{"entities":{"Q6053111":{"pageid":13187267,"ns":120,"title":"Item:Q6053111","lastrevid":58654920,"modified":"2026-04-06T05:00:46Z","type":"item","id":"Q6053111","labels":{"en":{"language":"en","value":"Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7742086"}},"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":"Q6053111$76E8D851-E276-4046-A8D1-47CB55BE6575","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"573cd5c0f0dfdfd767139e4a967cbb99a563768c","datavalue":{"value":{"text":"Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6053111$3EF0C5F5-0FF3-4F62-A4FB-B2DB6F6E3764","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5e63b0584bcf788c041ca9265ad17ce2edfbe541","datavalue":{"value":"1522.91323","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6053111$562CEE1D-EF36-47C9-839D-49A5BDAB2E32","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"402e42bd69de7c7ed91f44bda075dd1dcee2914c","datavalue":{"value":"10.1080/14697688.2023.2229022","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6053111$76829A1B-4152-4102-B8DB-15D119DF840C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"da9d0bb1bba7f8d78f26f8b0456c3cbe905220ef","datavalue":{"value":{"entity-type":"item","numeric-id":438577,"id":"Q438577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$71C1C68B-F77E-4B55-97F7-9D975151D0B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5eb9df1da118568a6bdc55da2f41ab48fe07ce66","datavalue":{"value":{"entity-type":"item","numeric-id":218416,"id":"Q218416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$0D491855-3926-4860-B9A1-929C092F62DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d6ada079aa8c16d85c6cd127b6bec55f8b44bb81","datavalue":{"value":{"entity-type":"item","numeric-id":6053110,"id":"Q6053110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$9433A0C1-0F06-4645-80AF-FE0417B64253","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$1239C2C2-28DA-40B6-9C4D-EC70F4A6ABC2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"75720be84732b5e4c6160ae45afc596463d1f635","datavalue":{"value":{"time":"+2023-09-25T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6053111$BAEBF911-C670-4E67-B3F0-E564D4C9F2F9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c1dfd73b0e42f33d2d3f261cd3144e33348fdb9b","datavalue":{"value":"https://arxiv.org/abs/2207.02989","type":"string"},"datatype":"url"},"type":"statement","id":"Q6053111$3542F1C3-AA19-4772-845B-38242F4687AA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"ee61d12d8ac50f86a0265856e85b664dcd7fc0ad","datavalue":{"value":"91G99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6053111$CDB91A86-078F-41B7-AFD7-66307737E5D2","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bd098caf554f7b9507f399bac64a1b07e813180b","datavalue":{"value":"7742086","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6053111$B7618620-046F-4B07-8C28-2DB3A7CF1103","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23b00be64add03e834d7be0d2b5358f15297d85c","datavalue":{"value":"implied volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q6053111$C877298D-B787-4DCC-AA2B-3BB8C82F24E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d815abc5774e7482de436884e69f769537fd80b2","datavalue":{"value":"calibration","type":"string"},"datatype":"string"},"type":"statement","id":"Q6053111$FF195D7F-D213-47A7-A39E-A9DE4E2203D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e661939ddbfbd62f825b528e1f1b4f06da386277","datavalue":{"value":"bid-ask spread","type":"string"},"datatype":"string"},"type":"statement","id":"Q6053111$FF4CF12D-9DA7-4EEE-9DC4-E186571AE03F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"16b61ca7ad6985c738535c430841274081a9a6c2","datavalue":{"value":"missing data","type":"string"},"datatype":"string"},"type":"statement","id":"Q6053111$A8341E18-20CA-4E9E-B5B1-7BE95A67D4E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b72041a386831e739b8be35efc7ed8381a8f2649","datavalue":{"value":"data augmentation","type":"string"},"datatype":"string"},"type":"statement","id":"Q6053111$9BEE8B90-DAFC-4453-9759-57BBD3A4D40B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"21d72140e4ac4b9424698b418143283517708a94","datavalue":{"value":"crypto-assets","type":"string"},"datatype":"string"},"type":"statement","id":"Q6053111$5C091152-4002-4F17-B76D-F0E0F70A7440","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":"Q6053111$6037D1E2-2363-4506-BF48-7AD9026551A7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"dfb2e8d957b71049d21e652dfa675c7166bff258","datavalue":{"value":"W4285096238","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6053111$61A0490F-8AB8-4D63-8957-C77E5B18AC41","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b05c90a4124b527f3275782660879483ad460b1","datavalue":{"value":{"entity-type":"item","numeric-id":2463722,"id":"Q2463722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$48C9F235-A1F3-43EE-8677-470F49E02441","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"124979f033561c429e78d0ed182abcf8fac480bd","datavalue":{"value":{"entity-type":"item","numeric-id":2849673,"id":"Q2849673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$01C689C7-5161-4D16-9297-3B9875BDA4A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28d9927cc2c193aa670d07244a8ff63d81fe658a","datavalue":{"value":{"entity-type":"item","numeric-id":4581293,"id":"Q4581293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$3918CEA7-23CC-44F2-9E7E-CDA74BB5DDD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"563202d90bac4b6109770164c62a1e27cbf24afe","datavalue":{"value":{"entity-type":"item","numeric-id":4969263,"id":"Q4969263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$8730D974-A893-4E93-9C2D-C55B34042EA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f6eea7aa5e68180694f0d2d936ce4a68164a75f","datavalue":{"value":{"entity-type":"item","numeric-id":2292060,"id":"Q2292060"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$771D8162-3C49-4978-8971-069EC0318895","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e640ccdf11024e5431fcca4a0fec79fc84a50019","datavalue":{"value":{"entity-type":"item","numeric-id":1361122,"id":"Q1361122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$A871397E-5D23-471C-AB7F-88432878FED5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"97c5514f0deaa3eae6f6178676c4f3a50d94f2c6","datavalue":{"value":{"entity-type":"item","numeric-id":1271149,"id":"Q1271149"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$2DD95A11-3629-46E5-85D6-29E50F0CB1DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3331936047eecb6184053d5dec7160ae5b881875","datavalue":{"value":{"entity-type":"item","numeric-id":3404099,"id":"Q3404099"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$3AC32CB1-7FA6-4DB1-AF33-4FAE96E7E098","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"94abc8705ebb37f31d87bcf9eca153668a350887","datavalue":{"value":{"entity-type":"item","numeric-id":4226179,"id":"Q4226179"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$D1B3F931-9E65-4108-98A4-D53EB12C4C1F","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":"Q6053111$E7C6C9DF-6641-43AC-82BB-D2DB2AB35D62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e10f3136896b0a6833826fa1131aa911fa9cf385","datavalue":{"value":{"entity-type":"item","numeric-id":744007,"id":"Q744007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$716B0F5E-1A79-438E-9508-89991A1F3760","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b0a94146f8ceecc476969e69bf7204797f557c8","datavalue":{"value":{"entity-type":"item","numeric-id":5300439,"id":"Q5300439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$ECE99880-8789-4C3F-B37F-D838BA7F2710","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a403bbb2f60e08cba6427c2c4760be3663fe86e","datavalue":{"value":{"entity-type":"item","numeric-id":2879012,"id":"Q2879012"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$C30EF697-8091-4F53-AAF8-0E47284878D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99c8533198217f458fcb8562a24fd3b34d75ffe1","datavalue":{"value":{"entity-type":"item","numeric-id":4842819,"id":"Q4842819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$BB76F0EF-F41A-4A6E-BC29-33E852EC3987","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8ed336085fbd95a7ea9f2606b159f4037583dd7","datavalue":{"value":{"entity-type":"item","numeric-id":2893075,"id":"Q2893075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$B2176F7E-C642-47E9-9980-70F8B75960EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b84ff3422101063f959ec933e950e0ea9ba98695","datavalue":{"value":{"entity-type":"item","numeric-id":1847952,"id":"Q1847952"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$C606AFA5-9AD6-4D23-AF8B-F540272BAB18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"afa1d02e01bab0084c07028a6ff938bb30626a98","datavalue":{"value":{"entity-type":"item","numeric-id":5509355,"id":"Q5509355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$7F49B8A8-C442-4568-A6E8-E74034EC6A56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7110b9c20d676fe25f0ca1e59d41fc7a52856c5","datavalue":{"value":{"entity-type":"item","numeric-id":1781175,"id":"Q1781175"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$7F5C3FE2-B8A1-4204-A8B7-1116B453F4C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"42474dad6d4efb2c2f9455641c10f82cb3d5254b","datavalue":{"value":{"entity-type":"item","numeric-id":549116,"id":"Q549116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$0F79699E-89F2-4DE9-9D57-2BD646FF83A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0fd319799b12fa93af1c89e1b418e464673e4a55","datavalue":{"value":{"entity-type":"item","numeric-id":4672379,"id":"Q4672379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$A8063665-C533-4EE3-A390-AF7D2787A668","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fb934dd548b003af0935ff168bdde91b2f3af08e","datavalue":{"value":{"entity-type":"item","numeric-id":5283408,"id":"Q5283408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$1BD4B7AB-67E1-426D-9BA9-C82D4087FD01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d635c9f525c01cd9303b697d14d023946c9d6fc","datavalue":{"value":{"entity-type":"item","numeric-id":703592,"id":"Q703592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$D47158ED-49FE-4B8D-ACC7-51CEFF3968D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"58697da5f893a7080582cda364e0ce579bdd6ec2","datavalue":{"value":{"entity-type":"item","numeric-id":605018,"id":"Q605018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$C83265B5-800F-4080-989C-5A3DDB2F04CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dcffa1e926a54f31d502f68de457ba4f61afad10","datavalue":{"value":{"entity-type":"item","numeric-id":4654005,"id":"Q4654005"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$B2C5C572-9CEE-44E2-A8CA-50423606956B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a55557e1a9c8d229d86684a603ff408a6abbb725","datavalue":{"value":{"entity-type":"item","numeric-id":2494657,"id":"Q2494657"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$E1587E3B-B889-4B45-B901-F89261453348","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b0645389c48c0635cf64a8d50bbed1da4e5d452e","datavalue":{"value":{"entity-type":"item","numeric-id":5773331,"id":"Q5773331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6053111$9C7503E5-3EB3-4B7F-BF53-806340C8BD76","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1b199e191fada63b79b78a5a8a5651b9a7b7f13f","datavalue":{"value":{"entity-type":"item","numeric-id":2953945,"id":"Q2953945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"362a8b063b4f2b843c7769676a38284b301d0599","datavalue":{"value":{"amount":"+0.7286750078201294","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6053111$D4E0E4C3-8237-4297-9356-BAD99D074A1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a41243a2044bb284b154ebcdcca6093396ef0ab6","datavalue":{"value":{"entity-type":"item","numeric-id":2859676,"id":"Q2859676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b05f36dc7e848baa13dc86d986d74862789f6c4b","datavalue":{"value":{"amount":"+0.7244058847427368","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":"Q6053111$44FE1DF9-D066-4C0E-8F9A-6FC807BED2CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"252f61a09d0da8e24972b70a6132b3e29f05ca7e","datavalue":{"value":{"entity-type":"item","numeric-id":4541541,"id":"Q4541541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"832f61cf6cb9cc586f0924753aadbb269a0229f7","datavalue":{"value":{"amount":"+0.7216689586639404","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":"Q6053111$0629895D-031F-493D-A0D8-D3B70191555D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ef716c2ae885c0b7f9957d5be4b89a6296625088","datavalue":{"value":{"entity-type":"item","numeric-id":2886586,"id":"Q2886586"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"286a121acd99b6feb237bea7efe7ea52855c9103","datavalue":{"value":{"amount":"+0.7192346453666687","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6053111$ECF3448F-B429-4B38-971A-9A3BE5BA4E9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"891aa6aae33da36f4bc77191224a706064f95e3c","datavalue":{"value":{"entity-type":"item","numeric-id":3400794,"id":"Q3400794"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fe7a4998d6c44032366feca6da5b11bf8c1c08f6","datavalue":{"value":{"amount":"+0.7138203978538513","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":"Q6053111$BF7028BF-4587-40B3-842B-A3FE6617126C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6053111","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6053111"}}}}}