{"entities":{"Q6054440":{"pageid":13188595,"ns":120,"title":"Item:Q6054440","lastrevid":93976745,"modified":"2026-06-05T05:35:01Z","type":"item","id":"Q6054440","labels":{"en":{"language":"en","value":"Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7743091"}},"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":"Q6054440$606EC325-D6F0-4EC8-81DD-B24CB7CF90AE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9eb77e661ae464b57228103d56ec52ebb0f3d9ac","datavalue":{"value":{"text":"Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6054440$48DE62D3-43DB-4D2F-9340-EB1B7B4D2A28","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4a099f3e04c1c751323feb01d6eae8bde4e00dc8","datavalue":{"value":"1522.91269","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054440$168FAA1B-C860-4EDB-8BA0-A437BD852238","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"02ee68acf7ca12cfb133050825d4d9001c37370f","datavalue":{"value":{"entity-type":"item","numeric-id":6054439,"id":"Q6054439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$3FE61A2D-9DE2-4718-8382-DDBBE4F6A0C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"16b250db1e03441703b0a02f936b0e9af1013d07","datavalue":{"value":{"entity-type":"item","numeric-id":375361,"id":"Q375361"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$D1521378-2C03-4A68-8554-600B7E0BAF04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c34e40f75670d75c64d7ddf67224f5f3ea0c946d","datavalue":{"value":{"entity-type":"item","numeric-id":229684,"id":"Q229684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$DAF6E589-AF7A-4B26-AB5F-7AEE805330F4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1de4b540dbe99c646bddaded804e9f35ff2494c3","datavalue":{"value":{"entity-type":"item","numeric-id":140029,"id":"Q140029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$C6B018E1-FBE3-4897-BFCF-8E377CDC5434","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":"Q6054440$58BAAF58-5A10-4833-8FCD-109E2C8E361B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054440$856A47CB-540D-4DA2-9A66-92BB613790E9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1a211ef2ffac3ba174b493a4912f8bf5c8f04b9f","datavalue":{"value":"7743091","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054440$F34E8C87-F511-4FF3-86D8-55900351E717","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f87bd4aed0c328810a283c7fbd234748a125738f","datavalue":{"value":"distance-to-default","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054440$530CFDEE-BA3D-4BBA-9A16-ADD37686D3FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dcb974fffa3cf940b6f251d2874c86c819fd733e","datavalue":{"value":"EM-algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054440$53D866CD-F936-44A0-961F-851FE5BB5F5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bd31a154f5d5aef9b6d0098fd0d539d1851ab8d4","datavalue":{"value":"KMV method","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054440$36EA26D3-59AA-4617-A69D-55FAB93BA941","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7fe0988e0c47620504042d481109a018df274651","datavalue":{"value":"Merton model","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054440$35553E9C-16EB-4190-90A0-D2BB8E39A407","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$CF112327-A01D-41E0-8DB0-4C31D6F03E21","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"e3aa00fdb5374932576d3719ec3c3f59111a0f02","datavalue":{"value":"Q114079412","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054440$9B7935EC-D282-410E-856D-6C86B7807A53","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5e927945011a95d21c7536fb10b6ad333eeef454","datavalue":{"value":"https://doi.org/10.1111/mafi.12362","type":"string"},"datatype":"url"},"type":"statement","id":"Q6054440$70D5A492-BDD4-4D52-8E9F-7450E4837FB8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"dd50a4c0dd2744c33a8df205565233bb1fd019e7","datavalue":{"value":"W4293581937","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054440$9E9AD840-08A6-433C-8C57-DB32025DBD9B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"69edede5cf67e453b5bcd6d0340ec09a6f0795e7","datavalue":{"value":{"entity-type":"item","numeric-id":4372931,"id":"Q4372931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$9619C074-452F-4BE4-B68C-71994938D84E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f07818b634e459fdfbede08defa40c8e8ef26894","datavalue":{"value":{"entity-type":"item","numeric-id":4139463,"id":"Q4139463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$06CDA5DE-901D-4F76-A0CA-271694F4A8A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5dbbe56d2618ea0f31ed63d0310f968df0ead436","datavalue":{"value":{"entity-type":"item","numeric-id":4372031,"id":"Q4372031"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$1286B9FA-65D2-49D0-AE87-AD216BE4116D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"148c4efab6e7e8c4693e434fac1e2778178d128a","datavalue":{"value":"10.1111/MAFI.12362","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054440$A1747A75-893D-4B13-9EC1-6DA43DFC0853","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6dc8a2f83dd0ff0a7b7b669559215316e2fee1f8","datavalue":{"value":{"entity-type":"item","numeric-id":4372031,"id":"Q4372031"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c4114cfb62d847930147874f533fc21eedab286f","datavalue":{"value":{"amount":"+0.7121644020080566","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":"Q6054440$8ED03D4A-CB47-4A1E-B963-8AB731DA06A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ccdb2a4feef3744990953d92590de05b617a76e3","datavalue":{"value":{"entity-type":"item","numeric-id":614031,"id":"Q614031"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d494a93951602ebe8d371f1a9fa7d1cec61f253a","datavalue":{"value":{"amount":"+0.7073119878768921","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054440$E190832A-854C-4BBA-B541-E11C35964A71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4082572e260c2183a012dd58c690caf51d324d42","datavalue":{"value":{"entity-type":"item","numeric-id":1305633,"id":"Q1305633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"564eabd985ba0d92732e0b20df30774f1a433e3a","datavalue":{"value":{"amount":"+0.7055115699768066","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":"Q6054440$3D1EF6A0-AF75-4CAF-A72C-2FFA306F5AFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c26587de878722df62d1b1683d50597be9e80643","datavalue":{"value":{"entity-type":"item","numeric-id":302203,"id":"Q302203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d3e223375dc507bcdb78fd69eac334c4fbf05378","datavalue":{"value":{"amount":"+0.7045706510543823","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":"Q6054440$1BF31DA3-1B0F-464D-9375-85F93222C677","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ef107957bdf17480e13d54bf74bf490ef15d60ad","datavalue":{"value":{"entity-type":"item","numeric-id":4842350,"id":"Q4842350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7e42377c5d6336605d5dd2826c51a8e5489c6246","datavalue":{"value":{"amount":"+0.6985092759132385","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":"Q6054440$85596B95-D607-4150-9CE4-4A48C0EEC7FF","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"c39a117a349789e54237c0a3254f5a10c0a6517e","datavalue":{"value":{"entity-type":"item","numeric-id":6830565,"id":"Q6830565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054440$2D00F835-17EE-4582-82C8-08D37E5E42C4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood","badges":[]}}}}}