{"entities":{"Q6054385":{"pageid":13188540,"ns":120,"title":"Item:Q6054385","lastrevid":58661484,"modified":"2026-04-06T05:40:10Z","type":"item","id":"Q6054385","labels":{"en":{"language":"en","value":"Robust replication of volatility and hybrid derivatives on jump diffusions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7743040"}},"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":"Q6054385$629B7DA1-620D-41C8-B30D-0733A74C7CC0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"af91219e75a5435d92218383ffd8b49d3b230df7","datavalue":{"value":{"text":"Robust replication of volatility and hybrid derivatives on jump diffusions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6054385$B288F099-EBEF-4A68-9353-4D2DB04B3E5A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"089efe079b2e8cd1b11c472d45b876e016627dfc","datavalue":{"value":"1522.91267","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054385$6DF9DCC6-700A-4FD5-9937-FEE86B949D43","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1de4b540dbe99c646bddaded804e9f35ff2494c3","datavalue":{"value":{"entity-type":"item","numeric-id":140029,"id":"Q140029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$DFE4F2EB-76C8-41C5-8001-BA2CF8B00764","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"71c2f095f83a40512044f0daab6f61e70d636cb6","datavalue":{"value":{"time":"+2023-09-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6054385$275223B9-7F41-49C3-9490-42297816DA07","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fc4595d5dd87549050e40e00dcd2786d69f2291c","datavalue":{"value":"https://arxiv.org/abs/2107.00554","type":"string"},"datatype":"url"},"type":"statement","id":"Q6054385$E368618A-3E0F-4451-AE05-47010AAAE5A3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054385$EF6B2AEE-0F43-4EDD-A7D3-B190040CA8E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9d23d0daae27865261ff9ead2b493ed8e30d8261","datavalue":{"value":"60J74","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054385$87AE5914-0ED4-4602-8D83-F3393972818B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f716a25a1c7e9b31d2e6b97a042ce479f56c7f7c","datavalue":{"value":"7743040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054385$394967EA-EF28-49BD-8946-EB26E9960356","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"abe83532237ea8c9b80b40e288f5960a78cd9bd5","datavalue":{"value":"jumps","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054385$BF22EA6F-D135-4864-854B-FE52C3674B65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e1e6d641f452f9121782553458ead5755174dca3","datavalue":{"value":"LETF","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054385$9FE55048-4B32-432F-B252-4859E666CF4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"112246ea90b31809b17c0960773ce0c0f61a6498","datavalue":{"value":"path-dependent claims","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054385$0CE53D0E-51C6-4614-8797-6BE977390E7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c03d958cb6a0253c22720f56b0b1809de3c4aa9","datavalue":{"value":"quadratic variation","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054385$ADFC6EF5-0DB0-4C4F-A12E-770F306A8D1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0eb04021b30c2ee2d0c21d6ae3cc0b3aef41982d","datavalue":{"value":"realized Sharpe ratio","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054385$FDDD1051-024C-4940-BEE6-6D68BC458A29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"228eab7254fe979603e1790a7de7466a56aa8f4f","datavalue":{"value":"variance swap","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054385$9FE2D979-CEFE-4534-8E40-A4CF5B90EB11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5da6c2242aff4d5b7a05e639a98bc23a6c9af727","datavalue":{"value":"volatility swap","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054385$C837C52E-0422-4EFB-8F6E-3968E637C7E4","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":"Q6054385$391DF517-28E3-4716-8C98-3E65C54D73CE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f4a5eec4472fad24d1609f0705fa66f9b6c48fe8","datavalue":{"value":"W3183820565","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054385$32F0A4A5-30B7-4CAC-A6DC-F6E9C1E37234","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"264d9fa35bef8ee6498c5837c8f20be5160b95e2","datavalue":{"value":{"entity-type":"item","numeric-id":2941473,"id":"Q2941473"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$2FC594E8-F6BA-41D5-A0C4-EE7F15AE44EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"37e6006eb0725f89070785243141a1815850f8d8","datavalue":{"value":{"entity-type":"item","numeric-id":3580039,"id":"Q3580039"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$4203559F-DBC8-48C6-A97D-C87479E3AEB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b9afcff007890f13ea5293cad9286d06ef50af08","datavalue":{"value":{"entity-type":"item","numeric-id":1761447,"id":"Q1761447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$96EDD82D-B291-4EB9-B1A3-08EF5E7F51EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9588af0ef496c25d094b0099dd4876c6e1b4c35","datavalue":{"value":{"entity-type":"item","numeric-id":4226822,"id":"Q4226822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$FD27B5CA-213A-4770-8206-A436E857F4D2","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":"Q6054385$8F473855-23AE-42FB-87EA-E869D9D2937B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"542e0451a6641382ad29c9e67053076ff924e8f3","datavalue":{"value":{"entity-type":"item","numeric-id":4554507,"id":"Q4554507"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$C6033CD9-597F-4CFA-8B11-D4DC676325E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22cabe473eb717537d16e8cbbeb1371fb031b37f","datavalue":{"value":{"entity-type":"item","numeric-id":5371136,"id":"Q5371136"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$9891EEE8-87AC-4C67-A6A4-617853036706","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85b7df747c1bbf376c8124b54c50bd649d5bc9b1","datavalue":{"value":{"entity-type":"item","numeric-id":4682478,"id":"Q4682478"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$E4FD2043-9257-49BF-AE83-3A26BA7E4E9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6fda2ed9f5df48ccfe79a61a4e50c060cf26585d","datavalue":{"value":{"entity-type":"item","numeric-id":5382633,"id":"Q5382633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$EDD51EDE-A153-4073-9722-D267A76AB9EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bf56f0d68ee7f6609675905090d4a4a650a85026","datavalue":{"value":{"entity-type":"item","numeric-id":703133,"id":"Q703133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$CAA0EB2B-7ECF-40BF-AC5F-23474F13FF83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$C91212D3-BE02-432A-97D4-B811022A034A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc16da5379260db35540ceabf59a3618ce21e724","datavalue":{"value":{"entity-type":"item","numeric-id":4550923,"id":"Q4550923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054385$B3D15717-043D-4D30-B9D2-D4D969748AD3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"07e65f00219a5a4957f073b3bfaa20df5eb7382b","datavalue":{"value":"10.1111/MAFI.12327","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054385$6D747D4D-ACA5-42BD-BE51-BD6AA2866D5F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"593dcf8d46bc87bee6fcf8352b83170a5caba94f","datavalue":{"value":{"entity-type":"item","numeric-id":5041838,"id":"Q5041838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e7192ff4c88d81171ef4c1caaf46913d23ca4c53","datavalue":{"value":{"amount":"+0.8178035616874695","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054385$A6B069AC-A679-43F9-8D0D-0AF763A3314B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aa89eb0fc0b36393f90539b15091511bd9d60b9b","datavalue":{"value":{"entity-type":"item","numeric-id":4672757,"id":"Q4672757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"80936a2f83016a9d9e14fda40bdcebe41efc57a3","datavalue":{"value":{"amount":"+0.7640612125396729","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":"Q6054385$FD3673FE-2959-4109-B1C9-0C55F7B86BE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"89077400126ba7ebfa24d50fbc276c973f426f1f","datavalue":{"value":{"entity-type":"item","numeric-id":693029,"id":"Q693029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f21e294ed84359fc8e37cdb4de37f92437bbabb8","datavalue":{"value":{"amount":"+0.7586618661880493","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":"Q6054385$3E45295C-7A7C-4079-9CFB-0F8F81969FFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aa60e5d09e92b529185f892b262cda0de39965ff","datavalue":{"value":{"entity-type":"item","numeric-id":3107936,"id":"Q3107936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dfffe4bd789b5c678b954d6b21010087bcaab2ae","datavalue":{"value":{"amount":"+0.7568790316581726","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":"Q6054385$15A3843F-A7EE-467F-9170-1012D37A79F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4d86fc28115dd45b3fb55e060b00094fc8896183","datavalue":{"value":{"entity-type":"item","numeric-id":2009351,"id":"Q2009351"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"562c21d862e4b2e86629acb2e62bb42d0959362a","datavalue":{"value":{"amount":"+0.754603385925293","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054385$B9CE5592-4C3C-491D-A489-169BA6F9A298","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6054385","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6054385"}}}}}