{"entities":{"Q937465":{"pageid":939313,"ns":120,"title":"Item:Q937465","lastrevid":50428013,"modified":"2026-01-14T01:01:01Z","type":"item","id":"Q937465","labels":{"en":{"language":"en","value":"Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5312394"}},"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":"Q937465$58A46DD3-7799-40F0-9179-8D1DD2BE8247","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"bb6748c1d7afcfd9e53556a3c6d3780c50c73a0e","datavalue":{"value":{"text":"Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q937465$29CD38A7-5FCD-4F69-B60F-5CA995E48E07","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"eac852727dbe76ceb95702988b2e97c4694ecacb","datavalue":{"value":"1147.60320","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q937465$BF02735D-E0A2-4CAC-A885-5E022C08E266","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e1502162f43c5b0e3147504e800f52a3b1580350","datavalue":{"value":"10.1155/JAMSA/2006/80967","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q937465$05A2AC50-73D4-4F9B-A360-D6D1D746CAD5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a96e777f433d52ad9672478cde76263239e85fdd","datavalue":{"value":{"entity-type":"item","numeric-id":193879,"id":"Q193879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$1C32DF3A-1AE3-46CB-AE29-BF9FD058FAF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f6bf2dd883d340218bfa166f893bcd94f520b4b8","datavalue":{"value":{"entity-type":"item","numeric-id":700278,"id":"Q700278"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$6F12B3FA-6176-49EC-9E63-A2DFB19EA5E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7e1c7b8bb0dd0771a9c66d713345a5329e9661c0","datavalue":{"value":{"entity-type":"item","numeric-id":261247,"id":"Q261247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$910924DD-BDA5-40F5-AC9B-C9B5883762CE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c1e252a888c16487ff7daebdfc93e2199d147562","datavalue":{"value":{"entity-type":"item","numeric-id":177564,"id":"Q177564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$888B1BB6-D88A-46A2-A9B6-A4F2F5868E94","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1ef753f84a9df60c660e966b6beebb9738a52b5d","datavalue":{"value":{"time":"+2008-08-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q937465$9FF68AFB-DC30-43A4-AF79-AEC1904D5DBA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a70328b2afed98b50658a816faab75305d8695d1","datavalue":{"value":"https://eudml.org/doc/54624","type":"string"},"datatype":"url"},"type":"statement","id":"Q937465$850C4D58-2D26-402C-BE5F-C4AC70357AF7","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d0156e9eb57e713c5a64a83f93c883d9f21cb5a7","datavalue":{"value":"Summary: Stochastic differential equations (SDEs) under regime-switching have recently been developed to model various financial quantities. In general, SDEs under regime-switching have no explicit solutions, so numerical methods for approximations have become one of the powerful techniques in the valuation of financial quantities. In this paper, we will concentrate on the Euler-Maruyama (EM) scheme for the typical hybrid mean-reverting \\(\\theta\\)-process. To overcome the mathematical difficulties arising from the regime-switching as well as the non-Lipschitz coefficients, several new techniques have been developed in this paper which should prove to be very useful in the numerical analysis of stochastic systems.","type":"string"},"datatype":"string"},"type":"statement","id":"Q937465$6A288349-23AD-4065-A06D-826C17084969","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q937465$6F29D2EF-C5C7-420C-BDB7-C2DF95BEF382","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q937465$F12DFEFB-737D-411B-B37D-15554977D298","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q937465$A3C106C7-1A83-44F0-96B5-D98DC2FFAD76","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2e2e6df4a5f842808cec45fa3dac96b9a807cf65","datavalue":{"value":"5312394","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q937465$AB13FC05-E55A-46C7-8FC7-D8291D19104B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"33a39b94255d78dae1146ed8ca311a358d8a8b24","datavalue":{"value":"Euler-Maruyama (EM) scheme","type":"string"},"datatype":"string"},"type":"statement","id":"Q937465$BB575C2C-1CE8-46E6-8EB3-80ECDA576BEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23eacb7ddb9fec00c73640dd42090ff892445efd","datavalue":{"value":"regime-switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q937465$52F69FDF-14BE-48E8-9985-836CB63E3C4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"77888ce23d1c198a1772367d073ad3201d60abea","datavalue":{"value":"non-Lipschitz coefficients","type":"string"},"datatype":"string"},"type":"statement","id":"Q937465$2D1D9ED0-C21B-4CA6-B711-D29D33308A07","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"d89eed7087f93c1cdf4120c868b02779d34eaa8b","datavalue":{"value":{"entity-type":"item","numeric-id":13309,"id":"Q13309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$3988A2D5-FDC9-44E0-8BC6-24420E2C7D8D","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":"Q937465$49C286CF-EFAD-4BCC-BED2-8782E4240331","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b51fed4a84c8ab2f423d2d1925cccee77cebf270","datavalue":{"value":{"entity-type":"item","numeric-id":1189368,"id":"Q1189368"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$D026DD5E-3538-4507-8556-F74B404B0326","rank":"normal"},{"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":"Q937465$92C7F68C-3277-4169-B335-FDB949BF052B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e48fb51a6e892906783bb012f67ab363c6a6d867","datavalue":{"value":{"entity-type":"item","numeric-id":3391972,"id":"Q3391972"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$5E2FF6B3-0D74-4ACC-B802-60815B5E547B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2b3026bc48c3e24ad99c69c3eb1cb2c1bce80dea","datavalue":{"value":{"entity-type":"item","numeric-id":3022058,"id":"Q3022058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$3ABAF24A-A67A-4F71-8F62-0112B808E260","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$F86585FD-503F-46B5-8B4D-611FB5077F75","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"83537f0d80d2094ba8aef8018ff3f3a05b483bcc","datavalue":{"value":{"entity-type":"item","numeric-id":809856,"id":"Q809856"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$1D504EF4-323D-4284-A32C-6C503A23CDCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a63dde8b96ace2dbd3f6df851cb784f0eb70bb22","datavalue":{"value":{"entity-type":"item","numeric-id":5653395,"id":"Q5653395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$A94D6940-E0A7-4887-8874-E84AED30E1CC","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":"Q937465$134D16E4-64F2-4B1D-BE29-67C04A010218","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e88d786a490810b1a1b38d7ca898951f3cf11285","datavalue":{"value":{"entity-type":"item","numeric-id":2748440,"id":"Q2748440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$CA2B2D67-4FAB-4DAA-8B70-22BC617C9D35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ee9d588d33056eea51f8fdae30005d9178f6555","datavalue":{"value":{"entity-type":"item","numeric-id":2774442,"id":"Q2774442"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$DFA29154-0749-454C-A87F-C1A95C8C19EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be0a5a6ca4b378dfd5bd59e8ec9f23410f64fa04","datavalue":{"value":{"entity-type":"item","numeric-id":4830618,"id":"Q4830618"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$851E4CC8-20F9-4B98-8912-9897EC6D6689","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$A37EA829-716B-4F93-B41F-CC4F265D77DE","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":"Q937465$F4B02D61-DAAC-42BB-83F7-566D326955F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"feb48a5125c84f74765adefa70708a1acd58eca8","datavalue":{"value":{"entity-type":"item","numeric-id":3427488,"id":"Q3427488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$11386356-A6C7-4B0B-A177-D49C08F8683B","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":"Q937465$230FBE67-28C9-4C53-84B5-DCB4AB51F5A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33cb14163ff83c4e38300d21f6df6ede6969b85b","datavalue":{"value":{"entity-type":"item","numeric-id":4369402,"id":"Q4369402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$D02886C4-C614-4193-840B-A895A9F9059E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$CBEAE3AE-4E7C-4B3C-BDC8-0446534A525E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f8029c64c46a8c4474d8370bafcaa5a9c37476cc","datavalue":{"value":{"entity-type":"item","numeric-id":4693053,"id":"Q4693053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$5BFADC98-6A9A-4D9B-AAD4-DA1F9BA54505","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"626e7e35de0785778270d788ee840f279eeb8ee7","datavalue":{"value":{"entity-type":"item","numeric-id":4438222,"id":"Q4438222"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$00CFCC33-8EEA-4858-9683-5DD78D260427","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8639603dc7980f5eb7d1dca69c690bdf50a0bc5","datavalue":{"value":{"entity-type":"item","numeric-id":5714645,"id":"Q5714645"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$3F27E3CA-C936-462F-8FDE-FD817588A9D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d6b2d0e44525fcc42916c7a36ab42b55473000a","datavalue":{"value":{"entity-type":"item","numeric-id":5273707,"id":"Q5273707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$C1D2ACA1-9F11-4952-8967-87431DB5CD39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"94390bffdedf3fc943289ab9de7cbd328879e31d","datavalue":{"value":{"entity-type":"item","numeric-id":1427725,"id":"Q1427725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$F39B0815-6244-4AA9-B5CD-0203C33CA728","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8de07308e8c0449af24e8e8280dda905cd5a5762","datavalue":{"value":{"entity-type":"item","numeric-id":2719153,"id":"Q2719153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$335CB555-2575-4851-8DAB-9677E0F112D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2824b00e58a2de344a69b2f2125239ccf7056538","datavalue":{"value":{"entity-type":"item","numeric-id":4506995,"id":"Q4506995"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q937465$7FE0464E-4CD2-40C9-BDDE-AC1B00CB4BFD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6bf6e1d8779fd694fa2445b7f53936d2f19d35b1","datavalue":{"value":"W1998854671","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q937465$F9690991-3596-4454-85D8-52B0AB9C0C3F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d5265923b6a332e8507099a9733d7ee6c4ab7d29","datavalue":{"value":{"entity-type":"item","numeric-id":885945,"id":"Q885945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"daab729a3fdd89f2e1c248ec7a193767b588fb57","datavalue":{"value":{"amount":"+0.8054553866386414","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":"Q937465$5DAC22E2-C4EE-4604-8136-9F8906F9E10C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7e2fb704421b3f67ae69297dc4004d8c9718c85c","datavalue":{"value":{"entity-type":"item","numeric-id":947594,"id":"Q947594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c24a14da49b96c1b0c5af3c4a276b2ee501b3817","datavalue":{"value":{"amount":"+0.7976276278495789","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":"Q937465$56301E7C-41A0-4B45-BB0B-6FF079C31170","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a04db0c8a5374ae84a585cdfd092b130df8536e3","datavalue":{"value":{"entity-type":"item","numeric-id":5460725,"id":"Q5460725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b936b7c77a86b38e94b1c24d834637c5cfc49d6","datavalue":{"value":{"amount":"+0.794442355632782","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":"Q937465$298D8F2F-9181-4213-9F1A-80D69A161AA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b80172a49a769be7c0342ac42bc882e3ceabf59e","datavalue":{"value":{"entity-type":"item","numeric-id":1730321,"id":"Q1730321"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8a2a9cb6fd0d373398b65c4a424bd0606486302f","datavalue":{"value":{"amount":"+0.790790319442749","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":"Q937465$659B9FCF-EDC9-49D7-8566-65F7531F7470","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e1b4e0dd27438009dc1b609f3b30f8726a35d9d1","datavalue":{"value":{"entity-type":"item","numeric-id":356137,"id":"Q356137"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fa4ae052fb7e0ff0cb01af2a5a5299fa57e96909","datavalue":{"value":{"amount":"+0.788038969039917","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":"Q937465$7080410E-1A61-4A03-A229-8DB690582965","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:937465","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:937465"}}}}}