{"entities":{"Q5879356":{"pageid":7908907,"ns":120,"title":"Item:Q5879356","lastrevid":57222201,"modified":"2026-03-27T12:51:08Z","type":"item","id":"Q5879356","labels":{"en":{"language":"en","value":"The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7657804"}},"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":"Q5879356$418DD24F-0CBF-468A-8CA5-5E00E24243D6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"cb59250bb7011354ce56247cf6cf23543a2a31fc","datavalue":{"value":{"text":"The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5879356$17C8E8AF-5E75-47C8-B35C-263E859AF7DF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"173af027c0c407f4a3a3b9a03ac81db312d0a68b","datavalue":{"value":"10.1080/1350486X.2022.2156900","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5879356$CF5EAF83-A9F9-452B-9154-72CE4D414352","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b6b58d18b8dc379c1c728da89158dcb49f24cc82","datavalue":{"value":{"entity-type":"item","numeric-id":5879353,"id":"Q5879353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$C6AC503C-757B-4D40-AD76-FC79196C4E41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"43dba0582068b848d763aca397aacaee618886de","datavalue":{"value":{"entity-type":"item","numeric-id":5879354,"id":"Q5879354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$6B6E7E7B-57F5-4698-8C8E-CF4FD1E1EFE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9d43121cdfe7a47c0fb34b18b250fc80455959d4","datavalue":{"value":{"entity-type":"item","numeric-id":5879355,"id":"Q5879355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$D78CD960-F7C6-4296-AEDB-6EBDF3872E2E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69652329064f5ea09f5fb77f6fa79fef9a708ba8","datavalue":{"value":{"entity-type":"item","numeric-id":2786203,"id":"Q2786203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$EB74A84E-8C9F-4504-8EA1-2101E179D0EF","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f174891c4bb64e0ae9ce793b71bcd4abd9034b6e","datavalue":{"value":{"time":"+2023-02-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5879356$E31436BF-A87F-41FE-A195-4FAB2DE82673","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5879356$BCC88931-3579-4611-A3D3-1CF432B72170","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5879356$7FBF0C0B-A718-41FF-9997-20DEBA2E8AFC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"34d979cad42d2432118ae114418314511e10aec2","datavalue":{"value":"7657804","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5879356$E9DD253F-778F-43D0-9E53-6318764970A1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a9e694f7018a0342b1e8b4807c9fc1a56928068a","datavalue":{"value":"interest rate derivatives","type":"string"},"datatype":"string"},"type":"statement","id":"Q5879356$8F38E3E3-8EFB-49E2-81D3-EC38F02B060A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f90e362a2d606c4aadb04b3d94673f8b86b5bd5f","datavalue":{"value":"Cheyette","type":"string"},"datatype":"string"},"type":"statement","id":"Q5879356$941D0214-AF18-400B-B938-0FE8457B01FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e0f00aa26a301ff3d442d8ec2ab5d836a2ece2b5","datavalue":{"value":"initial margin","type":"string"},"datatype":"string"},"type":"statement","id":"Q5879356$57158C1C-F6FA-47BC-8BC5-CC4A6BC9C299","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"13325dccfe3d506175b9806047da2620326baca0","datavalue":{"value":"MVA","type":"string"},"datatype":"string"},"type":"statement","id":"Q5879356$E423C007-9FF7-4374-AB10-E4F5ADC924C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5332c2473e8aaace12dd479194584e6faf7dbd05","datavalue":{"value":"risk-free rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q5879356$5561D2A2-CBAE-4EBD-89DC-14242A6B581F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5879356$A98B27D5-9719-4172-9156-3D5DFA372C59","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":"Q5879356$F2AC1145-EDA2-491F-90F2-2240246EAA55","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0209a65ce48d1beda2cf305b3202c09ec66ddca4","datavalue":{"value":{"entity-type":"item","numeric-id":4541584,"id":"Q4541584"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$50A6258E-8895-4618-9886-F0596C7F12A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18c9a0af87193121af00510eedba3bac871e0571","datavalue":{"value":{"entity-type":"item","numeric-id":4626494,"id":"Q4626494"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$B233135B-61AE-4936-9CD8-B5F7450F0259","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"26cf510febb6036ea6ba9a93ab38b6858d9304c1","datavalue":{"value":{"entity-type":"item","numeric-id":5162843,"id":"Q5162843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$4B0DBEA5-0CA7-4C7C-836D-CA2CA438B347","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"846b29fb1f7e2d7862411bda1aea9b5e69fe1c54","datavalue":{"value":{"entity-type":"item","numeric-id":855091,"id":"Q855091"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$A48FAB4F-0765-44D0-888A-694673AE0B0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6c679855d39cd04a75603ec37343f1d1fc480576","datavalue":{"value":{"entity-type":"item","numeric-id":3639926,"id":"Q3639926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$C89809F1-632E-4D1F-B9C2-FB6B926BB9BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"01e2a8ff4b82b48554c0da9d27a5a066136be59d","datavalue":{"value":{"entity-type":"item","numeric-id":2874730,"id":"Q2874730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$B7600610-ACE5-46F7-87BD-DB16F1247C3F","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":"Q5879356$4724D77E-3861-4E29-B994-CC7ED0884184","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99c8533198217f458fcb8562a24fd3b34d75ffe1","datavalue":{"value":{"entity-type":"item","numeric-id":4842819,"id":"Q4842819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$84CC5ACF-2769-42A7-916D-87ED794CF3D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"885f56e06625fe09637fd6262901517878142adb","datavalue":{"value":{"entity-type":"item","numeric-id":4433608,"id":"Q4433608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$4F111711-F10C-4CA5-A7E3-7BD4FCB272D5","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":"Q5879356$210D980A-CC42-4787-8187-3DF3B644FBB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b9bed8f116cc4bdbea5abc82a604fb371cfb228","datavalue":{"value":{"entity-type":"item","numeric-id":5374082,"id":"Q5374082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$094DFB4C-E87A-41E2-AC99-6D6DAD514BE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3540dd35b4d4730ffb752538fe4abe7c2542a981","datavalue":{"value":{"entity-type":"item","numeric-id":1376238,"id":"Q1376238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$5B638245-8E78-4A84-B4EC-DD5A17945C54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e66dae1b6534beb5b72b1f03465d78b5f7e33f69","datavalue":{"value":{"entity-type":"item","numeric-id":2672920,"id":"Q2672920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$1778E7AB-D773-40CB-8C42-FE5F089AB2B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06dcc6eee3e4cc28a58bc4fab39491bfeda2bd1f","datavalue":{"value":{"entity-type":"item","numeric-id":375483,"id":"Q375483"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$F8624886-AE1B-49D0-9EEC-6785296A3324","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32c2864676ee7be50fe36fe0a79ec98a0c02734e","datavalue":{"value":{"entity-type":"item","numeric-id":4350437,"id":"Q4350437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$558163CC-AA40-4586-A0A2-7EB7CCEA240E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55269d7bac0d504bc11a78b528ab769e39bca125","datavalue":{"value":{"entity-type":"item","numeric-id":3125791,"id":"Q3125791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$5D93F8E7-8905-49FD-9629-58B306ADA8DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f730b690560ba9a98bc6004545e9ad32a22d4f58","datavalue":{"value":{"entity-type":"item","numeric-id":3423401,"id":"Q3423401"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$8415A672-EA63-4270-A750-B9BD2023F2F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d134adb1faa69ef42159093ed15eab2916fc7060","datavalue":{"value":{"entity-type":"item","numeric-id":1421689,"id":"Q1421689"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$05EFBA39-B012-4D8B-94E9-DFB34169903E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd3119874d7c51462d7b2bc06b306ad04b410a59","datavalue":{"value":{"entity-type":"item","numeric-id":4554240,"id":"Q4554240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$ABE32E64-7CAE-4408-A872-D4AF8192D821","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dfac7a889a27c2e4d3963c387b796bd3cff0966","datavalue":{"value":{"entity-type":"item","numeric-id":1376522,"id":"Q1376522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$515F227E-6AA5-4BB2-901E-B14A3DB890AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f1b43dd0bc22845338e1f917cb9cc13db75543a5","datavalue":{"value":{"entity-type":"item","numeric-id":2494608,"id":"Q2494608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$14DB0745-13A4-4D38-AE06-665B6D65BED0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3b758dbc645f6752d9464807af2b039c3466ff91","datavalue":{"value":{"entity-type":"item","numeric-id":4554240,"id":"Q4554240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5787268ff733a09098d29306bc5914eb7c9251d4","datavalue":{"value":{"amount":"+0.7565928101539612","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5879356$BF88C120-DF51-47BA-9192-70A7C9E3685A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"28fc3378c661b7f64f8457faec66a3c3cd033124","datavalue":{"value":{"entity-type":"item","numeric-id":2951895,"id":"Q2951895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4b9d474dfb13ece5ce688fe13b2cf6f98a5be04c","datavalue":{"value":{"amount":"+0.7038297653198242","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":"Q5879356$99EF3951-C99B-4EE1-83CB-834B79DB6D6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a6755fc13b0affe6fc6975795852f9f98e698c81","datavalue":{"value":{"entity-type":"item","numeric-id":5146449,"id":"Q5146449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"420243ddd0fb67afb6877b376fb49de5abfe6de7","datavalue":{"value":{"amount":"+0.7016798853874207","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":"Q5879356$6BBAF50C-8489-4769-9C0A-6B6064CB223F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3837d93d272d7b76af272f5584295b27e87ae3e6","datavalue":{"value":{"entity-type":"item","numeric-id":671068,"id":"Q671068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4facb4fe8cc9c2a8155b146f03358f7b2a7f0269","datavalue":{"value":{"amount":"+0.6895737648010254","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":"Q5879356$2E8139C9-50DE-48E8-89FA-AD149917E3E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1fcfc55f6cb2f3dbc254021f5e0764839be0f233","datavalue":{"value":{"entity-type":"item","numeric-id":1949684,"id":"Q1949684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b608230a7f448907cf7b4641679687f15458748","datavalue":{"value":{"amount":"+0.6858629584312439","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":"Q5879356$8B5CE9AD-09A5-45C0-9DEA-36B637547FB6","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5879356$CA2DB9F8-EA22-4B91-8369-6CFCC556656B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5879356","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5879356"}}}}}