{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,7]],"date-time":"2026-01-07T22:02:15Z","timestamp":1767823335965,"version":"3.49.0"},"reference-count":0,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[1998,5,1]],"date-time":"1998-05-01T00:00:00Z","timestamp":893980800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Finance and Stochastics"],"published-print":{"date-parts":[[1998,5,1]]},"DOI":"10.1007\/s007800050042","type":"journal-article","created":{"date-parts":[[2002,8,25]],"date-time":"2002-08-25T05:09:23Z","timestamp":1030252163000},"page":"295-310","source":"Crossref","is-referenced-by-count":56,"title":["Optimal time to invest when the price processes are geometric Brownian motions"],"prefix":"10.1007","volume":"2","author":[{"given":"Yaozhong","family":"Hu","sequence":"first","affiliation":[]},{"given":"Bernt","family":"\u00d8ksendal","sequence":"additional","affiliation":[]}],"member":"297","container-title":["Finance and Stochastics"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s007800050042.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s007800050042\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s007800050042","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T02:30:48Z","timestamp":1559097048000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s007800050042"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,5,1]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1998,5,1]]}},"alternative-id":["6TD597M5UEBB5HDF"],"URL":"https:\/\/doi.org\/10.1007\/s007800050042","relation":{},"ISSN":["0949-2984","1432-1122"],"issn-type":[{"value":"0949-2984","type":"print"},{"value":"1432-1122","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,5,1]]}}}