{"entities":{"Q604920":{"pageid":606696,"ns":120,"title":"Item:Q604920","lastrevid":51129512,"modified":"2026-01-16T20:17:44Z","type":"item","id":"Q604920","labels":{"en":{"language":"en","value":"The role of additional information in option pricing: estimation issues for the state space model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5815636"}},"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":"Q604920$D53441A1-545B-4851-AFF3-719E6305F461","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6eb769e8badb48b2b58ad85ce42992bab0141989","datavalue":{"value":{"text":"The role of additional information in option pricing: estimation issues for the state space model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q604920$26B44B40-57F5-4629-85BB-0ACD7701C5B5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cbf3db8a516954eac6d6a6b2061d0d9546b54164","datavalue":{"value":"1198.91243","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$18D3B23C-8BFE-4257-84BC-B81349DDF8C8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"85ad0dbbb9ed283740b20d4ce22befe551292369","datavalue":{"value":{"entity-type":"item","numeric-id":604919,"id":"Q604919"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$2DD320B4-DF5F-47D8-9AEF-1D78FBC5FC8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"16a8e720833e3cb4c8e04b72be2bb03312e5dc3b","datavalue":{"value":{"entity-type":"item","numeric-id":432318,"id":"Q432318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$1291BCB5-AE33-4435-AA54-D9BD8D748530","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3fb9baf77d3d9f31b1e20bac4e099ab7de650882","datavalue":{"value":{"entity-type":"item","numeric-id":449964,"id":"Q449964"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$82277197-4372-47C9-B531-C1AD647E6C3C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"cf0ee28b261533c80c94f117bb50b1d2995f56c0","datavalue":{"value":{"entity-type":"item","numeric-id":60497,"id":"Q60497"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$07FA758C-D193-4C17-93FE-4E33FDF3177A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5f9e839d2a997fa299b899aeddb064bd0b055cfd","datavalue":{"value":{"time":"+2010-11-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q604920$57605C1A-6D76-4181-BDE0-DE14DE0AC699","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$96CC3639-CB85-46B9-85B7-649ABB5A3030","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$B8DE0E3D-809B-418E-9998-EB6978766097","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$C4D2346C-8072-45A8-9CEC-B6CCF3692A64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$4E188A21-3E8E-4BF7-BA30-CB26CD496416","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"43375aa4cae00e492475be52b3b5164dfbe321c2","datavalue":{"value":"5815636","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$1703893B-DBFD-42EA-BA8D-305C99BDA064","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"892b8f6e94d69de5fe79e35174ac1294ce4d29ea","datavalue":{"value":"Kalman filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q604920$90716A1B-A901-46FC-B1FD-4B86B4D4DE6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"19546227d001e079f4ad4ed9a90eee2ea9c0c46b","datavalue":{"value":"particle filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q604920$D5AFDE54-D69F-4FB1-AAC4-721A7BDDE0A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2db50e149c99a7278bb291783c74696960ea00e2","datavalue":{"value":"stochastic volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q604920$9174F9AB-5F1C-415E-8DD6-CC35DE83D245","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e13da845b1bf1f24d1eeecdabe7ce85f2ba19aa8","datavalue":{"value":"volatility forecasting","type":"string"},"datatype":"string"},"type":"statement","id":"Q604920$62A9BF03-3225-4773-A20D-69F40C5966AA","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":"Q604920$144D1FB1-A1A9-4D89-B5DE-E792BB999C2C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"15c7212c1f00e26373774e6a531d9d734d91fd8a","datavalue":{"value":"https://doi.org/10.1007/s10614-010-9240-0","type":"string"},"datatype":"url"},"type":"statement","id":"Q604920$720D572C-6B34-4450-92AC-727D04022C27","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d2956e08b170463bdb013889893cf8f1bc46cc06","datavalue":{"value":"W1998555065","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$FCE35589-1313-4F14-86D1-5923EA787CA5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"95817fe72c9fbe195c55b8e2b4d4ec41323d0981","datavalue":{"value":{"entity-type":"item","numeric-id":3993534,"id":"Q3993534"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$67EAFD6F-4EF6-4B23-8DD6-8C4D508F20D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8bb1a925163d56efabca77556a541dcaf669d13b","datavalue":{"value":{"entity-type":"item","numeric-id":3368328,"id":"Q3368328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$B06CBCA1-A4E5-4201-B8BB-3A634EBB14EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a48253edd38b2dcbcd24a4da028b3669909a69f4","datavalue":{"value":{"entity-type":"item","numeric-id":5940704,"id":"Q5940704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$215D4FB9-DD65-402D-9CBD-4E6A342D797F","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":"Q604920$616D3A34-B68B-423A-B610-9400278C629C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"82aa696177331d8c88eab2b51248d0b89d26ec60","datavalue":{"value":{"entity-type":"item","numeric-id":4836987,"id":"Q4836987"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$BE0FB67E-1F9F-4195-BC98-970497A7CE9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"877981d44ce3f58f0fc3b4b3e311c9607e37834e","datavalue":{"value":{"entity-type":"item","numeric-id":1867723,"id":"Q1867723"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$AF99C224-9DA9-4D3A-9EAE-221C26990260","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7107271d2f1fa14d9fff182e395c60401f7d78a","datavalue":{"value":{"entity-type":"item","numeric-id":2734599,"id":"Q2734599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$09466E40-78B0-4657-A6F8-D2CACCFCEABB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bc7f0bde6f5b3c46532205811fdefb0cae6439d1","datavalue":{"value":{"entity-type":"item","numeric-id":5312868,"id":"Q5312868"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$98F9E591-77F2-442D-8B1B-8AB20EC625E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f62c303396b865b99d7bd84631ec75b59e2e41ca","datavalue":{"value":{"entity-type":"item","numeric-id":4859495,"id":"Q4859495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$2A7F3F04-EB31-49E1-9066-3A12C74AE51E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$EF030D7A-31AB-4B00-AF3A-A5BA8A8D88A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbabe7b5a8dc30d21f904c01821165171fc27bcd","datavalue":{"value":{"entity-type":"item","numeric-id":4219769,"id":"Q4219769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$C4AB1C3A-2621-4135-B97C-97FB5DAC79C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22f0cbbef5edf1648e5a6538cfce144838f7415d","datavalue":{"value":{"entity-type":"item","numeric-id":4541234,"id":"Q4541234"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$6D77A1D4-704F-47F0-8A57-DE4FE3F6EABA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9398758576d6cfd8e7cb7b3a16c6921f0fed0626","datavalue":{"value":{"entity-type":"item","numeric-id":3541271,"id":"Q3541271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$3C959207-39A2-4E5F-9155-86DF53B7DEB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1b06b376b9827669bd53de9a6396190843b4e52","datavalue":{"value":{"entity-type":"item","numeric-id":3160517,"id":"Q3160517"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q604920$F19A3666-A854-486D-BFBB-AFE95B3D49C9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4452c81c25422fc55cc15d5d2db174ecfe70fc75","datavalue":{"value":"10.1007/S10614-010-9240-0","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q604920$B97A2267-A642-45A6-B78E-13622689A22F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1b78ebcdc6aebf5af0463666799e77e583ddf872","datavalue":{"value":{"entity-type":"item","numeric-id":2917425,"id":"Q2917425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3bf6e24e2e133f0fbba6e4c32e3fea14b233d1bf","datavalue":{"value":{"amount":"+0.7606726288795471","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q604920$F4602EBA-6861-4547-8E57-4C0A7E32F567","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"44a716b75049c1490f3b2991e22703521e0863d9","datavalue":{"value":{"entity-type":"item","numeric-id":5093183,"id":"Q5093183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bd2fbca4f2c512969df1af0fc9887cfcd3a82744","datavalue":{"value":{"amount":"+0.7578412294387817","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":"Q604920$E8C091E8-F2E7-4D69-9C94-D33A47EACEDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"01fb7e0371367a30b7caee49797f7b5d3bec92f4","datavalue":{"value":{"entity-type":"item","numeric-id":1023619,"id":"Q1023619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bd722c439d3eea6f31adc934544bf19b53601887","datavalue":{"value":{"amount":"+0.7505583763122559","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q604920$E0CA0D54-5349-4BE7-A23C-EC55596D5482","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ac9e393f1d56dc3fd0bba7657b3926a0d0ea4082","datavalue":{"value":{"entity-type":"item","numeric-id":3542259,"id":"Q3542259"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dc6ebd496cc8522721c5b2fb84d775f419b344dd","datavalue":{"value":{"amount":"+0.7432405352592468","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":"Q604920$AD883D32-83FA-4D9B-96E4-D081A050B46F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fee5adfa68d5d33059e734489a2dc64a4aa8f02e","datavalue":{"value":{"entity-type":"item","numeric-id":4665350,"id":"Q4665350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b2b706c3e118f8b24dc7ce29ea81579096e3c8c0","datavalue":{"value":{"amount":"+0.7384451031684875","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":"Q604920$44D695D0-6C79-43CD-AE35-AEE58C536F74","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:604920","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:604920"}}}}}