{"entities":{"Q741895":{"pageid":743744,"ns":120,"title":"Item:Q741895","lastrevid":64069674,"modified":"2026-04-11T17:26:23Z","type":"item","id":"Q741895","labels":{"en":{"language":"en","value":"American option pricing under GARCH diffusion model: an empirical study"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6344514"}},"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":"Q741895$3C7AF5C6-666E-4BF2-9305-8D6B88E2E86F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5f40ad3631207b8a779673a5dde1ebde040432c8","datavalue":{"value":{"text":"American option pricing under GARCH diffusion model: an empirical study","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q741895$EF861002-2D3F-4983-A5F6-17F985301A0B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"887b93d20c2a8c60f7c9ed1c6dc641cb9e21dc93","datavalue":{"value":"1295.91095","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q741895$CB50ED8F-D142-42D3-B578-1A775145AB72","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1645de88fb7a4eaf4e9131d8d1674868b4369044","datavalue":{"value":{"entity-type":"item","numeric-id":449333,"id":"Q449333"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$A2AB3A69-3460-427A-A5C2-703E08F69BA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"62b71b4a817da64e101a89cc1b64942ea5e867d3","datavalue":{"value":{"entity-type":"item","numeric-id":352003,"id":"Q352003"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$5C2DAF52-B580-4AE8-99EE-18FDD8C509A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fdcfab5aa2eef071e5db03cefdd3cde551784060","datavalue":{"value":{"entity-type":"item","numeric-id":1338645,"id":"Q1338645"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$43169CEB-4402-4177-B091-EDECFBA50FD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e61d337ea8c7c0211d71b06cd6b8c3487af3a810","datavalue":{"value":{"entity-type":"item","numeric-id":1691318,"id":"Q1691318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$BFC874AA-07FE-458A-834B-CA26E460FC98","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b71eb180126bfc863b84d620c8d007ebc4f3c390","datavalue":{"value":{"entity-type":"item","numeric-id":199332,"id":"Q199332"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$4176631F-A931-4E08-A66D-E9799BAC39EB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"8555c1b8507b50ae47f31acfa7e2d2e9024da56b","datavalue":{"value":{"time":"+2014-09-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q741895$B4E57840-8D02-41AF-97E0-C682B70FD34A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q741895$8A185B0F-6AFA-4672-8518-E39B6C3B042A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q741895$0E516530-A6EA-49E7-9AC1-B8CBDB5237B6","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b5b51798e16272592aff479813a949c3521119fc","datavalue":{"value":"6344514","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q741895$D79F7F16-6C1C-4ACD-AC83-9D934D189B45","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1ff5036370575bd7d70032df9d04486707d5a6d5","datavalue":{"value":"American option","type":"string"},"datatype":"string"},"type":"statement","id":"Q741895$A76E4D69-B2E3-48A6-988C-C6BD093A5155","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"35802960d5153ab730fe2b42e1293f8dae83ae80","datavalue":{"value":"efficient importance sampling","type":"string"},"datatype":"string"},"type":"statement","id":"Q741895$8FE538E6-713A-4883-9B94-63691876BF00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d0e76a266eab2314d5b07f70eb2b852ec1d090a0","datavalue":{"value":"GARCH diffusion model","type":"string"},"datatype":"string"},"type":"statement","id":"Q741895$B661A0FB-80F0-436B-90FE-755CEDC9EA80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"86c44ab60f5424d2fc815cf8ed1aa5c411c7f54a","datavalue":{"value":"least-squares Monte Carlo","type":"string"},"datatype":"string"},"type":"statement","id":"Q741895$01CE010D-7F47-4862-9E7E-5524CC4FB22C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0e260a17d00bfafcfc311a25b54438bcfcb648a1","datavalue":{"value":"maximum likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q741895$A774E3F0-87CF-4962-8BF1-4DE1EE7EE7C5","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":"Q741895$4E9D0693-0C84-4162-A445-100B7B79962A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"30816939083b4cd431be823faf10c903d11f571f","datavalue":{"value":"https://doi.org/10.1007/s11424-014-3279-2","type":"string"},"datatype":"url"},"type":"statement","id":"Q741895$EA0F1F52-26D2-4874-93BD-434850C66259","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"dc841bdf51affdbd9050dc0ee299c239b525bf93","datavalue":{"value":"W2008360001","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q741895$D39311BE-AA5F-491B-942D-4FC8F5A86AF1","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$B2FE6D6E-83F1-4E9A-A415-19B674D83D9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$B2D70327-8386-4662-A8A1-E6EE8B20C690","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9dede9e0e1e9c904c06ab6f2e04ce69b56ff1acc","datavalue":{"value":{"entity-type":"item","numeric-id":1398981,"id":"Q1398981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$C1E99251-6458-4791-A677-EFDE054D0E4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b98bce63a2ab9916890f13d446ecf078d4e430c5","datavalue":{"value":{"entity-type":"item","numeric-id":1398979,"id":"Q1398979"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$988BC6CC-9F1A-4F05-8EA7-BB751A7F9E15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50bfb82aeca346f14e1a715346e517f4b89b4c60","datavalue":{"value":{"entity-type":"item","numeric-id":1398978,"id":"Q1398978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$D470F50E-D118-4193-87C1-060C09A24AB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27d56ccc6a4f416f56bd0a54d3313ca4a71821b2","datavalue":{"value":{"entity-type":"item","numeric-id":2640240,"id":"Q2640240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$E0064632-6D9D-4E9D-9D0A-0DDC9EA3D928","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2c30a01d21a412b618164f1d8862d3be6bab44","datavalue":{"value":{"entity-type":"item","numeric-id":4942767,"id":"Q4942767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$C86F7F4B-B7B6-49B7-81BC-8C9D339124CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"45678d8c6320cc775978f7a50d490c549225f47f","datavalue":{"value":{"entity-type":"item","numeric-id":957204,"id":"Q957204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$720E1254-44F2-4FF2-9EE8-C37E0222212E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee0d186d9c547c6eb62268c9829c4f13d8f15119","datavalue":{"value":{"entity-type":"item","numeric-id":5939360,"id":"Q5939360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$AC19B67A-17CA-49DD-9895-A5B93E5C5E29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9947a2e1721181d5e7ae4319f43a1c44caff5690","datavalue":{"value":{"entity-type":"item","numeric-id":274920,"id":"Q274920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$3C8CE477-BEEA-4A82-B22B-0B67D887C430","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f16b77039a940f23f2e1545d0f205955f6af98d","datavalue":{"value":{"entity-type":"item","numeric-id":5485108,"id":"Q5485108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$C3D29512-9F46-420F-85EB-FFF6CCBF070D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f9e04a153471b8de18ca40b64c8b9e5f5077e201","datavalue":{"value":{"entity-type":"item","numeric-id":289225,"id":"Q289225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$D90D5A95-A307-4996-9AB9-C4EA93F5DC1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fdcb0470a54cb2a8c4c0e76515e2553be7726756","datavalue":{"value":{"entity-type":"item","numeric-id":1381139,"id":"Q1381139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$6553AF06-CE6C-4915-B049-9875A8A20CA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"613b996c2ca56c76fbbf12ebcd5744b30c5716f6","datavalue":{"value":{"entity-type":"item","numeric-id":5374081,"id":"Q5374081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$CF73F489-04A7-4D41-A9BB-02FCE8042874","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"01b8f0ebf08eb6676e76b920070821edd19ac14e","datavalue":{"value":{"entity-type":"item","numeric-id":4549498,"id":"Q4549498"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$362D6BB2-B2E2-4DB0-BE06-8A9B6F98537E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9418d350281032beb0ac8beda3b16303da501a5a","datavalue":{"value":{"entity-type":"item","numeric-id":1873029,"id":"Q1873029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$30BE1671-936C-4256-890A-BC4C7FDF3FC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dadc56ef1c9475daa627544fd900d305637fbb43","datavalue":{"value":{"entity-type":"item","numeric-id":1424693,"id":"Q1424693"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$053F5FFA-B359-4E96-8C22-8E7DBF7CB3DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"885f56e06625fe09637fd6262901517878142adb","datavalue":{"value":{"entity-type":"item","numeric-id":4433608,"id":"Q4433608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$9CF60035-B08A-4795-BDD9-A7C6FA40A079","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dbbdfb2b1afb7cc080d7293f0fbc39979be79a59","datavalue":{"value":{"entity-type":"item","numeric-id":2384589,"id":"Q2384589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$32692659-018E-491E-A5DE-4DD30E936B0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a4fc0839db0ff69b35fc7e17ec5bfd5c9943b50","datavalue":{"value":{"entity-type":"item","numeric-id":262831,"id":"Q262831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$42E2FFCB-7390-4277-826D-093259D3300E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"544dfc1f452840c411b37ba33395816c122510c9","datavalue":{"value":{"entity-type":"item","numeric-id":302094,"id":"Q302094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$04628D0F-595B-4C34-8887-5F321628CBB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3560360c7e9b4e924f8b9d5b3c95f6b172c5ba7e","datavalue":{"value":{"entity-type":"item","numeric-id":4794153,"id":"Q4794153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q741895$60F168BD-741F-40D3-8CEF-F9F69C2667CA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"26c859af020416cb1c0249ccc5e37bca7c3d1751","datavalue":{"value":"10.1007/S11424-014-3279-2","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q741895$478695DF-C5A8-4717-844D-D28C73CEC1B7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85bdfc642f6d95297cccf32cae375f07883aa1eb","datavalue":{"value":{"entity-type":"item","numeric-id":5386318,"id":"Q5386318"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"77d9ccb5ad334a7922c59a560251fd0ff16bcbb4","datavalue":{"value":{"amount":"+0.8112697005271912","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":"Q741895$52C18E05-11A5-40C0-A11B-68F28EBD5F11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"766d8cef3ef480b8da317ac15e792edce8ca87d5","datavalue":{"value":{"entity-type":"item","numeric-id":1600540,"id":"Q1600540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ee5fa817d4f4d2122ce99016a868deb10939ac7b","datavalue":{"value":{"amount":"+0.7906919121742249","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q741895$FFF60462-D7D2-4A7F-8C25-23B0CE21D38F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4be504eea248c685128bae30dc542857a4afd14d","datavalue":{"value":{"entity-type":"item","numeric-id":957204,"id":"Q957204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2449a5370623896c268432d8ae18b3efaf7c63df","datavalue":{"value":{"amount":"+0.7822877764701843","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":"Q741895$CE3F528D-2FAF-411F-B2F9-829162429CB9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"512eea989c41d210532a66612ec64a8fff1eadf4","datavalue":{"value":{"entity-type":"item","numeric-id":2331384,"id":"Q2331384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9bcc6ff14b31793a86588f108ad4a9a28844d6cf","datavalue":{"value":{"amount":"+0.7817266583442688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q741895$E2E53FFC-60B3-4DC7-860A-92140E58B78B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"51296c4dcd5b142c5b54d6e232446b7d19312d21","datavalue":{"value":{"entity-type":"item","numeric-id":5941429,"id":"Q5941429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"faa68ba22637bd84356b996af31cc9e988db87ba","datavalue":{"value":{"amount":"+0.7809239625930786","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":"Q741895$549E2568-B8DF-40C1-9582-8979535D9156","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"American option pricing under GARCH diffusion model: an empirical study","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/American_option_pricing_under_GARCH_diffusion_model:_an_empirical_study"}}}}}