{"entities":{"Q5926475":{"pageid":8103277,"ns":120,"title":"Item:Q5926475","lastrevid":40906175,"modified":"2025-04-14T00:11:27Z","type":"item","id":"Q5926475","labels":{"en":{"language":"en","value":"Implied savings accounts are unique"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1571591"}},"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":"Q5926475$F7108AFA-58B0-4184-A0F3-AF428EB0A7EC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"75819ee5a86b0a7dd233c10c99e477fec05477af","datavalue":{"value":{"text":"Implied savings accounts are unique","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5926475$1FB96CD9-049C-4911-8CB1-0DA316057879","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4ec58061cfc9afb9d7da9b711c9ba9161fb8772c","datavalue":{"value":"0961.60044","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5926475$30C12CF7-2958-4AC7-8E16-3CFD3465DFEE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b449a1a09ac3c006512cf19f6068a132c3885ca7","datavalue":{"value":"10.1007/PL00013524","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5926475$279FA96A-0DF1-40DB-816C-F07B2B5F6A1E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"8e5a79869687b57ff37ed57e762cc53420dc0b44","datavalue":{"value":{"entity-type":"item","numeric-id":586465,"id":"Q586465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5926475$E8DC9D61-F2CE-4D08-8269-20D57FCED560","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"acc7bf8e8f7315389d6dd84959872875f731f375","datavalue":{"value":{"entity-type":"item","numeric-id":190752,"id":"Q190752"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5926475$9ABDA211-4035-4FF2-BDAD-34335E6BB525","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"772ddd16b787b0139bd72dcd0ccbc6ce83870295","datavalue":{"value":{"entity-type":"item","numeric-id":586466,"id":"Q586466"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5926475$C89DAEDB-0ECC-46F8-A3DB-AB2DF112230F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5926475$7C13C36F-0334-460B-B06A-DE9469508253","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b338ad20be1e88542706ccb4feb05f849a5b0feb","datavalue":{"value":{"time":"+2001-03-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5926475$A3B836B7-8436-4DD5-AED6-DA23D1DD591C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"ac33102d65951c2308598f770605470b8a7b20b8","datavalue":{"value":"This paper resolves a problem raised by the theory of interest rates for general term structure models. Fix a time horizon \\(T'\\) and denote for each \\(T\\leq T'\\) by \\(B(t,T)\\) the price at time \\(t\\leq T\\) of a zero coupon bond with maturity \\(T.\\) An implied savings account with respect to \\(Q\\) is called a strictly positive predictible process \\(A\\) of finite variation for the term structure model \\(B\\) if we have \\(B(t,T)=E^{Q}[\\frac{A_{t}}{A_{T}}\\mid\\mathcal{F}_{t}]\\), \\(0\\leq t\\leq T\\leq T'\\), for some \\(Q\\) equivalent to the original probability measure. The authors solve the uniqueness problem for an implied savings account: can there be another pair \\((A', Q')\\) generating \\(B\\)? It is proved that if \\((A',Q')\\) is another pair with the same properties, then \\(A\\) and \\(A'\\) are indistinguishable. This extends a result given by \\textit{M. Musiela} and \\textit{M. Rutkowski} [ibid. 1, No. 4, 261-291 (1997; Zbl 0888.60037)] who considered the case of Brownian filtration and fills a gap in their arguments.","type":"string"},"datatype":"string"},"type":"statement","id":"Q5926475$D957043F-C513-47DB-B996-E9FBC01609FA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d88ea66d29b5b400c53d2b740493531db9c799d9","datavalue":{"value":"60G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5926475$D59448FB-7A0B-49BD-898A-A088D5113663","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5926475$7507F214-6C8B-4C74-843C-57C416D1453F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5926475$B409EB75-CB58-4BB1-83B1-2905CFC1D2A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5926475$534F75CF-77C2-4D03-A2BF-EE154EDA3FCB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f0d65d7f5cf2bd70663a8ba9cdc32710f4bb6fce","datavalue":{"value":"1571591","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5926475$E48D92A9-8F76-4417-82E1-7D13A7EB7E79","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8de855bff6053a844a2103a5a84d1c971c665715","datavalue":{"value":"term structure models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5926475$4D5F3A18-E381-4D68-B261-E1963F5D49F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ee58fb4d7050069aaa005ab020ae7a7290ec2a8a","datavalue":{"value":"implied savings account","type":"string"},"datatype":"string"},"type":"statement","id":"Q5926475$1BDDD5CF-EB00-4C97-9D6D-E93B952E1F4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1cdf9870f7bb909afb47e2a7f4fbfa52aab26fb1","datavalue":{"value":"Doob-Meyer decomposition","type":"string"},"datatype":"string"},"type":"statement","id":"Q5926475$257BE521-084E-4052-A328-4F9F0A57A381","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2cc67eb0b6207a090c988a21133b7a5aef6f4c78","datavalue":{"value":"multiplicative decomposition","type":"string"},"datatype":"string"},"type":"statement","id":"Q5926475$8A583A9A-6CCE-4069-9B62-359A8B24427E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5d617ae900ecd9b207a37c0b4bcb96b357d446a8","datavalue":{"value":"semimartingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q5926475$39D78DD8-23C0-4323-9255-AA68E25EC6DE","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":"Q5926475$868603A1-53B8-427D-8FA6-F0B3577A0CBF","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"579872c2bd6a7f34979bdf4f93468945170c8a68","datavalue":{"value":{"entity-type":"item","numeric-id":372376,"id":"Q372376"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5ab04fe471285fb236c221beea0d722a0d37cb67","datavalue":{"value":{"amount":"+0.7014475","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":"Q5926475$583DB70C-B238-4ED8-A082-91CE6CF2D570","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e16a7028c055a7d06e89962d80aab9d00cb82671","datavalue":{"value":{"entity-type":"item","numeric-id":1986596,"id":"Q1986596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3cdf734a8fdc6296bcd4591fc51acb69739e8316","datavalue":{"value":{"amount":"+0.6811548","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":"Q5926475$809B09A2-5563-44CE-A682-96F856D52E16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9daa1a72003bafed76d2e690f46535e2b261a9ff","datavalue":{"value":{"entity-type":"item","numeric-id":2746388,"id":"Q2746388"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"10ce500347b299c3619f6c9ea6f420efe5321977","datavalue":{"value":{"amount":"+0.66867214","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":"Q5926475$318DC383-5C38-473B-B156-3710401C85C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fe75c9db6fb08d1f83ce4a09cd8c1a2e7ede26d7","datavalue":{"value":{"entity-type":"item","numeric-id":3537155,"id":"Q3537155"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e432742814c807a54c987dc464770d0d34f0f66c","datavalue":{"value":{"amount":"+0.6588702","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":"Q5926475$28E7409A-9049-41FA-861C-76123E3227BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ad77b84160b96c67b16e3ae194a03441bc8212f6","datavalue":{"value":{"entity-type":"item","numeric-id":4634713,"id":"Q4634713"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1f9fa36e761bfcd8984f5f78cd22abedb88dc234","datavalue":{"value":{"amount":"+0.65663576","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":"Q5926475$83808331-EAC9-4EE7-AB08-F6BA584C7EF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d2aeaa0cc6e6edeaa7babe20926979f1b22d473e","datavalue":{"value":{"entity-type":"item","numeric-id":5938639,"id":"Q5938639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"628224621fd7dcc5c49e5347b26be0461636f19b","datavalue":{"value":{"amount":"+0.6560954","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5926475$C6C4653A-518E-4056-B772-0D60B786F46B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5926475","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5926475"}}}}}