{"entities":{"Q882460":{"pageid":884308,"ns":120,"title":"Item:Q882460","lastrevid":65072199,"modified":"2026-04-12T00:07:18Z","type":"item","id":"Q882460","labels":{"en":{"language":"en","value":"Lookback options and dynamic fund protection under multiscale stochastic volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5156661"}},"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":"Q882460$D644B6D4-A43E-4831-8A5E-E2332277DE86","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2a11b37f37680cfc35ced67fa52a0d3eb9ee08e0","datavalue":{"value":{"text":"Lookback options and dynamic fund protection under multiscale stochastic volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q882460$E850BF13-EDFB-4322-A699-ABB9F8E4147E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ae357eb5713f6fd1331837fae8aececd9f01a866","datavalue":{"value":"1183.91173","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q882460$1BBA9DD6-7C72-4AB5-8F1C-E2A1942C41DA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"79d1345898201780cbf4cc6120484bdb58019b9f","datavalue":{"value":{"entity-type":"item","numeric-id":319632,"id":"Q319632"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$045CF309-6E33-4495-AA6E-12F05F910B0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e183c16a602e4eefc34143c5d77923789c3093ab","datavalue":{"value":{"entity-type":"item","numeric-id":882459,"id":"Q882459"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$AC0EF50C-7595-492D-9B55-321F9CCC685F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6fb49545b3ffbd90b84cabc3a46f56807c43d68e","datavalue":{"value":{"entity-type":"item","numeric-id":190727,"id":"Q190727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$81B05EE4-0E74-4103-89A9-9046A979BC52","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"6fb79a3e0bfdcad0d17b112619a3508f5e6a105c","datavalue":{"value":{"time":"+2007-05-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q882460$B658751C-10AC-45CA-BC9C-68B7752F97F6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q882460$7EA749F3-986A-4C0B-8041-6B8637210157","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c6891dfa279f690c9203e68f3975b180b6ce5d57","datavalue":{"value":"5156661","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q882460$84027292-A170-491C-984B-344039BA5993","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"eb835f474f829ee94505dac6f67091fd72d2791c","datavalue":{"value":"dynamic fund protection","type":"string"},"datatype":"string"},"type":"statement","id":"Q882460$3C69D949-3011-4321-9AEF-DDB1E769CEC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"77fe4036b3e68f294f3dd6572ace12c6b3301421","datavalue":{"value":"lookback options","type":"string"},"datatype":"string"},"type":"statement","id":"Q882460$F6BC405A-CB78-4AED-89C3-1879721F9E92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q882460$C2D1C7DC-09EE-497B-8792-2FF54A62E312","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":"Q882460$2248D172-F4D1-49F2-904A-A3FE076D695B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"cf621460c9e3d99b3efd9decfaca599e6e56288e","datavalue":{"value":"https://doi.org/10.1016/j.insmatheco.2006.05.006","type":"string"},"datatype":"url"},"type":"statement","id":"Q882460$9CB68A0E-11C1-45BB-8155-6B6500530186","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"691c11c6613701ceb67438b3479ee6e017d54274","datavalue":{"value":"W2065919465","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q882460$52F75358-34E3-4074-9364-C0BD02CD48B8","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":"Q882460$9F545FA6-63A2-4328-8D83-F09AA6D162EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a43128e4d6a3b20b06ea60bb5c6a0923aa4a72eb","datavalue":{"value":{"entity-type":"item","numeric-id":1297909,"id":"Q1297909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$E725A524-2BC9-45DB-97F9-3335D7BC06B6","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":"Q882460$5CED8CE5-66D8-43AC-BA28-965161FA917F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b98bce63a2ab9916890f13d446ecf078d4e430c5","datavalue":{"value":{"entity-type":"item","numeric-id":1398979,"id":"Q1398979"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$E83CFDB8-8621-4894-B911-7472F2F7F93A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"13a0f8c85f414eb8649f8cf83e1f2b0dc35b95d2","datavalue":{"value":{"entity-type":"item","numeric-id":868324,"id":"Q868324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$2F2A5F8E-6283-40E9-8DEC-3BADB440D4E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f87ab619118ead75c78e6caecae8345bc4062b5b","datavalue":{"value":{"entity-type":"item","numeric-id":5736202,"id":"Q5736202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$69E1D572-E120-4468-A247-29EE908CEDA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"665cdad5610b7f56a80db8ead6e1d115a46b41f0","datavalue":{"value":{"entity-type":"item","numeric-id":4827310,"id":"Q4827310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$6665D056-FB8C-415D-A57D-B8B564C9E0D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"42e0c995a9d8e0eaf11057123825f337e5c35f0b","datavalue":{"value":{"entity-type":"item","numeric-id":4673851,"id":"Q4673851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$82FC3706-F669-4811-932E-F98014897D0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8fafe21363d27491ad6e6ed07d14d65b0c844146","datavalue":{"value":{"entity-type":"item","numeric-id":5697327,"id":"Q5697327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$05F0BC1D-F8C9-4C78-8B80-ABD7859195D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$66C1C8B9-DAA2-4217-95AF-548C8F8A4B75","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"419df67579f31314da8e267c42297a3f5238e24b","datavalue":{"value":{"entity-type":"item","numeric-id":4610269,"id":"Q4610269"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$343BE8D8-4E8F-44F2-A0DC-E864701B72E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$AF38591D-0B4A-4A0C-A1B9-4B14DB989E9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e34b4f29c3a400076a126f8a1138f9b55447695a","datavalue":{"value":{"entity-type":"item","numeric-id":4429801,"id":"Q4429801"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$8E701A66-C578-4E94-AE87-532CA2AA5B68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f54fb58591145e2c0df942b4ac2baba66368c036","datavalue":{"value":{"entity-type":"item","numeric-id":4656049,"id":"Q4656049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$627CD261-9A68-44BF-A133-54BF7F608E07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6e6dd07f72e63e91e9cbb19947bc728b5bb90015","datavalue":{"value":{"entity-type":"item","numeric-id":1293806,"id":"Q1293806"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$D4B2D707-ABBD-4A86-9DFA-9F1088329137","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c122b5b5ab311795a2772c189ce36bb11a5a8ada","datavalue":{"value":{"entity-type":"item","numeric-id":5715912,"id":"Q5715912"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$B986D554-BF71-4B73-A4A5-90C6ECF9D35C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8762a29e332e715d4b25cebdeabd184d669713e0","datavalue":{"value":{"entity-type":"item","numeric-id":2707192,"id":"Q2707192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$F5E220CA-C226-4D9E-8385-E3A3A29E9710","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":"Q882460$1BE49705-0449-4908-9741-D1A141560D1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4bc947884d4140bd327a2f822553917912d53bbc","datavalue":{"value":{"entity-type":"item","numeric-id":3997900,"id":"Q3997900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$85D5BB67-95AC-4B83-A67E-27EDA1F238A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fe9c17de3b376ab749a5b0905608bf5229826b6","datavalue":{"value":{"entity-type":"item","numeric-id":4830584,"id":"Q4830584"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$5EB4FBA5-34B5-443F-BBD0-ABFFB97B0815","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5583d6fa59f2556a99e3daf70f3fce7847817d92","datavalue":{"value":{"entity-type":"item","numeric-id":5718218,"id":"Q5718218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$40FF6479-4722-467F-9384-743A5A529886","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a2f44842c6f18a631040d03c284bd58dfa7e9eb","datavalue":{"value":{"entity-type":"item","numeric-id":4646514,"id":"Q4646514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$31A5E481-45A2-490B-B787-0E4E79A1EBF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"795ac92aee24fba277baddb261996ad72c109ac7","datavalue":{"value":{"entity-type":"item","numeric-id":1423350,"id":"Q1423350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$261A7E78-189D-43B7-99D9-2E9BC6D715E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5246883bcf1fd51444250c4b672f3aca8e38ec9","datavalue":{"value":{"entity-type":"item","numeric-id":4610238,"id":"Q4610238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$8EF0C07E-189D-4657-8B14-144A8BC42BA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c8a1e62c4ddbb8c68e52464b92216499ee3af45","datavalue":{"value":{"entity-type":"item","numeric-id":1421714,"id":"Q1421714"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q882460$64261C7B-9790-4314-B321-D730D33F6A61","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b249143b8641365edf38527bc7a61a564d70744f","datavalue":{"value":"10.1016/J.INSMATHECO.2006.05.006","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q882460$5ECD76FF-3095-4699-B092-219A88360ED7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f8e8eba6afb32f34d2d5031c4f99b00acf55632","datavalue":{"value":{"entity-type":"item","numeric-id":2128181,"id":"Q2128181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"71db5c4a7a248694cd93838124d4e1a466688f60","datavalue":{"value":{"amount":"+0.814551055431366","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q882460$B89FE754-C024-4559-B8E7-92FE72FFF2D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9bd42d99a2dd735b38711030ac3b776061b5ae12","datavalue":{"value":{"entity-type":"item","numeric-id":433133,"id":"Q433133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0bfe481d3a619eb02009c926edac34686962185d","datavalue":{"value":{"amount":"+0.7755537033081055","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":"Q882460$06A46E1C-58EB-4913-ADAA-6E12281006ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62c3cf6f3d7d499e9c6578c1148d5b78d8c8accc","datavalue":{"value":{"entity-type":"item","numeric-id":2994457,"id":"Q2994457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6f135bb0f0e075f9ff0433dc9d278d4fe3022055","datavalue":{"value":{"amount":"+0.773699939250946","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":"Q882460$96B26A00-43AD-4C4D-8CE2-5865630EB04B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a1ebf964ef949d735230277d7ee5d3543a2105aa","datavalue":{"value":{"entity-type":"item","numeric-id":2349261,"id":"Q2349261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"83e35dfb14328d4ff30a5a2430171d28e472cb39","datavalue":{"value":{"amount":"+0.7596594095230103","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":"Q882460$9D0F71A5-7C9F-4717-BABA-02291F368E3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"449b4aba6895a1bf07ee6d33c01f3a923b65bd12","datavalue":{"value":{"entity-type":"item","numeric-id":2131629,"id":"Q2131629"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0c7e7c9ab1e1f8d7ba68edb4ff71bfd757f08477","datavalue":{"value":{"amount":"+0.7503494620323181","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":"Q882460$77BCE58F-CDB5-4A59-AF7F-D88E8C67B269","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Lookback options and dynamic fund protection under multiscale stochastic volatility","badges":[]}}}}}