{"entities":{"Q959679":{"pageid":961527,"ns":120,"title":"Item:Q959679","lastrevid":65652519,"modified":"2026-04-12T04:03:50Z","type":"item","id":"Q959679","labels":{"en":{"language":"en","value":"Filtering and identification of Heston's stochastic volatility model and its market risk"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5382177"}},"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":"Q959679$BDEC86E7-3AEC-43D6-BDB4-567F4DFFBADC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fbf015ae8ef921add5885c0e1ccac51af2ffaac6","datavalue":{"value":{"text":"Filtering and identification of Heston's stochastic volatility model and its market risk","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q959679$F30F4845-4BA8-4ADD-9E3E-F87EFCEE3FE4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fad1fd6380951f1a75006b4548eedb310fdf4c87","datavalue":{"value":"1162.91361","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959679$40FA26B9-2AAE-49F3-B72B-9E35362B10D5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3b31bf7f20196da87cf53512526b81857e9bb6d2","datavalue":{"value":{"entity-type":"item","numeric-id":230101,"id":"Q230101"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$FBEF4037-82E2-456B-AD02-B4F4A7237298","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b12c9861b5206d530589c916f181dc710617e7af","datavalue":{"value":{"entity-type":"item","numeric-id":481003,"id":"Q481003"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$05A35C18-BA45-4E91-AF84-A3D2028C8170","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"eec8ebf90c9ad0eb1538e15d7020cf737b731dc1","datavalue":{"value":{"time":"+2008-12-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q959679$C8E9F062-CA24-47E2-AC0F-DD7617EADECD","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959679$E9ABB119-628E-4F6D-81FE-630FEA550812","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1a9a20c16e14977aabce86aca077afc2aca3644","datavalue":{"value":"93E03","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959679$585D7032-6896-4A2E-9BB3-AD12797BFA2A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f1edb17baf7a167dde365e06782753f7361feec2","datavalue":{"value":"5382177","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959679$0BFC8A2D-207B-4330-B9C1-4DF51D4F2B1D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4d98f1c4e1030c78ed2caee2f0dd1ff315ef6a9","datavalue":{"value":"nonlinear filtering","type":"string"},"datatype":"string"},"type":"statement","id":"Q959679$E32DFCA9-D249-4282-8D66-CE442628AEDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d9a812b0556df8807c00ab566b369650fd737d66","datavalue":{"value":"Zakai equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q959679$9CC778D1-4D6C-4308-A3F3-DA398B3977B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a54de891c253a32ad3bb9665a210e332125a1d73","datavalue":{"value":"splitting-up method","type":"string"},"datatype":"string"},"type":"statement","id":"Q959679$47DB7C2E-1FF1-4771-A933-AC9B01AB25FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q959679$8CD57334-FF42-4664-B79E-D8DEB43C3DE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q959679$1136EC10-AC5A-47EE-87B3-2D971AF8B927","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":"Q959679$3CCD3830-8694-4A24-9CAF-5CEE29350109","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"19ce4ddbbb4bd7cadbba327c17f9710b8cad6ffd","datavalue":{"value":"https://doi.org/10.1016/j.jedc.2005.06.017","type":"string"},"datatype":"url"},"type":"statement","id":"Q959679$327EF59F-174E-459B-9D33-6F99414EFF02","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c485ff8a00a630eb94bb26979c78bd2517742ab0","datavalue":{"value":"W2137937074","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959679$A4A6FADE-5EC6-4C13-A2D8-1B76ABC19C1A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"13178b8dc93e3bd571093c6e19e7e6303f38ece3","datavalue":{"value":{"entity-type":"item","numeric-id":4541594,"id":"Q4541594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$ABCB8E98-82D0-4E83-BF9B-485B7E175768","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee9201074018a973bb61e9ce42ef7f784a453be6","datavalue":{"value":{"entity-type":"item","numeric-id":3997913,"id":"Q3997913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$033902D7-127B-45CC-BEF0-9D4BBE447DF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e0629a3c703b0a6b0d21fde142745b8edca3f038","datavalue":{"value":{"entity-type":"item","numeric-id":3350396,"id":"Q3350396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$11571C53-8084-40CE-A889-BFD58D0D50C5","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":"Q959679$7E541FE3-7AFD-4CBB-A717-94E871BD2A12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a7f9193d51dbe208989c0cf450fed3932c43e4e","datavalue":{"value":{"entity-type":"item","numeric-id":1257294,"id":"Q1257294"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$560EA07F-2BFB-4BD1-A57B-485A8DEECE4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$D01DE654-0CE4-4D1D-8EC8-56B60164E5A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a78575c5898caba07bd4ae823adcb715b83b26d","datavalue":{"value":{"entity-type":"item","numeric-id":5601627,"id":"Q5601627"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$718A887C-26AC-4069-8332-60656AD38F0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5a10d425c023073624b24df2f2cdce15db18e2e","datavalue":{"value":{"entity-type":"item","numeric-id":5674191,"id":"Q5674191"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$A2620BAF-7D63-47A7-A4FC-6C89FD31F8E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1bf53e35b95130b4875eb982d3e00c4050e75027","datavalue":{"value":{"entity-type":"item","numeric-id":3859047,"id":"Q3859047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$D178EBC3-B81C-4F39-80EC-22DC1C7F5A43","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"362a94e8a88b8af618f706c7937c042e17179225","datavalue":{"value":"10.1016/J.JEDC.2005.06.017","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959679$D20F4114-4052-4F28-8DFC-265969314808","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"61da792f8b5bb8113a6af5e8a75aa0e465faced3","datavalue":{"value":{"entity-type":"item","numeric-id":73630,"id":"Q73630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959679$38C243A7-C0C6-4219-95D7-74E55DFEAE9F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b841e19f1ef8045ce924467aaeb5944fa5f05722","datavalue":{"value":{"entity-type":"item","numeric-id":3068487,"id":"Q3068487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2959b6c869a2a49f7609da04f1e275fc44ef5391","datavalue":{"value":{"amount":"+0.8415151834487915","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":"Q959679$93B0B183-24A4-458E-BC20-967EEA1FA460","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0db5b916ef476dc7cb7cf11825c2c285311d9725","datavalue":{"value":{"entity-type":"item","numeric-id":928297,"id":"Q928297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f15aaa17299b68c076777c689b2c254fa2d2a9d9","datavalue":{"value":{"amount":"+0.8300275802612305","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q959679$DB704342-E0D8-4B3F-AAE4-603CCC4FA112","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea6df84aec7585dc1dc6ced0f8c04e84c044f672","datavalue":{"value":{"entity-type":"item","numeric-id":4541594,"id":"Q4541594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b08c46d023089586c3a63e2b7d4b34d8b8c5099c","datavalue":{"value":{"amount":"+0.8117664456367493","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":"Q959679$386C4B6F-48EE-44FD-933E-48C304134E74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d4ad240bc316ec3dd5e0d4eaadc997cc67397ace","datavalue":{"value":{"entity-type":"item","numeric-id":2292051,"id":"Q2292051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"26a4a18531864dbc49c48a8f84ee53f278027b59","datavalue":{"value":{"amount":"+0.8095259666442871","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q959679$B090B114-AFC2-4828-A339-0EC594A48895","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eef98296d1a9e99a955140c2a4ce68ffa07562bd","datavalue":{"value":{"entity-type":"item","numeric-id":3523558,"id":"Q3523558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"00461e69288e6d345f964fdfd634619fece3a571","datavalue":{"value":{"amount":"+0.8027822375297546","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":"Q959679$C52ABBDE-7A33-406A-8858-EF1E83F6CCA3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Filtering and identification of Heston's stochastic volatility model and its market risk","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Filtering_and_identification_of_Heston%27s_stochastic_volatility_model_and_its_market_risk"}}}}}