3ECC712-5817-47CF-B6CC-834BDC2BA23F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a1ee3e5e712f607c500221015289e906797232a1","datavalue":{"value":{"entity-type":"item","numeric-id":5332526,"id":"Q5332526"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$E07A7F6D-4A71-4337-801F-86764913D045","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c55eb5c38ba7f3fb032adb3a65fcd395e5b38a2b","datavalue":{"value":{"entity-type":"item","numeric-id":3667724,"id":"Q3667724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$19263C8F-71A8-4FF4-9556-94E75E751B71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b400195b2048d52e1f9d3fa8ac38c1f6607df13d","datavalue":{"value":{"entity-type":"item","numeric-id":3959913,"id":"Q3959913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$1EBF9AB1-142D-4595-8BB8-00EF138F6DAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b53d59e985b4453d2bd73f792117b0ce0426f6ca","datavalue":{"value":{"entity-type":"item","numeric-id":701681,"id":"Q701681"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$E2F5A829-C460-4BAF-A1B1-161667CD286C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a09fdc1103e1976f219c8e3ff021da6da2335c38","datavalue":{"value":{"entity-type":"item","numeric-id":1251859,"id":"Q1251859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$6631F6FD-CCB5-432E-A5B0-C64F43B67A43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fba4cbaf8626c697c3fdfac486e8430d0fcfe8d","datavalue":{"value":{"entity-type":"item","numeric-id":4226355,"id":"Q4226355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$C1B5CDC3-5F3D-405E-BAA6-BA0691B8286D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64243af2d14815b33bbaf8f3f3c6bded29c82d40","datavalue":{"value":{"entity-type":"item","numeric-id":4508926,"id":"Q4508926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$E335F204-3305-47BA-A38D-2F46C72AD967","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5ed24af83062892f44f7ce934ffb5a816a61b3a","datavalue":{"value":{"entity-type":"item","numeric-id":2271718,"id":"Q2271718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$E2E18FFC-509D-43EE-99A2-6A454BF1F083","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"39f491d8c716fb0c5635cb9c1cac748a43d7ac34","datavalue":{"value":{"entity-type":"item","numeric-id":4349221,"id":"Q4349221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q549870$547B6382-0CA7-48CB-BEA5-6DA130C2C5BC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7f58b19963fd47c60a30ad3ae5b9185043fe60c1","datavalue":{"value":"W3100239091","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q549870$C5CE2DFC-F033-442B-AE26-A13C386F6547","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"217d27496773dd7d3400e2a731ef2f0166e24663","datavalue":{"value":{"entity-type":"item","numeric-id":4933193,"id":"Q4933193"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"93260418558631b3e8123c1b938666807ed681f8","datavalue":{"value":{"amount":"+0.7878054976463318","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":"Q549870$FB7B8621-5E17-4724-A619-F7D4964294EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e9f005a81ea83983b53bf57ecbcc40972525cbca","datavalue":{"value":{"entity-type":"item","numeric-id":3044055,"id":"Q3044055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9227dee541215b6793d55b8472d56753411dc8f3","datavalue":{"value":{"amount":"+0.7434180974960327","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q549870$E6DE91D6-7213-40F4-9DB8-449D56F3EE1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c6ea525847df5c2b792c4abfda4e3e6b58144f1d","datavalue":{"value":{"entity-type":"item","numeric-id":4918189,"id":"Q4918189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"487dd58d180e8e975e3a6732ba2cd9d98f18c449","datavalue":{"value":{"amount":"+0.7430511713027954","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":"Q549870$783BA425-0B91-4444-8649-D6888DBD390E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"04ab2d30d96ccc231512fec9a02ccef280f64ee4","datavalue":{"value":{"entity-type":"item","numeric-id":4363858,"id":"Q4363858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ff586c36a560577162a830216602326eccd5b02f","datavalue":{"value":{"amount":"+0.7425034642219543","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":"Q549870$61746887-7766-4C55-AE97-B757814CC338","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85df23d3bf81b4158b30e95ae0dadd7e4462ba12","datavalue":{"value":{"entity-type":"item","numeric-id":4442538,"id":"Q4442538"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8d3c2646bd3280ce0b7f8456449e6c76790d105e","datavalue":{"value":{"amount":"+0.7407242655754089","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q549870$C0442F48-461C-444F-AEDC-EE9661C23116","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Recovering a time-homogeneous stock price process from perpetual option prices","badges":[]}}}}}