{"entities":{"Q853859":{"pageid":855707,"ns":120,"title":"Item:Q853859","lastrevid":64878525,"modified":"2026-04-11T22:50:15Z","type":"item","id":"Q853859","labels":{"en":{"language":"en","value":"Properties of multinomial lattices with cumulants for option pricing and hedging"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5073756"}},"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":"Q853859$5A47518D-CE64-46F5-ACD5-F9D061555AEC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a532a38704b3e37dd0bafa9cb130fbf34913a99d","datavalue":{"value":{"text":"Properties of multinomial lattices with cumulants for option pricing and hedging","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q853859$CB6FA098-3472-44D4-9E46-F861C988A27C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"eb843bc3a6678a0ffd5f4fa6f9c8345b3ca666d4","datavalue":{"value":"1154.91488","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q853859$C0112AE1-7B8A-4997-8EF0-41BD4190F043","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"0f30741138693569ea6b348ed0cd1fd670506536","datavalue":{"value":{"entity-type":"item","numeric-id":436950,"id":"Q436950"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$675AE2BF-93C4-4277-A07C-F81D497FC46D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"17531538bf75b747bd586dc465323779a2926d51","datavalue":{"value":{"entity-type":"item","numeric-id":184783,"id":"Q184783"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$9D28C42A-354E-405D-9708-476CFABB8881","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"590828acbf787ae25556b811359d13d9e4cb0d0d","datavalue":{"value":{"entity-type":"item","numeric-id":356756,"id":"Q356756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$633D3B1A-B900-4FA8-9597-066A8A5819BD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e72da49a9cdc23965ff0d1c9fcf6159ca75a2a61","datavalue":{"value":{"time":"+2006-11-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q853859$F99B2A9C-DCF6-46DF-A982-7066B79F273B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"16f45773a96103e1284ee427cad84d547bb39c75","datavalue":{"value":"https://tsukuba.repo.nii.ac.jp/record/41143/files/APFM_11-3.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q853859$7EF5407D-A15D-4618-8ACB-8888B026C4BB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q853859$A0DA0E6B-E1FD-4994-BB42-773463D6D080","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q853859$F337262D-7C5A-43DF-BF6E-475E14A30849","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"65ad3ec0b8b07bd0ab2e5059e3b2d5b2c0a2fec7","datavalue":{"value":"5073756","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q853859$0FBDCD4C-6826-46C0-9FA0-81127A38B4FB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5fe4c925f0b03a8bca318029090966619e536a68","datavalue":{"value":"multinomial lattice","type":"string"},"datatype":"string"},"type":"statement","id":"Q853859$3BCB4A01-ED16-4267-890B-5AFEC23DC60F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a92eb90654daae8e5d24faeef94a40c633f645c8","datavalue":{"value":"cumulants","type":"string"},"datatype":"string"},"type":"statement","id":"Q853859$4A955225-C4D9-4068-AE7D-96B5280F8283","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e7341c4f1805652c84c50dd712cf80c4383265fe","datavalue":{"value":"excess kurtosis and skewness","type":"string"},"datatype":"string"},"type":"statement","id":"Q853859$AA213DC7-486A-4B8B-B196-E5BEBE9E7A86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"867aad0748b15923f98450f32d2e408d91293571","datavalue":{"value":"compound Poisson process","type":"string"},"datatype":"string"},"type":"statement","id":"Q853859$71EF8BEE-CD56-4AC1-A38A-A7B2555AAEF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7e8787846bd8a1fab94caa976cb27bf3fe7009bf","datavalue":{"value":"volatility smile","type":"string"},"datatype":"string"},"type":"statement","id":"Q853859$20401C8F-840F-4125-B2E8-2EECEFD6AA9D","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":"Q853859$3AEC94A5-770C-4E97-9307-0A4BC574CA1C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"160c96c9839e24ca3a813e7f8208d2229fb3dac0","datavalue":{"value":"W2043342569","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q853859$AD33DE38-B7B1-4783-8013-EA9103F5FC84","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":"Q853859$17EDD5A2-9152-4FE7-A8B7-519F6785266A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5f112a288d792dc248235c21290000caa9e6f52","datavalue":{"value":{"entity-type":"item","numeric-id":1577075,"id":"Q1577075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$EC635BAF-F9E4-4B89-B466-320ACF970D5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a51145413b472fa66e7f699af58ac19ecc6f3f11","datavalue":{"value":{"entity-type":"item","numeric-id":5470894,"id":"Q5470894"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$50D2884F-3983-4954-ADE4-7111750A71DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85f7f23c1564dba94fc6d4aedc21081b57272939","datavalue":{"value":{"entity-type":"item","numeric-id":5455556,"id":"Q5455556"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$99D0CFB8-77DD-414C-AB1C-B71F101D0A2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b192a9df3ad15ce18a3f056e042db219da098eff","datavalue":{"value":{"entity-type":"item","numeric-id":1174786,"id":"Q1174786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$040C9232-F1A8-4030-AD32-4E391ECCA4B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28b9805e665dba8896d7700f9092548c1fe17025","datavalue":{"value":{"entity-type":"item","numeric-id":3523568,"id":"Q3523568"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$4D122F21-693A-4F35-BE34-65AB980595CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bde4138c832c35f6076e92b83f0126c66b141b2a","datavalue":{"value":{"entity-type":"item","numeric-id":3974816,"id":"Q3974816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$302800A1-3B8C-44A7-8A22-3907E2E91C0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2b0acea12bbd83da2296466c3d9d907340a0f74d","datavalue":{"value":{"entity-type":"item","numeric-id":4216108,"id":"Q4216108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$129AF210-B1ED-4EB4-AA69-E63D15004566","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"11dbe153a39d4366c79b066273a6cd6484bee4f3","datavalue":{"value":{"entity-type":"item","numeric-id":2707163,"id":"Q2707163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$04B3B392-318B-429F-BCF8-E1B59538D451","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ff02228ff51f353f42f3a141505a3dd842f28c48","datavalue":{"value":{"entity-type":"item","numeric-id":3374309,"id":"Q3374309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$A3BB6849-E2D6-49DF-9284-CF60876DB5A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"34d7c634c617e18cd5f6a85ab8c961617954f0d7","datavalue":{"value":{"entity-type":"item","numeric-id":4884622,"id":"Q4884622"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$ADB3D7E8-90C3-4B1A-BDF8-3A94ECC60D0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"81b6efe2bd6885dfb21f6a55d3c73a53b052f843","datavalue":{"value":{"entity-type":"item","numeric-id":2718634,"id":"Q2718634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$37988B61-ADC4-4630-B7B5-CEFBD7B69D8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"748e28b807641974414c8384102ff0eb9a7faf02","datavalue":{"value":{"entity-type":"item","numeric-id":136006,"id":"Q136006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$E338E511-FBD3-4140-AC89-8F6DC91ADAF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$8D7BEE43-FBF4-4B84-9247-7F9881C186C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"adbb09bb0362b17c52c660398fd05335df78c7ad","datavalue":{"value":{"entity-type":"item","numeric-id":1415423,"id":"Q1415423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$2591E874-3FBD-4B3F-A011-CD1642B89467","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b22d1edce9f0260228f76c92a64e7bbfb3424fe5","datavalue":{"value":{"entity-type":"item","numeric-id":4294734,"id":"Q4294734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$0740D412-330C-4CFE-99DE-BC321778D282","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53e57727a449a249eb457a4d33f9fdabe698ae5d","datavalue":{"value":{"entity-type":"item","numeric-id":4835384,"id":"Q4835384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$5E8DE368-F6D2-4AE2-A315-C2D28316EBEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6ee56661f22a66d3e7f56bc51947a316c7d79ec0","datavalue":{"value":{"entity-type":"item","numeric-id":2779364,"id":"Q2779364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q853859$630FB3FD-3F0C-4008-B850-0FF7DBD70457","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"775ddffc6f94d7979906a803b599a21886c13dd7","datavalue":{"value":"10.1007/S10690-005-9005-2","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q853859$CBAA81B6-97D5-47E5-84D0-8852F32E2240","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5226a1a9046a19433bf1ec5ad3eca049b0859de","datavalue":{"value":{"entity-type":"item","numeric-id":272652,"id":"Q272652"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7df5595d49fe0a822ff71ac6cb4faae52fd2f5ca","datavalue":{"value":{"amount":"+0.89165866","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$209F16A6-6CE2-498B-B45E-4ABDAAD6CB06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b2a8bddb417ab3a28a012e8fd13ab5845ab38ef4","datavalue":{"value":{"entity-type":"item","numeric-id":5700135,"id":"Q5700135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"36764e98b15c990d565ebdc53b21173a105d5a1b","datavalue":{"value":{"amount":"+0.8834733","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$D5E49F88-746B-4DCC-AB55-E1DBF6A47968","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"57705aef8392d89dcd7868319492dbb32166b997","datavalue":{"value":{"entity-type":"item","numeric-id":960734,"id":"Q960734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a04917af3bc298f7d2edef97daf3fe4e8ab5a685","datavalue":{"value":{"amount":"+0.88343775","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$A50739A6-D1EB-46AE-86AE-29F4047F9AAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"09a7ff173e8c6d47ad4efd3574d80946e48651fa","datavalue":{"value":{"entity-type":"item","numeric-id":3022067,"id":"Q3022067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9bce246e9787a8739a4f137144f321e67c3e90b9","datavalue":{"value":{"amount":"+0.88200986","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$4F5879ED-A7C4-4BE1-84BC-EEA819418491","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"683705bcb4e4153782c63409da2ca1ddff72246c","datavalue":{"value":{"entity-type":"item","numeric-id":2779364,"id":"Q2779364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2caee6c992b3050628914326c56c81f0abc98711","datavalue":{"value":{"amount":"+0.8812126","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$10F72B02-8A4B-4185-A09C-4E369704134B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e8fbd752ca3453a60f6856e7a28221e19c9d8421","datavalue":{"value":{"entity-type":"item","numeric-id":5440092,"id":"Q5440092"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c137d28362a37de9c85da1d63d213c4527b2a262","datavalue":{"value":{"amount":"+0.88020164","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$4CD41E37-EE07-4A58-86CA-7FFE119A9C9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c72bed8cc5478f541c77b066b158a695c7b885b8","datavalue":{"value":{"entity-type":"item","numeric-id":1278204,"id":"Q1278204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4184d7360a841ad2d44520ca98c38a5c82180698","datavalue":{"value":{"amount":"+0.878743","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$F47582A0-ABD4-48FC-8977-34D25FDCE29E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ab0c02d25fddd77f84ff617993ab26f20bf63c8e","datavalue":{"value":{"entity-type":"item","numeric-id":692029,"id":"Q692029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"81340b62edb8bef430bab1c4f710bb394f1a6193","datavalue":{"value":{"amount":"+0.8769987","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q853859$9658671B-4224-4FF8-A998-3B8B761B7B39","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Properties of multinomial lattices with cumulants for option pricing and hedging","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Properties_of_multinomial_lattices_with_cumulants_for_option_pricing_and_hedging"}}}}}