{"entities":{"Q846248":{"pageid":848096,"ns":120,"title":"Item:Q846248","lastrevid":64841241,"modified":"2026-04-11T22:34:48Z","type":"item","id":"Q846248","labels":{"en":{"language":"en","value":"A semilinear equation for the American option in a general jump market"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5665698"}},"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":"Q846248$716651C2-B524-4E78-B077-FE6F803F7C32","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d86ba6e1987bd46b5fc9985ecebb085509c3615f","datavalue":{"value":{"text":"A semilinear equation for the American option in a general jump market","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q846248$193E9DD8-380D-4FC8-8E7C-C8EEBC09E2F6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"48a8d4cb4940647304782cbe06d3af59fafd1bb6","datavalue":{"value":"1182.91218","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q846248$9030A561-E661-4086-9F80-84B98E324529","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"003c7267fe873d0aff297e61ab50525110697f40","datavalue":{"value":"10.4171/IFB/219","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q846248$7F859AF8-FF41-4E24-BF33-61BA805FEF17","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"251150b3731721d203bd81519c2a47d972c54203","datavalue":{"value":{"entity-type":"item","numeric-id":846247,"id":"Q846247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q846248$B324EBED-E180-4A53-8E89-81CC08093D48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4d8402720b41078680ec99134b757f3bacfedb2c","datavalue":{"value":{"entity-type":"item","numeric-id":218408,"id":"Q218408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q846248$5A0209C5-8DFF-46CE-BA17-ED41F0248D09","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d5a5bcd44a06f3aec9537fec9198b686393a29b2","datavalue":{"value":{"entity-type":"item","numeric-id":167510,"id":"Q167510"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q846248$05CBDE4C-7C18-4B17-8127-952F4AC9BAA3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2f2e51e046f2c34fc303672dbc5a81ee27ce4774","datavalue":{"value":{"time":"+2010-02-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q846248$06623074-9B5B-4D8D-9520-58A40E61776B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8e7ff9e65c65a5b44ca0822cbbbd58d44dd6fa2a","datavalue":{"value":"http://www.ems-ph.org/","type":"string"},"datatype":"url"},"type":"statement","id":"Q846248$C0F9910D-114B-4CF3-9E44-DD82368E9364","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"8510718932c6214f07c6e7e13e7835bcae62902a","datavalue":{"value":"The authors study the pricing of American put and call options in a market with jumps. They characterize the price as a solution of an integro-differential equation set on the whole domain which involves an additional reaction term that depends on the American option value in a nonlinear, nonlocal and discontinuous manner. To do this they give a proper definition of a viscosity solution of the equation and show that the characterization is well posed. Their main goal is to design and analyze ``easy to implement'' numerical algorithms for computing the value of an American option.","type":"string"},"datatype":"string"},"type":"statement","id":"Q846248$42655F5F-4C4C-4C72-A6D0-F14E44B9C878","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"1efcde6841f4b60554f3cbcce56874d1c5534e4b","datavalue":{"value":{"entity-type":"item","numeric-id":223720,"id":"Q223720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q846248$AC04AE25-6357-4D28-A445-9F1E058B66BB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q846248$4B32E320-BF6B-4D3C-8281-17453F99787C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q846248$A9C57DC7-7E51-4AF3-97F1-E0FF050ED47D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q846248$88E72D6C-723C-46EE-B1AA-F3BDD9F82692","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e20c8c90e6cfffd38c09e18d5baf3775a748bc90","datavalue":{"value":"5665698","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q846248$F9099B8F-86D4-44C7-907F-F5F8EF675EF0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"27934e6c48f5fe604d98cee3bf9862cb20427ca2","datavalue":{"value":"American options","type":"string"},"datatype":"string"},"type":"statement","id":"Q846248$992AD32D-EECC-4A05-A76D-3CF4C20930CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ea53fd31ec679380ecaf4fba103644fe8a5577f5","datavalue":{"value":"integro-differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q846248$FD5F1CB5-489A-44A5-B889-32C3B841436E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cbfc4093d69f50373ca547a8ba96a191b35632f3","datavalue":{"value":"viscosity solutions","type":"string"},"datatype":"string"},"type":"statement","id":"Q846248$6ED68BC7-9D59-4E1B-B2B1-33E59F3F267F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"95b916b8af8b2abfc0ce66d2f56df979ac672c3e","datavalue":{"value":"strong comparison principle","type":"string"},"datatype":"string"},"type":"statement","id":"Q846248$96B021AE-4E44-414E-8394-5C75EEA5616D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q846248$E71ECB0B-CBC4-4AEC-8F40-4F1DFEF8643C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4926ac14d09f8caaeb974d65f694b007911c9d09","datavalue":{"value":"W2021305985","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q846248$9E261745-5725-4142-BC3A-F35B36FE6213","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"643ee056135f16e9d51c0105a7c351c6d8fe6f5d","datavalue":{"value":{"entity-type":"item","numeric-id":1775998,"id":"Q1775998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bb988358d0dafa93a2414b67e51ae8495e09c600","datavalue":{"value":{"amount":"+0.8461402058601379","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q846248$F0C3867E-ABEB-40BE-BE13-BE3E14F42068","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"93ada46a8e1c841545fd7539309fab8c2ad56bf6","datavalue":{"value":{"entity-type":"item","numeric-id":4289128,"id":"Q4289128"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5541a7b0b0ffb7c64554e1a1ab95e5ccffbaf9e2","datavalue":{"value":{"amount":"+0.8353328704833984","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":"Q846248$144F65F6-DF7D-4E7B-BA52-8F3527A8A2D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6310951b9f00e73d1462b852f034ec5a4663b449","datavalue":{"value":{"entity-type":"item","numeric-id":5961568,"id":"Q5961568"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b86605f415c0b816a06abd878eecdb357bc2211","datavalue":{"value":{"amount":"+0.8262763619422913","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":"Q846248$4E484602-D8B6-4372-AAD2-FD345E4389D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"235befd94d0d8cb66a91919f7b148e1bfbe4b236","datavalue":{"value":{"entity-type":"item","numeric-id":4356584,"id":"Q4356584"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b86605f415c0b816a06abd878eecdb357bc2211","datavalue":{"value":{"amount":"+0.8262763619422913","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":"Q846248$5846CFD0-3E4D-4B97-B4BA-0509E8316B5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4df231c02ec808224d78640372f2d70395a64286","datavalue":{"value":{"entity-type":"item","numeric-id":3395729,"id":"Q3395729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d7adb5689bcbd678b058d43083d78af5e909e913","datavalue":{"value":{"amount":"+0.8241706490516663","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":"Q846248$98DAD66F-00C1-4866-B4A0-841F0F686C05","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A semilinear equation for the American option in a general jump market","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_semilinear_equation_for_the_American_option_in_a_general_jump_market"}}}}}