{"entities":{"Q6159078":{"pageid":13293877,"ns":120,"title":"Item:Q6159078","lastrevid":58725543,"modified":"2026-04-06T11:52:32Z","type":"item","id":"Q6159078","labels":{"en":{"language":"en","value":"Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7691065"}},"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":"Q6159078$3FF9FF01-4667-4DF7-A2AC-69BDDA702201","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"df0351ea864d4da2130c27175f1b13244718cf09","datavalue":{"value":{"text":"Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6159078$57D05A20-BC6E-4EEC-AE05-87040AE127DC","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d8ac64fc00a7b963d650ed5b34d11f6d9d5db13b","datavalue":{"value":"1517.91247","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6159078$2DD48FD6-6B6B-4005-8E0E-E33C91415B67","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"470bd3adf86ebbae67aaaa5cce979b168daefedd","datavalue":{"value":{"entity-type":"item","numeric-id":5066305,"id":"Q5066305"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$C40F1C3B-F5A7-4A1E-875A-63288C4FF856","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"536a293c9bced5404b3f8d16cc712e456470e66c","datavalue":{"value":{"entity-type":"item","numeric-id":4655191,"id":"Q4655191"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$AA9A9466-CDDD-4039-A53B-32E06768EF6E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0c09215887ef653ec2669d3ec91fd9be5c2c6825","datavalue":{"value":{"entity-type":"item","numeric-id":2797751,"id":"Q2797751"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$D9609C92-F7A4-40D6-B3EA-C9C86286E349","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1e1ff792d185300099d93a7961359890b67878e2","datavalue":{"value":{"time":"+2023-06-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6159078$F8C72350-B022-4422-B402-B870E77BBB7A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"28b655baab60daa2a73ad2677e69a5ce8de021f9","datavalue":{"value":"https://arxiv.org/abs/2005.05530","type":"string"},"datatype":"url"},"type":"statement","id":"Q6159078$353178EC-CF8C-4281-B54C-A626F2CD2265","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6159078$24A56C3D-8572-44A2-89D4-726E27186228","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6159078$03038C5B-8577-41DF-9412-00E1B44B0EF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6159078$643A09CF-6569-4384-8741-FC512DC22B98","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6083ecf9c79e7adcf7a3e1ce1935d949ad75b79d","datavalue":{"value":"7691065","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6159078$52B41BCD-C5E6-4388-988F-104D75392B0E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5fa1fb180ef2209d5124be3b081344c8db1b4cc3","datavalue":{"value":"dupire equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q6159078$76304130-E1CF-411D-AF0F-D14F2CCCB73E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b57002f0343b69cb137e42f42cd515823edd6383","datavalue":{"value":"local volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q6159078$BCF893E6-80C8-494C-9D08-4E38A82CBE64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7dc730ebcb4018599dfe83ab0e38089d56270a45","datavalue":{"value":"stochastic rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q6159078$456F15D4-833B-4B17-88D0-44D2692F6876","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b76dbc91603ef3303237fd452ca58dafc7146694","datavalue":{"value":"stochastic local volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q6159078$A0E96F42-512E-4592-B0F2-126CB071BA8B","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":"Q6159078$E22D3CD6-207D-4CD6-A1ED-6D9892A93B09","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9b3fa46d6a4345eb7d53faddaecf4fc8a828f578","datavalue":{"value":"W4376617576","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6159078$97F0EB94-8D48-4333-877F-8A9C7AC7AB9B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"668041fa209fd2baf3ea9fcef4aa7cd3e7e2b126","datavalue":{"value":{"entity-type":"item","numeric-id":375333,"id":"Q375333"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$21941EE9-0A3A-4B5B-B4B2-7F10BA6C60BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$B5F397E3-60D9-435B-AFD3-30A97864C228","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"974b423d6ad5c985a1ef204dbe59bccf857904d7","datavalue":{"value":{"entity-type":"item","numeric-id":5798373,"id":"Q5798373"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$03283787-0D19-4C4E-9516-ADE37553F187","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":"Q6159078$4B063057-D9AA-4378-B3CD-33F59A9EC32E","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":"Q6159078$8FDE990F-023A-41E4-8973-57E14CF1A489","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d11736430f0978c377fc1fe0b23986db0ab2a2a","datavalue":{"value":{"entity-type":"item","numeric-id":1067301,"id":"Q1067301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$4B1F0BF3-F9C0-4A58-B500-DC67750FA585","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f1e66a8942c4eb11540841568e4ad427f25c7df","datavalue":{"value":{"entity-type":"item","numeric-id":4541579,"id":"Q4541579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$2C04BFD7-81B3-412C-83DC-B219B5DBBA88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"97ea195e5457e6c846c777e0892241b6ffe4e3de","datavalue":{"value":{"entity-type":"item","numeric-id":5001174,"id":"Q5001174"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6159078$1F253FBB-3289-4B6F-BF1B-3CA51E942C68","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"be5a2ab6a7cb236d59d0258d111691d54ce4ac21","datavalue":{"value":"10.1137/21M1390906","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6159078$F4CEC6F7-C77A-4835-889D-F158537CBF6F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"88b3b14025d5b3cdeef852f40fd5aa62008e8254","datavalue":{"value":{"entity-type":"item","numeric-id":2463720,"id":"Q2463720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ae290a65314e03184a4e8c83cf416ce454272518","datavalue":{"value":{"amount":"+0.8309110999107361","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":"Q6159078$AAF98394-3828-4A46-B99C-E3BCC8B11A23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"79f47dbbd54120465157338338292c6cfb193510","datavalue":{"value":{"entity-type":"item","numeric-id":1018345,"id":"Q1018345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0508624a812e8bd9d2963522deae860573d31b0d","datavalue":{"value":{"amount":"+0.7896068692207336","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6159078$B671393A-9ECB-4E85-AF2B-7C78AA414997","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85ab12fc31fb110a5c9e6a5ca419d6391f74234b","datavalue":{"value":{"entity-type":"item","numeric-id":2893202,"id":"Q2893202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"edd183eca3cbfb4f6bb9f607fb2202fd66a6bf54","datavalue":{"value":{"amount":"+0.7752488851547241","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":"Q6159078$EC1F4F06-46BA-42B8-8D95-DEF1E2FA7912","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"594194ed828cca2adce81e067000d0676dfbcc20","datavalue":{"value":{"entity-type":"item","numeric-id":5217005,"id":"Q5217005"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bcba34bc616a5d2ec18c598109a53f2201261759","datavalue":{"value":{"amount":"+0.7686594724655151","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":"Q6159078$64ECA513-7E3C-4988-9496-44F44FB410D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"75deaf728b99e7f7df0c9fd2b9447c1c42ef74f0","datavalue":{"value":{"entity-type":"item","numeric-id":4649504,"id":"Q4649504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f41c8fe7dd6c6b01593e456f99e793e5729f4cb2","datavalue":{"value":{"amount":"+0.7647878527641296","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":"Q6159078$2B36CA12-29FE-447C-8B4D-474CE6116A84","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6159078","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6159078"}}}}}