{"entities":{"Q836036":{"pageid":837884,"ns":120,"title":"Item:Q836036","lastrevid":64703514,"modified":"2026-04-11T21:39:55Z","type":"item","id":"Q836036","labels":{"en":{"language":"en","value":"Quadratic hedging in affine stochastic volatility models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5600272"}},"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":"Q836036$E831F96E-E9F6-4FF6-8136-D634E7239CF5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6f5308c7558cc9cfd3c017da7a77e6778413ebb6","datavalue":{"value":{"text":"Quadratic hedging in affine stochastic volatility models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q836036$D9DDE3A3-EE3A-4067-ACE7-4BE51C5CF216","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"096f0969c6171f76728ec4b0cf87c701698e4c87","datavalue":{"value":"1168.91463","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q836036$280644C0-E779-483D-9D5F-B60071183E87","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"066f39cfaa40c36d25836271b8e0f7524676d97d","datavalue":{"value":{"entity-type":"item","numeric-id":377455,"id":"Q377455"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$D2F9A269-246E-4E1E-B83F-C0A9B74E12A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0b6e820ddecf8cade4b50abecf04ab069aed1bf0","datavalue":{"value":{"entity-type":"item","numeric-id":836035,"id":"Q836035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$EF0D35E0-7F02-4B41-A8B8-FED2E2144613","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b7b1409059d6cbc553834a299852b011d6de72b8","datavalue":{"value":{"entity-type":"item","numeric-id":244006,"id":"Q244006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$31506136-F8EC-4670-A5BB-3EAA311C89BA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"049debda757703127da2fc03ca0a1b5b826f121d","datavalue":{"value":{"time":"+2009-08-31T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q836036$606A8AB3-F91F-43C4-AF37-2AE339AB6017","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ada1b8d4b5d754337a89ff2110d3231fa31e0a16","datavalue":{"value":"https://macau.uni-kiel.de/receive/macau_publ_00000345","type":"string"},"datatype":"url"},"type":"statement","id":"Q836036$19333B72-843C-4125-8E53-51CBBE1C2894","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q836036$C6087C03-3BF8-4CEB-98AF-1AEF696C8901","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ce3cbdc4d6ec6f99ef0674cbb91597e2a9d3f3b5","datavalue":{"value":"5600272","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q836036$6A6A46BA-6199-45BF-9540-4A40C67C5D16","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":"Q836036$2BC2B770-9BC8-4DE6-91D7-A63F4FD19A64","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"460cd80a3144edbc4d05011ccbbc8246d807cfcf","datavalue":{"value":"W2094047149","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q836036$9AE40F34-325B-4BD4-963C-7F50FF493F38","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$28B99770-9A00-4BE3-B85F-177749FC6F5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52f2ca5e554a65b4267fbfdc4aae63b316938968","datavalue":{"value":{"entity-type":"item","numeric-id":4812839,"id":"Q4812839"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$8E695233-831E-43F6-AF31-40B69146911E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f7c82f2b3d3bd5cc9a3aaf7b4596f1a6e0c539e","datavalue":{"value":{"entity-type":"item","numeric-id":5422628,"id":"Q5422628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$1655BB4B-8CAC-43AC-906A-4673CB4A437A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"313feb7e00af2419f55d584a3dd5f800997045bf","datavalue":{"value":{"entity-type":"item","numeric-id":2373572,"id":"Q2373572"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$38B7831C-8A86-4207-9F09-D85C8B521120","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d7c6a93542c44fdde3c57dae7f7e45ed45a963fc","datavalue":{"value":{"entity-type":"item","numeric-id":3521286,"id":"Q3521286"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$0E5C017B-8116-47C7-8850-97A17E060473","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1deb47fee2be0b3254a13252906b5b59c73cb34","datavalue":{"value":{"entity-type":"item","numeric-id":4821616,"id":"Q4821616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$9D5958E5-20D2-4763-97F1-0BFB7F6CE35F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b73c78fc3ad65ac6778fe3643367df0871f67c19","datavalue":{"value":{"entity-type":"item","numeric-id":5436599,"id":"Q5436599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$08C70AE8-AFB0-4FBB-8C23-C60DE00656A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c03b1b7c54fac5621448e5c427c845de6ebfbec4","datavalue":{"value":{"entity-type":"item","numeric-id":3281164,"id":"Q3281164"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$D7AC902B-ADD8-48C0-A3B9-D081ED3C09AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"962f47d5bf43e064c9590cf2d603c5ddef80d455","datavalue":{"value":{"entity-type":"item","numeric-id":1425484,"id":"Q1425484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$868FB4EE-2A36-4E1B-B50D-D74B8F61EF36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d3d9cf9e443ca1e194568b4ac1c196f471a9eff7","datavalue":{"value":{"entity-type":"item","numeric-id":2485845,"id":"Q2485845"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$F07676D0-64F4-405C-9CF4-4E845464E0D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b4d289bc9294000fdabb735b7d6953165d6ada29","datavalue":{"value":{"entity-type":"item","numeric-id":3656687,"id":"Q3656687"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$431F58CA-AB4B-4638-8BCC-F611958141AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd40dbb76fa897dafc7b57b9f8e583d4149e48b9","datavalue":{"value":{"entity-type":"item","numeric-id":1877521,"id":"Q1877521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$910681A3-0BDF-473D-93C4-3944110B53AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63bf2f66e36fafdc53e6dd692137d50ea8401b75","datavalue":{"value":{"entity-type":"item","numeric-id":2707189,"id":"Q2707189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$8F91FBC6-E688-45E9-AF90-0ECB753B65EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55cbd2e3677356b24b9637c83e5eb7a5f2f54e27","datavalue":{"value":{"entity-type":"item","numeric-id":2770981,"id":"Q2770981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$6DCAFBD0-D7D0-4294-A814-BC380CDD7E9A","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":"Q836036$96C48DE3-9C62-4D34-B2EA-1F46DE69E9FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"267d05e38dfd535c6457ebfacbe52c7a8bca7f09","datavalue":{"value":{"entity-type":"item","numeric-id":997954,"id":"Q997954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$B8D69196-4CEE-4407-BDD8-1CC27B53C679","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe56d203b178b138789bda46be07c73ad1478f8e","datavalue":{"value":{"entity-type":"item","numeric-id":4778955,"id":"Q4778955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$069969AB-5231-46F7-9276-FF0E0245B9EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"20ba60791f8f2e47d6b285ab96291a2151cde541","datavalue":{"value":{"entity-type":"item","numeric-id":4830842,"id":"Q4830842"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$85DBB759-7B13-4B74-86F2-1F0D004EA418","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5986001d0ac8d8ab52073a3c86be2a174d74fdc5","datavalue":{"value":{"entity-type":"item","numeric-id":5493554,"id":"Q5493554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$848F4ED2-FAAE-4645-9ADA-F1BCF06E1BDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3781a174a933a4bc7b6da52362e2423495a7f3f1","datavalue":{"value":{"entity-type":"item","numeric-id":2267544,"id":"Q2267544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$D12C9F56-2965-48EE-8CF9-2FAF5A05ADE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c09b3c964e002d5ada955d62b03563b17f0cffe1","datavalue":{"value":{"entity-type":"item","numeric-id":3004473,"id":"Q3004473"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$D9EBC66A-968D-42A2-9056-66821B290090","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e8f33ac1bc1c7c6ade95d0862a199b419887842","datavalue":{"value":{"entity-type":"item","numeric-id":3566394,"id":"Q3566394"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$C97D3C13-1B96-4511-BAD4-8F8A5A38E2BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56a6a752e4acb16814e1f8bee525eac56fb7d9e9","datavalue":{"value":{"entity-type":"item","numeric-id":4442859,"id":"Q4442859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$6455D48C-F9FB-4D65-9B0E-733421E48B26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d66ffdd07ca7deacf2edc41310ffd395ff94a15","datavalue":{"value":{"entity-type":"item","numeric-id":1574540,"id":"Q1574540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$C2CC78EE-79FE-48CF-A100-371BD32ADF47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$616A6CB2-0BEF-400A-A8B3-A08806A8DFBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7b948b53c77cecd999937f45f968856bf9bf1d92","datavalue":{"value":{"entity-type":"item","numeric-id":2771116,"id":"Q2771116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q836036$91A1BA34-A8DE-4018-B6B3-AA0FB73D8114","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f0ade3ffd9d756c632de3aaafbf680c8fce84671","datavalue":{"value":"10.1007/S11147-009-9034-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q836036$FF0FD9EC-73F5-4479-ACD2-C5800B070452","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"89d6e8f8bbea3a14a9e275fc14082341becea79c","datavalue":{"value":{"entity-type":"item","numeric-id":3566394,"id":"Q3566394"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"23730b2f2091b94a18ad46ac8d1fe7c3968d5d93","datavalue":{"value":{"amount":"+0.9283947348594666","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":"Q836036$940EE6D0-3D7E-4DD4-9647-19110802EC47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4679deb35014f3bcfd21054312ffe9983f1c26ef","datavalue":{"value":{"entity-type":"item","numeric-id":1862732,"id":"Q1862732"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"954c84879c70d164c5b8abfec66d0d84beee3897","datavalue":{"value":{"amount":"+0.907164752483368","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q836036$EF988930-38B5-4028-9203-B381178B095E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9846beae9a58067543a53f195a4c4dcd0590d82","datavalue":{"value":{"entity-type":"item","numeric-id":3100749,"id":"Q3100749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9d178423cd9e9c604dbe490dcc8a55a98da6a13b","datavalue":{"value":{"amount":"+0.8593651652336121","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":"Q836036$909F27BD-F07D-4791-866A-B5B50277FD96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e86af1acf08b5c65de502349374cb7f6ed985b48","datavalue":{"value":{"entity-type":"item","numeric-id":3004473,"id":"Q3004473"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cd152b9bb23c2a6ca20130c05b9701badf9cec2a","datavalue":{"value":{"amount":"+0.8385887145996094","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":"Q836036$9C871FE7-C356-4AE3-AC2F-774938B6BDFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7cdbd29a9cdd2139aeba32ca595f5148c06e6fe7","datavalue":{"value":{"entity-type":"item","numeric-id":5235053,"id":"Q5235053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"55a757d7c6a72197c4ad94a9392ff61b9caf4017","datavalue":{"value":{"amount":"+0.8382989764213562","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q836036$C98F41E3-3A63-4C0A-B5DB-DBC312FAEF04","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Quadratic hedging in affine stochastic volatility models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Quadratic_hedging_in_affine_stochastic_volatility_models"}}}}}