{"entities":{"Q704078":{"pageid":705927,"ns":120,"title":"Item:Q704078","lastrevid":63750288,"modified":"2026-04-11T15:17:26Z","type":"item","id":"Q704078","labels":{"en":{"language":"en","value":"The pricing of options on an interval binomial tree. An application to the DAX-index option market"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2127033"}},"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":"Q704078$65BC4F65-EF2C-4F4F-9607-DA9E0A3ABF36","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"45ade928b6ec0efc0326c606591710fc567f88d0","datavalue":{"value":{"text":"The pricing of options on an interval binomial tree. An application to the DAX-index option market","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q704078$7972856B-8E2B-4280-AD3D-590202424A3E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"38e0d711bbbc00fc3ad796650b0d9df61d2a87cd","datavalue":{"value":"1067.90106","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704078$4BBC2E41-B43C-41A2-8E4D-47D98D11D399","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"38576f39a6df37711cb397d1408ced7e3814cc6e","datavalue":{"value":{"entity-type":"item","numeric-id":62319,"id":"Q62319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704078$9A3C0C49-88C6-4B98-883A-8462DEEE298C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1a664784a96d1c1d70ab3c494ee2dd054de5f80f","datavalue":{"value":{"time":"+2005-01-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q704078$823C435D-8562-4E91-A0F5-E5DE5CC3EAAF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704078$97475FE1-5975-4983-87EC-E99A8F9B9C8A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3888d228e0e16f26722b5cdd7709e94131b9cb49","datavalue":{"value":"2127033","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704078$B0475620-AD8F-4A3C-89F3-EED42F4C4738","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"62de1d81e90c7c82d9ec4a39bba279bf8a869aaf","datavalue":{"value":"pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q704078$7A895DBC-6001-4FE2-9E08-1AD041EE0E01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b4408ca819ccee32ddc09e52585138aff06bd432","datavalue":{"value":"binomial model","type":"string"},"datatype":"string"},"type":"statement","id":"Q704078$3AD9650E-8A5B-41AB-97FE-946B4221B733","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1b9a597bb1111c4dcc0bd97f7160d7139361d86c","datavalue":{"value":"put-call parity","type":"string"},"datatype":"string"},"type":"statement","id":"Q704078$B35EF3C0-3F5E-4A21-BFA1-68AD3697AD16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"77fcadb82d2fe323c0d8137049c41ab4469df514","datavalue":{"value":"Choquet pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q704078$0D1B0A43-23A3-4902-956F-7E7940AA369B","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1a8897b7a1f0cc8f53a0d0c3aae7ec77fa2d17a7","datavalue":{"value":{"entity-type":"item","numeric-id":856310,"id":"Q856310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704078$D90B65BA-D6E0-4F4F-A67D-0593BAFD4A13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3496545e4185c951c2d95ed288351814588da2ca","datavalue":{"value":{"entity-type":"item","numeric-id":951500,"id":"Q951500"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704078$08905BA3-41F5-40DD-822C-77A16916F9AA","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":"Q704078$03390D11-4289-4873-A748-28A621742040","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3d2752fc13dc956ea1db5d0f643ccbcae32c5070","datavalue":{"value":"https://doi.org/10.1016/j.ejor.2004.01.008","type":"string"},"datatype":"url"},"type":"statement","id":"Q704078$828D1A68-CA46-4D45-8A14-5222F8FB1B08","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f3c8f319f85554bf4c7e47f342ecc8fd35e0021d","datavalue":{"value":"W2035924424","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704078$50C7C9C7-8B11-40FB-92FB-60F025794F4E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"aed3308a210025f473d08dd66ba7b8085c547b3c","datavalue":{"value":{"entity-type":"item","numeric-id":4541543,"id":"Q4541543"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704078$F2E15A83-2FA5-4743-AE0C-9D0930A3C5D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"92d58d0495019916fac4614d65b9e44713a27c74","datavalue":{"value":{"entity-type":"item","numeric-id":4541602,"id":"Q4541602"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704078$FC9DF442-4048-4627-A0E0-58FB084A5397","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c3f8807f532a1fcfd7578938f6813470fd3e0265","datavalue":{"value":{"entity-type":"item","numeric-id":4785090,"id":"Q4785090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q704078$E7970F8F-A425-4343-B239-F62E19D19846","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4c2a06994e1886bd75abb56754aac94dcb88a158","datavalue":{"value":"10.1016/J.EJOR.2004.01.008","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q704078$5EE0E856-1BCF-4625-B2D4-8054E96FC32F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3c28ae8d491717ee8315f2b5cd8dfcea20b12004","datavalue":{"value":{"entity-type":"item","numeric-id":3542257,"id":"Q3542257"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"19291b5aaf489402d2487e061ad7f55cc567eff5","datavalue":{"value":{"amount":"+0.7554516196250916","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q704078$BA396002-FC36-414E-A392-DE92D85EBFDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"11300d202e3be17990e0bb3da8be47ee799524a2","datavalue":{"value":{"entity-type":"item","numeric-id":5423197,"id":"Q5423197"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"61ced5cd7bbe9ce8c686ce81d2cb1470cea922b2","datavalue":{"value":{"amount":"+0.7513419985771179","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":"Q704078$76F89932-E6C8-4D37-93C5-AF43B249653F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c825553d1682a303d2c229188e6d4ce376890c8","datavalue":{"value":{"entity-type":"item","numeric-id":5005080,"id":"Q5005080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0f59dfcdca73eb9f84b3e6fec7d1218068a21fc8","datavalue":{"value":{"amount":"+0.7399329543113708","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":"Q704078$43D8A893-8686-447E-8BD8-49A1537A8D71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7a88fd5a916c4d32a0389b6f1082505cc5c433c2","datavalue":{"value":{"entity-type":"item","numeric-id":4430555,"id":"Q4430555"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ec00da0b0ab8b205bbd5964b7d69bdac75192cd3","datavalue":{"value":{"amount":"+0.7388937473297119","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q704078$E7D86A17-0E76-4A82-AF38-CF5C6B5FC854","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"741eab5b6ca28261c9ab07583b5fa6ce924f898f","datavalue":{"value":{"entity-type":"item","numeric-id":3537801,"id":"Q3537801"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8cb8100c2211aa020858db5cd3d5d2211c4802b0","datavalue":{"value":{"amount":"+0.734542727470398","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":"Q704078$D7930282-14D5-4070-9414-96FF85C5F5BE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The pricing of options on an interval binomial tree. An application to the DAX-index option market","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_pricing_of_options_on_an_interval_binomial_tree._An_application_to_the_DAX-index_option_market"}}}}}