{"entities":{"Q716531":{"pageid":718380,"ns":120,"title":"Item:Q716531","lastrevid":63782544,"modified":"2026-04-11T15:30:38Z","type":"item","id":"Q716531","labels":{"en":{"language":"en","value":"A structural jump-diffusion model for pricing collateralized debt obligations tranches"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5952413"}},"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":"Q716531$7348B13F-9270-4AEA-9A42-7F1DEA967CC7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2d95aa649f1c679c83529fc0f1503b6bdabac1bd","datavalue":{"value":{"text":"A structural jump-diffusion model for pricing collateralized debt obligations tranches","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q716531$3BBA3885-9BD2-4C72-8F38-BD7316E911F3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d223c9243261e2f3928b29488604af1a725e3d74","datavalue":{"value":"1240.91175","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q716531$92962A3E-09D4-4376-B5A2-E8B136644BA2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9d9c45e14221aa5ffd11d07df9222cb9c30f89fe","datavalue":{"value":{"entity-type":"item","numeric-id":462270,"id":"Q462270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$03638D41-D222-4B30-9A5A-703588DB39F8","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e8478b1e82dab9f5a8b59e15bbcf31c979f7cb2c","datavalue":{"value":{"entity-type":"item","numeric-id":186582,"id":"Q186582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$75D7B629-7F2F-43E0-B5EF-F37731783C4C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"599c6031b0181d5c9d08340abe4902ef51ccd26c","datavalue":{"value":{"time":"+2011-09-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q716531$24A724EE-C7FC-40C2-B3AB-1E4C3851E22F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q716531$3DD97289-414E-4840-98B2-D96CA71A182A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q716531$03D90B89-6F27-48A5-A14E-EDF4C68B8E53","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0a8ec7e0e558e61536a56fc2bf8ce5de05286c1","datavalue":{"value":"60J70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q716531$3A175C45-FE87-4B7F-AF33-7EB6CC52F059","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"37569e863ef36075b6a5902aac849d3bfb9530d7","datavalue":{"value":"5952413","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q716531$29788757-E17C-43E1-8C7E-720CAFCEA065","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0aa994af88828b5488148c2fa55e24e8bfabfe31","datavalue":{"value":"structural jump-diffusion model","type":"string"},"datatype":"string"},"type":"statement","id":"Q716531$69E446B7-8A9E-44E5-9098-78D60A91362E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e8614bf31aab7a804d40f47fee75a9a8059d4af5","datavalue":{"value":"Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q716531$4D2AD2D0-EDE9-434C-BA43-53880BEA81A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c07248bc0bbf1f67f3cdef57727a67c26568617e","datavalue":{"value":"asymmetric double exponential distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q716531$64FE8FCD-25E1-4AAA-8695-3F062C4E5343","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1f5b97f2285742d96bb70c535ddcdbcdc821a9ba","datavalue":{"value":"collateralized debt obligations","type":"string"},"datatype":"string"},"type":"statement","id":"Q716531$51626647-5FDD-42C6-8D3E-A1ED7858C053","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"44f1461c89444b0df1327a1b43fedca678d6f724","datavalue":{"value":"loss distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q716531$A2D79417-318E-47FD-80D3-7A066B2057DE","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":"Q716531$29D96549-7FCF-4FAB-A89A-1B168B89094D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"baf150f0c4664b30f852678ed549fc23a3c4bd91","datavalue":{"value":"https://doi.org/10.1007/s11766-010-2196-y","type":"string"},"datatype":"url"},"type":"statement","id":"Q716531$1C25BE5A-9D5F-45AC-A569-687073D56726","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ed08c4518e0d95d482b4c0c329852b2eff28fb72","datavalue":{"value":"W2353148416","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q716531$C42D0FBD-9548-45E2-B9D8-2BBBEFFFDDBA","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ebcdda0f924b6c3e0a8975e98b56d2efea8d1813","datavalue":{"value":{"entity-type":"item","numeric-id":5506193,"id":"Q5506193"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$6CE3163A-E35B-4624-9DA9-B2AAA16FB9F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"edd57f91fe20bf4d982dff9821d0f13411ee1f40","datavalue":{"value":{"entity-type":"item","numeric-id":5893957,"id":"Q5893957"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$7F361A41-46E5-43C2-B19D-863D4D4AD0DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d50cbe71062cd308a7826656cb05e8fe3968d34c","datavalue":{"value":{"entity-type":"item","numeric-id":4032143,"id":"Q4032143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$B0F48DC2-1F99-473D-AE73-E7679251B0DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"748e28b807641974414c8384102ff0eb9a7faf02","datavalue":{"value":{"entity-type":"item","numeric-id":136006,"id":"Q136006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$6FD75380-C0CB-4D7A-A89D-DABDFC90FDCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee062f0d7c52d243b6d10717596cb049e991720e","datavalue":{"value":{"entity-type":"item","numeric-id":4449508,"id":"Q4449508"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$31358FCA-843B-4B9E-80FD-F6420A7BF97A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ff5e068a79914da2c5fbf3d79d61409850a76290","datavalue":{"value":{"entity-type":"item","numeric-id":3606103,"id":"Q3606103"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q716531$B8859774-C4AC-4A95-BC7F-981061781E77","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8500154e1eaecdb10fa0158755b0718325c7b381","datavalue":{"value":"10.1007/S11766-010-2196-Y","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q716531$A8FB01FC-0BBF-435B-BD15-B560245ED99F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c7017bfc68ec8a2bedeaf933cb72543eae21d417","datavalue":{"value":{"entity-type":"item","numeric-id":2256412,"id":"Q2256412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0cb659d637dc799efd5042a4ef8ffa9f4f3e46ba","datavalue":{"value":{"amount":"+0.7831025719642639","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":"Q716531$7B6B1376-202D-4057-BB73-32C3507E5DB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c8a54eb615dc73384116aba0e6c30574baff4729","datavalue":{"value":{"entity-type":"item","numeric-id":3606103,"id":"Q3606103"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3c6c40b6338db997834c2f661f74c5cb038dcb8c","datavalue":{"value":{"amount":"+0.7787626385688782","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":"Q716531$46A7D954-22EC-4DF9-B666-638625B44CCD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"855fc09d7e2b1dc26222e87809b58c5880fcc41e","datavalue":{"value":{"entity-type":"item","numeric-id":2866389,"id":"Q2866389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9b97a180f212e1d5106c713c8722b40b1f5a522d","datavalue":{"value":{"amount":"+0.7687048316001892","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":"Q716531$310602A2-3C1D-4984-94F0-1A1BFA5F355C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"408b51f4cc436258ade3691d5025aa05dac1ff38","datavalue":{"value":{"entity-type":"item","numeric-id":3572007,"id":"Q3572007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28c13b09ff775d53db882881e577a363d74a4aea","datavalue":{"value":{"amount":"+0.7678742408752441","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":"Q716531$1BDE520D-E6EB-42C5-8ADE-407C1C1C2583","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"011aadcb46cf2bf7e09d153a146a77f62c18e355","datavalue":{"value":{"entity-type":"item","numeric-id":3402938,"id":"Q3402938"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3eead3b6bf5b3c7afc28e13552f0ad0484b371f2","datavalue":{"value":{"amount":"+0.7595073580741882","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":"Q716531$03A4CB7D-2305-402C-8FEB-90E05E40B2CB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A structural jump-diffusion model for pricing collateralized debt obligations tranches","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_structural_jump-diffusion_model_for_pricing_collateralized_debt_obligations_tranches"}}}}}