{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q4635246","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q4635246","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q4635246","kernelVersion":"v1","immutable":true,"modified":"2026-04-04T16:22:25Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q4635246","name":"Implied volatility in strict local martingale models","headline":"Implied volatility in strict local martingale models","description":"scientific article; zbMATH DE number 6860071","url":"https://portal.mardi4nfdi.de/entity/Q4635246","datePublished":"2018-04-16","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q252420"},{"@id":"https://portal.mardi4nfdi.de/entity/Q300274"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q2797751"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1137/16M1069651","url":"https://doi.org/10.1137/16M1069651"},"sameAs":["https://doi.org/10.1137/16M1069651"],"citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q5558293"},{"@id":"https://portal.mardi4nfdi.de/entity/Q483708"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3884898"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3608732"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4726487"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5710171"},{"@id":"https://portal.mardi4nfdi.de/entity/Q841482"},{"@id":"https://portal.mardi4nfdi.de/entity/Q471173"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2488491"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4607048"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1340170"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1895852"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1271229"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2493436"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1421688"},{"@id":"https://portal.mardi4nfdi.de/entity/Q928504"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3972685"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5639084"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4842819"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5249756"},{"@id":"https://portal.mardi4nfdi.de/entity/Q492171"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2430255"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2904874"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4778955"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5388687"},{"@id":"https://portal.mardi4nfdi.de/entity/Q819974"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4039796"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2354886"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4673853"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4942767"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1566903"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5294261"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5639085"},{"@id":"https://portal.mardi4nfdi.de/entity/Q983170"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2847835"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2430258"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4492756"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4917300"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4391417"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3182423"}]},"provenance":{"prov:generatedAtTime":"2026-04-04T16:22:25Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}