{"entities":{"Q553040":{"pageid":554807,"ns":120,"title":"Item:Q553040","lastrevid":62753919,"modified":"2026-04-11T08:13:50Z","type":"item","id":"Q553040","labels":{"en":{"language":"en","value":"Pricing basket default swaps in a tractable shot noise model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5932080"}},"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":"Q553040$B18096C3-1186-4BD0-824C-9D28AAEE63A8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2aac60892c91e53bf2a16e8695606525d063107d","datavalue":{"value":{"text":"Pricing basket default swaps in a tractable shot noise model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q553040$5E2FF896-7F22-4ED2-835C-2BE58A55B3A0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2e8319ccf7420b23ec333d2a984d81179437a190","datavalue":{"value":"1217.91182","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$33356F14-6F66-48F1-B705-4B21079D9804","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"93589b36955bd9e6f14e6bc60490dc8ce9468f7e","datavalue":{"value":{"entity-type":"item","numeric-id":539142,"id":"Q539142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$6C748B21-DABA-4ED2-A8D3-FB1482CD7996","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"249f8d1eae206974ea6ec89403f840fee62ecf48","datavalue":{"value":{"entity-type":"item","numeric-id":553039,"id":"Q553039"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$2B3715F5-E39B-4783-BAF6-E5EB62B04E07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"794d897ab99e8de48704a9a8d50c42c61893ff3f","datavalue":{"value":{"entity-type":"item","numeric-id":1424704,"id":"Q1424704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$EC7D8FFD-B364-4A63-8DA0-D38FC46C3F76","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$1D64ACBE-9C5F-4675-9702-6575270A3AC3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"80aa87380416a9343db960ee51cf78009c040a00","datavalue":{"value":{"time":"+2011-07-26T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q553040$98280974-5797-4867-A8C6-78593C6A7890","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$DC769A89-31B7-4B51-8A14-623A0D878ABA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$B8F6E2C5-980D-4BB7-9528-56920F26FF48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$C9560CD1-CD27-4C3A-8612-949187713996","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$C795D883-6FDF-47C9-B7CE-4C468FDA6DD9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a3b56b9370e2a5b7f63132367f814c4ec6f1c3c7","datavalue":{"value":"65C20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$B48E76E8-7E5E-4420-BEB0-C20B643E9F0F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"75d748cec8a252557cb1b66aca01abd860518817","datavalue":{"value":"5932080","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$87029683-6CBD-4A38-9798-7234B5E01451","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"908ced9a9ca748e0c28cab9ac568e85861c1b111","datavalue":{"value":"credit risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q553040$B7DBF4F2-3AB3-49EA-9F8D-C3C2DBD54A45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e81945346de8322c579f355ac2aea9ccc886dbb","datavalue":{"value":"intensity-based models","type":"string"},"datatype":"string"},"type":"statement","id":"Q553040$6B3BF3F8-75AD-4951-A124-945895CD0F0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fa43b0d80ce2f15f3ce109aadaaf9dddbdfcc1a9","datavalue":{"value":"dependence modelling","type":"string"},"datatype":"string"},"type":"statement","id":"Q553040$CCF5317E-CCDB-4BDC-91B9-348E5CCEFA50","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a950608411c8c28f4314638c0c977e1bba75a866","datavalue":{"value":"shot noise","type":"string"},"datatype":"string"},"type":"statement","id":"Q553040$6B084CED-2216-4EB3-9E93-498A775B6A93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7951f08545834b10c0236149c24a84b5592d2922","datavalue":{"value":"\\(k\\)th-to-default swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q553040$7CFE63BC-F0FB-4BCD-A5AB-AF2C5A0F68DA","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$BF4462E9-8E19-46AA-AC65-7E7287E90AAE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c4ab74d786f78c5c7e036352874d3d441741dfef","datavalue":{"value":"https://doi.org/10.1016/j.spl.2011.03.018","type":"string"},"datatype":"url"},"type":"statement","id":"Q553040$88ED458C-0703-4485-81A2-6967BBEE4686","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e20bc6051005bc4ae15f8486a466eef756b9e5b4","datavalue":{"value":"W2030984373","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$FDD94EBA-30D8-458F-AC4A-D5BF6035A640","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"211b76e3924e704dc6793b9fc090b64790489857","datavalue":{"value":{"entity-type":"item","numeric-id":1424705,"id":"Q1424705"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$3E9A30C2-3C3A-489A-9E23-20B52B09B216","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eac7eb6d36dfd84d2dc8b86afcb86d657fe0b1df","datavalue":{"value":{"entity-type":"item","numeric-id":930271,"id":"Q930271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$F1C2A411-4371-4D70-AE1D-18D435D2D7D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3edf67c3a2411a5ccb7d6eb0e2cf5812c25311c2","datavalue":{"value":{"entity-type":"item","numeric-id":3652704,"id":"Q3652704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$144D7F44-3D27-46CA-A501-2BAAA0CF58B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7b15804c999667dfac6816e9966c675166c07a93","datavalue":{"value":{"entity-type":"item","numeric-id":4884542,"id":"Q4884542"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$8F4D3C62-F73C-46AD-A293-784E7A0CCB8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8de1a03f8b082b6c009a3964ec7823a41d495d34","datavalue":{"value":{"entity-type":"item","numeric-id":4230625,"id":"Q4230625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553040$ECFE63E0-0D31-46A2-A5BA-EE9384F455DF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3ac23cd54a69276801e8e349a43422909eabd8bb","datavalue":{"value":"10.1016/J.SPL.2011.03.018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553040$FB27E3F6-090F-4534-9D75-1F2C91D0E3D9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"711306fb2b46acae70f0e625b12cae5768852923","datavalue":{"value":{"entity-type":"item","numeric-id":5154090,"id":"Q5154090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a4916423a2ea79d25d196c6ddefe3cd5ec889141","datavalue":{"value":{"amount":"+0.8114438652992249","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":"Q553040$4DC70DC2-C1B1-4214-8BD3-193A33F81AF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a96513e9e81bcef01d28bdee4a2efef350732e44","datavalue":{"value":{"entity-type":"item","numeric-id":292361,"id":"Q292361"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1eda540f0f3f25ecac5a642398a66bc6ef80e7f7","datavalue":{"value":{"amount":"+0.8093525171279907","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":"Q553040$3D533D9F-D7C3-47B5-BB82-D3182E8FC6C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b27e5ac96096dcd74f0986cd9ddc19580a4a2c87","datavalue":{"value":{"entity-type":"item","numeric-id":2397578,"id":"Q2397578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fd0e0a411f3c59b6cb146dd1b716b0ea7ef1a7a0","datavalue":{"value":{"amount":"+0.7910208702087402","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":"Q553040$29962172-7FDB-43B0-9E36-4728AED1FF27","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"505f79fce8b2d910b8d1e444bb2ceff3cc4e19bd","datavalue":{"value":{"entity-type":"item","numeric-id":1936462,"id":"Q1936462"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c90c5830a0be5a9a2a6955e2203bc515a94bc370","datavalue":{"value":{"amount":"+0.7904797792434692","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":"Q553040$75924F96-4E75-4F00-9244-BF860603268B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a6a7d9f0110b9412b1c9fce25ae998fa377482e3","datavalue":{"value":{"entity-type":"item","numeric-id":506065,"id":"Q506065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bf9f02a450763cd6e9bdf061301fe71800fcdd7f","datavalue":{"value":{"amount":"+0.7791285514831543","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q553040$F4870D8E-047A-4D56-831E-F55812E40DA7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Pricing basket default swaps in a tractable shot noise model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Pricing_basket_default_swaps_in_a_tractable_shot_noise_model"}}}}}