{"entities":{"Q7189809":{"pageid":22199255,"ns":120,"title":"Item:Q7189809","lastrevid":107448368,"modified":"2026-10-27T09:55:06Z","type":"item","id":"Q7189809","labels":{"en":{"language":"en","value":"Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models"}},"descriptions":{"en":{"language":"en","value":"scientific article from arXiv"}},"aliases":{},"claims":{"P22":[{"mainsnak":{"snaktype":"value","property":"P22","hash":"9f670a072e158fe4326e3c1de1c217c3121c3678","datavalue":{"value":"q-fin.MF","type":"string"},"datatype":"string"},"type":"statement","id":"Q7189809$6FEC82C2-3623-4B2E-876A-3A553FC76100","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1533ef58fe3b6ac0b6e76c86b8ed9a818696c893","datavalue":{"value":{"time":"+2025-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q7189809$96C9C9C8-1B4C-4A2F-BAB5-992D39940BD2","rank":"normal"}],"P21":[{"mainsnak":{"snaktype":"value","property":"P21","hash":"83611375ea155d64d8fdb5ba345988d433c87eed","datavalue":{"value":"2508.14813","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q7189809$2431EC4B-C8A4-466B-A010-A06CC020B216","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"32724df56e81fca380c5b590e5a5de5570b18c1a","datavalue":{"value":{"entity-type":"item","numeric-id":6539903,"id":"Q6539903"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q7189809$3CFB2107-9507-40A1-9BC2-A75AC1FFFC44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"516bea22ad618a353d2d9d3b77e3b730a3a1913d","datavalue":{"value":{"entity-type":"item","numeric-id":2157325,"id":"Q2157325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q7189809$5E0DFFEB-DBBF-45AE-9C44-8F9F8A3F6311","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b9100f34a54b9ea1cb6b473af0630c7356f9642b","datavalue":{"value":{"entity-type":"item","numeric-id":730514,"id":"Q730514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q7189809$FD6D792C-7903-4D1E-AFAA-9DC71F5635F1","rank":"normal"}],"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":"Q7189809$285A34E1-15BA-4DE0-8BBC-92A81CD2A4E5","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":"Q7189809$581C5AC3-2145-458E-B598-60E40CBF0F5D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Pricing_Options_on_Forwards_in_Function-Valued_Affine_Stochastic_Volatility_Models"}}}}}