{"entities":{"Q6043631":{"pageid":13177787,"ns":120,"title":"Item:Q6043631","lastrevid":55450954,"modified":"2026-02-17T16:39:52Z","type":"item","id":"Q6043631","labels":{"en":{"language":"en","value":"Pricing American lookback options under a stochastic volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7688252"}},"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":"Q6043631$45C86A26-ACFF-48EC-8E52-B619D5E30A85","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"54a86fbfaa2c01c5f23e3871b6be4a54275cfe3f","datavalue":{"value":"1530.91569","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6043631$A188E996-1B47-4600-A08B-EA3CB1571EA6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"df3e76aba048da6d60ed30c78f02969029aa9ede","datavalue":{"value":{"time":"+2023-05-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6043631$78F05E58-6A36-44FF-A32D-AE36FA492BBB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6043631$40E95C63-C9C0-4EC0-B263-C609E26EDB88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6043631$4996CDE8-660E-4969-87A8-DBBBCFEC9707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0d0e2fd66f3c91c16852cf3c5f54f347b0794e5e","datavalue":{"value":"91G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6043631$93846A36-BCC2-4CB5-93EC-D961340DEF37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"11cf4c76f7269458fd2dfdd0111e5a584e4a582e","datavalue":{"value":"44A10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6043631$FC787A9C-5212-46B7-BA10-677C95AC7E54","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"63026e075a183eae030fcd03677e570d7408d0fb","datavalue":{"value":"7688252","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6043631$39251AD2-676A-4E1F-ABE7-E6192F3A3B57","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"874d0bcb707dab796d170bb4bfe7fe96a292fde5","datavalue":{"value":"American lookback options","type":"string"},"datatype":"string"},"type":"statement","id":"Q6043631$98EEC20E-7A67-44B5-8121-12C80A0E10CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q6043631$F14D59B1-3A07-4D43-AC13-F555AAD8ECF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"176466b6444c382490c3ee9d2e54ec31b783f92a","datavalue":{"value":"Laplace-Carson transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q6043631$DB67380C-C9FC-453C-AFCC-191A18701FCA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f7cd97f95556fc14167d4f28bb3575d27122f3ca","datavalue":{"value":"Monte Carlo simulation","type":"string"},"datatype":"string"},"type":"statement","id":"Q6043631$C415C4E7-E5D2-40E8-9A44-6C0969D3E080","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":"Q6043631$5DC364B4-E10F-4ADD-A15E-2A703A8DA91C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7786ab42bdef11d844c7fd3d1aa244d1a3bf6d1a","datavalue":{"value":{"entity-type":"item","numeric-id":2892298,"id":"Q2892298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$4CD1CC68-F69C-47CC-B653-89BAF21CB1DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9ff6daee81e4603fd10a289d9b07e4ccc4baf2b","datavalue":{"value":{"entity-type":"item","numeric-id":5001107,"id":"Q5001107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$EEBEA73C-BD55-4BCF-9B5E-7D49F486BA0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$343E99E4-E55D-4930-992B-692D4D456CCD","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":"Q6043631$75D6B3B0-D77E-46DC-AB9A-3E762EDB7F0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"61836ce57dd4916853c433e26baea12ad2b0865f","datavalue":{"value":{"entity-type":"item","numeric-id":5397448,"id":"Q5397448"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$8CB07330-5066-42D9-ABA9-C32AD71D78EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"21ba23ac9fc6359d17ed32d17d566c166ebd862d","datavalue":{"value":{"entity-type":"item","numeric-id":2298860,"id":"Q2298860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$7BEEA150-C1EE-4835-93AA-8A55C28FEEE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd64ffcbe4d1e73ad36efd557826c5e940b7b8f4","datavalue":{"value":{"entity-type":"item","numeric-id":5700590,"id":"Q5700590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$A05366FE-7939-41E3-AF7C-49C9CDC2E439","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fd6dd436b9838178ee07aca5da26efd92bedcbb3","datavalue":{"value":{"entity-type":"item","numeric-id":5472777,"id":"Q5472777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$A9E17F2C-CC46-45CA-BA25-6D823D427BF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"42e0c995a9d8e0eaf11057123825f337e5c35f0b","datavalue":{"value":{"entity-type":"item","numeric-id":4673851,"id":"Q4673851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$93E85E7D-9C08-4D6C-ACF9-F43AE8A2D8C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e4df1c0b9dbb64972d36ae7006852cf723eda30","datavalue":{"value":{"entity-type":"item","numeric-id":1012317,"id":"Q1012317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$BA8B05C2-214F-4B3E-8CA7-140D032708F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc6e50b6c78f435802e54971626919c3819b8114","datavalue":{"value":{"entity-type":"item","numeric-id":3523547,"id":"Q3523547"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$A6BD5498-3857-4A29-B0BB-5D19B9F4ACD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"21894670ddefa694785a585ddd261d7e5422e0a5","datavalue":{"value":{"entity-type":"item","numeric-id":3523594,"id":"Q3523594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$DC332D75-A13C-4F91-88FB-29CC2404B90A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e34b4f29c3a400076a126f8a1138f9b55447695a","datavalue":{"value":{"entity-type":"item","numeric-id":4429801,"id":"Q4429801"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$71609A70-57E3-4BD2-B2AE-2DD153F96A55","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1589621ac827e9eb257f2f2566404418dbb604a0","datavalue":{"value":{"entity-type":"item","numeric-id":3094895,"id":"Q3094895"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$93373ADD-EE2C-4E70-BC9C-770561765AE7","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":"Q6043631$5BEE1A85-95DF-4DAF-8F35-EC0CA732B4AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd9a47639eef557940f62b141ec774bfab0dcc98","datavalue":{"value":{"entity-type":"item","numeric-id":2005252,"id":"Q2005252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$334D7ACD-60C6-4159-A7C6-791DB8AE9FAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4c698a06fc317a9736df1665fc1ebc605865cc9","datavalue":{"value":{"entity-type":"item","numeric-id":4002114,"id":"Q4002114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$86328917-6431-4D1D-A2CD-63B23793AF0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8746de0c051f5a56088ae6390082c8ef2b50a8d","datavalue":{"value":{"entity-type":"item","numeric-id":2480974,"id":"Q2480974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$0891E941-F1D1-489B-A8FD-9B2B728D4F39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b55735e924c2b68a74a1a622acbcde9e8c36a984","datavalue":{"value":{"entity-type":"item","numeric-id":3019995,"id":"Q3019995"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$06FC4B40-7B67-4B51-A2E2-8C4A7C60C542","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27cc927765ac2b8e997ef727210866364ad5abbb","datavalue":{"value":{"entity-type":"item","numeric-id":5365651,"id":"Q5365651"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$D94CD7D9-282F-4B74-A125-ED5CFAB4CBFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d44e884ed4b4087736fdaed3337f59b50ca78f3","datavalue":{"value":{"entity-type":"item","numeric-id":5397601,"id":"Q5397601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$B5FF9671-30B2-4DBD-9515-0BAB8F1274EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1479b84deb3120ff01baf1b33a3d093c6bd67b2f","datavalue":{"value":{"entity-type":"item","numeric-id":1761583,"id":"Q1761583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$EA357DF5-BCD0-41C1-BECF-C6DCE9E571B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6e4c40d95e53c358d5e01d9e8950487937999c12","datavalue":{"value":{"entity-type":"item","numeric-id":4408872,"id":"Q4408872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$CEE65FEE-A478-48B2-BDF1-61F5EC81D24A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9aec4741fed4e10389d88f5df132763f870a80b8","datavalue":{"value":{"entity-type":"item","numeric-id":3673283,"id":"Q3673283"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$A3D8E6D7-3968-49AC-A1D8-5E93A152CEF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d63b0d42b58c6957c12fe7057506bc0834041a47","datavalue":{"value":{"entity-type":"item","numeric-id":882460,"id":"Q882460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$578B219D-F587-47B2-8E96-BB68248BB6BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c8a1e62c4ddbb8c68e52464b92216499ee3af45","datavalue":{"value":{"entity-type":"item","numeric-id":1421714,"id":"Q1421714"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$BE476E4F-7ADB-4583-BB3E-7249E42BBA60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dedc6853db3db70a468709c74a6e02236db337c7","datavalue":{"value":{"entity-type":"item","numeric-id":613360,"id":"Q613360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$248EC268-0477-48E3-910D-9FB460B74816","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b03fd28922992691fc90581b5a9608730ba0465","datavalue":{"value":{"entity-type":"item","numeric-id":1727172,"id":"Q1727172"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$D7C182C0-4706-4E19-8A8E-23B6B09A0CD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fb0ede61d1507b2d599be56ebd9694f4bf949119","datavalue":{"value":{"entity-type":"item","numeric-id":550461,"id":"Q550461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6043631$A72677C4-BD2C-4089-8D21-23F3A314DAB8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"0068fff379f80ab5034f850676c0b4d9754538f2","datavalue":{"value":"10.4134/BKMS.B220134","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6043631$B6F4AA2B-AB2A-4683-97AE-F02576ED75D6","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ce170fcadeb754a0c369c88900541d56b793c366","datavalue":{"value":{"entity-type":"item","numeric-id":1761583,"id":"Q1761583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bdc1cd8a19fb32f0c25505ae280b95746a079294","datavalue":{"value":{"amount":"+0.8345016837120056","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":"Q6043631$0A3E702F-B3DB-4764-8211-B6D08FBC1291","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b0956c298b104c9b4c5b90c963f29459ff0b2db6","datavalue":{"value":{"entity-type":"item","numeric-id":2438502,"id":"Q2438502"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9bdf964cf72a26dbf12bae312e9c62f850f98a45","datavalue":{"value":{"amount":"+0.8256171941757202","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6043631$FB65F766-EDF7-4A25-A2AE-ECA3855C287A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62c3cf6f3d7d499e9c6578c1148d5b78d8c8accc","datavalue":{"value":{"entity-type":"item","numeric-id":2994457,"id":"Q2994457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"61d7e31e55776add30d19ce79897340b4bb4f59d","datavalue":{"value":{"amount":"+0.825039803981781","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":"Q6043631$727522E4-74BB-4F94-9AEC-2497AD4B8F7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62325816af02ddacfaea9855c17320caa9b02144","datavalue":{"value":{"entity-type":"item","numeric-id":5277556,"id":"Q5277556"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"652cacfe3f5c5f9a3b99652a92b09e9f705ef694","datavalue":{"value":{"amount":"+0.8171946406364441","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":"Q6043631$076C432F-EE73-4D91-B845-92A6BA886EB0","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6043631","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6043631"}}}}}