{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,8,2]],"date-time":"2025-08-02T04:38:47Z","timestamp":1754109527077,"version":"3.37.3"},"reference-count":45,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2023,8,24]],"date-time":"2023-08-24T00:00:00Z","timestamp":1692835200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,8,24]],"date-time":"2023-08-24T00:00:00Z","timestamp":1692835200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"funder":[{"DOI":"10.13039\/501100002241","name":"Japan Science and Technology Agency CREST","doi-asserted-by":"crossref","award":["JPMJCR2115"],"award-info":[{"award-number":["JPMJCR2115"]}],"id":[{"id":"10.13039\/501100002241","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2024,5]]},"DOI":"10.1007\/s10479-023-05549-2","type":"journal-article","created":{"date-parts":[[2023,8,24]],"date-time":"2023-08-24T14:06:33Z","timestamp":1692885993000},"page":"307-329","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":6,"title":["An efficient unified approach for spread option pricing in a copula market model"],"prefix":"10.1007","volume":"336","author":[{"given":"Edoardo","family":"Berton","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-0490-2952","authenticated-orcid":false,"given":"Lorenzo","family":"Mercuri","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2023,8,24]]},"reference":[{"issue":"2","key":"5549_CR1","doi-asserted-by":"publisher","first-page":"145","DOI":"10.2307\/1402598","volume":"50","author":"OE Barndorff-Nielsen","year":"1982","unstructured":"Barndorff-Nielsen, O. E., Kent, J., & S\u00f8rensen, M. (1982). Normal variance-mean mixtures and z distributions. International Statistical Review\/Revue Internationale de Statistique, 50(2), 145\u2013159. https:\/\/doi.org\/10.2307\/1402598","journal-title":"International Statistical Review\/Revue Internationale de Statistique"},{"issue":"2","key":"5549_CR2","doi-asserted-by":"publisher","first-page":"167","DOI":"10.1111\/1467-9868.00282","volume":"63","author":"OE Barndorff-Nielsen","year":"2001","unstructured":"Barndorff-Nielsen, O. E., & Shephard, N. (2001). Non-Gaussian Ornstein\u2013Uhlenbeck-based models and some of their uses in financial economics. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63(2), 167\u2013241. https:\/\/doi.org\/10.1111\/1467-9868.00282","journal-title":"Journal of the Royal Statistical Society: Series B (Statistical Methodology)"},{"issue":"1","key":"5549_CR3","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1111\/1467-9469.00045","volume":"24","author":"OE Barndorff-Nielsen","year":"1997","unstructured":"Barndorff-Nielsen, O. E. (1997). Normal inverse gaussian distributions and stochastic volatility modelling. Scandinavian Journal of Statistics, 24(1), 1\u201313. https:\/\/doi.org\/10.1111\/1467-9469.00045","journal-title":"Scandinavian Journal of Statistics"},{"issue":"11","key":"5549_CR4","doi-asserted-by":"publisher","first-page":"1839","DOI":"10.1080\/14697688.2020.1761029","volume":"20","author":"F Bellini","year":"2020","unstructured":"Bellini, F., Mercuri, L., & Rroji, E. (2020). On the dependence structure between S &P500, VIX and implicit interexpectile differences. Quantitative Finance, 20(11), 1839\u20131848. https:\/\/doi.org\/10.1080\/14697688.2020.1761029","journal-title":"Quantitative Finance"},{"issue":"4","key":"5549_CR5","doi-asserted-by":"publisher","first-page":"747","DOI":"10.1007\/s11579-021-00295-0","volume":"15","author":"G Bernis","year":"2021","unstructured":"Bernis, G., Brignone, R., Scotti, S., & Sgarra, C. (2021). A gamma Ornstein\u2013Uhlenbeck model driven by a Hawkes process. Mathematics and Financial Economics, 15(4), 747\u2013773. https:\/\/doi.org\/10.1007\/s11579-021-00295-0","journal-title":"Mathematics and Financial Economics"},{"issue":"10","key":"5549_CR6","doi-asserted-by":"publisher","first-page":"1785","DOI":"10.1080\/14697688.2011.617775","volume":"14","author":"P Bjerksund","year":"2014","unstructured":"Bjerksund, P., & Stensland, G. (2014). Closed form spread option valuation. Quantitative Finance, 14(10), 1785\u20131794. https:\/\/doi.org\/10.1080\/14697688.2011.617775","journal-title":"Quantitative Finance"},{"issue":"3","key":"5549_CR7","doi-asserted-by":"publisher","first-page":"307","DOI":"10.1016\/0304-4076(86)90063-1","volume":"31","author":"T Bollerslev","year":"1986","unstructured":"Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307\u2013327. https:\/\/doi.org\/10.1016\/0304-4076(86)90063-1","journal-title":"Journal of Econometrics"},{"issue":"3","key":"5549_CR8","doi-asserted-by":"publisher","first-page":"323","DOI":"10.1016\/0304-405X(77)90005-8","volume":"4","author":"PP Boyle","year":"1977","unstructured":"Boyle, P. P. (1977). Options: A Monte Carlo approach. Journal of Financial Economics, 4(3), 323\u2013338. https:\/\/doi.org\/10.1016\/0304-405X(77)90005-8","journal-title":"Journal of Financial Economics"},{"issue":"4","key":"5549_CR9","doi-asserted-by":"publisher","first-page":"621","DOI":"10.1086\/296025","volume":"51","author":"DT Breeden","year":"1978","unstructured":"Breeden, D. T., & Litzenberger, R. H. (1978). Prices of state-contingent claims implicit in option prices. Journal of business, 51(4), 621\u2013651. https:\/\/doi.org\/10.1086\/296025","journal-title":"Journal of business"},{"issue":"1","key":"5549_CR10","doi-asserted-by":"publisher","first-page":"101","DOI":"10.1007\/s10436-019-00352-1","volume":"16","author":"R Brignone","year":"2020","unstructured":"Brignone, R., & Sgarra, C. (2020). Asian options pricing in Hawkes-type jump-diffusion models. Annals of Finance, 16(1), 101\u2013119. https:\/\/doi.org\/10.1007\/s10436-019-00352-1","journal-title":"Annals of Finance"},{"issue":"12","key":"5549_CR11","doi-asserted-by":"publisher","first-page":"4893","DOI":"10.1016\/j.jbankfin.2013.08.016","volume":"37","author":"R Caldana","year":"2013","unstructured":"Caldana, R., & Fusai, G. (2013). A general closed-form spread option pricing formula. Journal of Banking & Finance, 37(12), 4893\u20134906. https:\/\/doi.org\/10.1016\/j.jbankfin.2013.08.016","journal-title":"Journal of Banking & Finance"},{"issue":"4","key":"5549_CR12","doi-asserted-by":"publisher","first-page":"627","DOI":"10.1142\/S0219024916500023","volume":"45","author":"R Carmona","year":"2003","unstructured":"Carmona, R., & Durrleman, V. (2003). Pricing and hedging spread options. SIAM Review, 45(4), 627\u2013685. https:\/\/doi.org\/10.1142\/S0219024916500023","journal-title":"SIAM Review"},{"issue":"3","key":"5549_CR13","doi-asserted-by":"publisher","first-page":"345","DOI":"10.1111\/1467-9965.00020","volume":"13","author":"P Carr","year":"2003","unstructured":"Carr, P., Geman, H., Madan, D. B., & Yor, M. (2003). Stochastic volatility for L\u00e9vy processes. Mathematical finance, 13(3), 345\u2013382. https:\/\/doi.org\/10.1111\/1467-9965.00020","journal-title":"Mathematical finance"},{"issue":"2","key":"5549_CR14","doi-asserted-by":"publisher","first-page":"753","DOI":"10.1111\/1540-6261.00544","volume":"58","author":"P Carr","year":"2003","unstructured":"Carr, P., & Wu, L. (2003). The finite moment log stable process and option pricing. The Journal of Finance, 58(2), 753\u2013777. https:\/\/doi.org\/10.1111\/1540-6261.00544","journal-title":"The Journal of Finance"},{"issue":"3","key":"5549_CR15","first-page":"273","volume":"6","author":"S Chiou","year":"2008","unstructured":"Chiou, S., & Tsay, R. (2008). A copula-based approach to option pricing and risk assessment. Journal of Data Science, 6(3), 273\u2013301.","journal-title":"Journal of Data Science"},{"issue":"1\u20132","key":"5549_CR16","doi-asserted-by":"publisher","first-page":"253","DOI":"10.1016\/j.jeconom.2005.01.010","volume":"131","author":"P Christoffersen","year":"2006","unstructured":"Christoffersen, P., Heston, S., & Jacobs, K. (2006). Option valuation with conditional skewness. Journal of Econometrics, 131(1\u20132), 253\u2013284. https:\/\/doi.org\/10.1016\/j.jeconom.2005.01.010","journal-title":"Journal of Econometrics"},{"issue":"1","key":"5549_CR17","doi-asserted-by":"publisher","first-page":"135","DOI":"10.2307\/1913889","volume":"41","author":"PK Clark","year":"1973","unstructured":"Clark, P. K. (1973). A subordinated stochastic process model with finite variance for speculative prices. Econometrica: Journal of the Econometric Society, 41(1), 135\u2013155. https:\/\/doi.org\/10.2307\/1913889","journal-title":"Econometrica: Journal of the Econometric Society"},{"issue":"1","key":"5549_CR18","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1111\/j.2517-6161.1977.tb01600.x","volume":"39","author":"AP Dempster","year":"1977","unstructured":"Dempster, A. P., Laird, N. M., & Rubin, D. B. (1977). Maximum likelihood from incomplete data via the EM algorithm. Journal of the Royal Statistical Society: Series B (Methodological), 39(1), 1\u201322. https:\/\/doi.org\/10.1111\/j.2517-6161.1977.tb01600.x","journal-title":"Journal of the Royal Statistical Society: Series B (Methodological)"},{"issue":"1","key":"5549_CR19","doi-asserted-by":"publisher","first-page":"13","DOI":"10.1111\/j.1467-9965.1995.tb00099.x","volume":"5","author":"JC Duan","year":"1995","unstructured":"Duan, J. C. (1995). The GARCH option pricing model. Mathematical Finance, 5(1), 13\u201332. https:\/\/doi.org\/10.1111\/j.1467-9965.1995.tb00099.x","journal-title":"Mathematical Finance"},{"issue":"6","key":"5549_CR20","doi-asserted-by":"publisher","first-page":"1343","DOI":"10.1111\/1468-0262.00164","volume":"68","author":"D Duffie","year":"2000","unstructured":"Duffie, D., Pan, J., & Singleton, K. (2000). Transform analysis and asset pricing for affine jump-diffusions. Econometrica, 68(6), 1343\u20131376. https:\/\/doi.org\/10.1111\/1468-0262.00164","journal-title":"Econometrica"},{"key":"5549_CR21","first-page":"245","volume-title":"The generalized hyperbolic model: Financial derivatives and risk measures","author":"E Eberlein","year":"2002","unstructured":"Eberlein, E., & Prause, K. (2002). The generalized hyperbolic model: Financial derivatives and risk measures (pp. 245\u2013267). Berlin: Springer."},{"issue":"4","key":"5549_CR22","doi-asserted-by":"publisher","first-page":"987","DOI":"10.2307\/1912773","volume":"50","author":"RF Engle","year":"1982","unstructured":"Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987\u20131007. https:\/\/doi.org\/10.2307\/1912773","journal-title":"Econometrica"},{"issue":"3\/4","key":"5549_CR23","doi-asserted-by":"publisher","first-page":"481","DOI":"10.1093\/biomet\/38.3-4.481","volume":"38","author":"J Gil-Pelaez","year":"1951","unstructured":"Gil-Pelaez, J. (1951). Note on the inversion theorem. Biometrika, 38(3\/4), 481\u2013482. https:\/\/doi.org\/10.1093\/biomet\/38.3-4.481","journal-title":"Biometrika"},{"issue":"1","key":"5549_CR24","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/s12197-011-9171-1","volume":"37","author":"H Herath","year":"2011","unstructured":"Herath, H., Kumar, P., & Amershi, A. (2011). Crack spread option pricing with copulas. Journal of Economics and Finance, 37(1), 1\u201322. https:\/\/doi.org\/10.1007\/s12197-011-9171-1","journal-title":"Journal of Economics and Finance"},{"issue":"2","key":"5549_CR25","doi-asserted-by":"publisher","first-page":"327","DOI":"10.1093\/rfs\/6.2.327","volume":"6","author":"SL Heston","year":"1993","unstructured":"Heston, S. L. (1993). A closed-form solution for options with stochastic volatility with applications to bond and currency options. Review of Financial Studies, 6(2), 327\u2013343.","journal-title":"Review of Financial Studies"},{"issue":"3","key":"5549_CR26","doi-asserted-by":"publisher","first-page":"585","DOI":"10.1093\/rfs\/13.3.585","volume":"13","author":"SL Heston","year":"2000","unstructured":"Heston, S. L., & Nandi, S. (2000). A closed-form GARCH option valuation model. The Review of Financial Studies, 13(3), 585\u2013625. https:\/\/doi.org\/10.1093\/rfs\/13.3.585","journal-title":"The Review of Financial Studies"},{"key":"5549_CR27","volume-title":"Multivariate statistical simulation","author":"ME Johnson","year":"2011","unstructured":"Johnson, M. E. (2011). Multivariate statistical simulation. Berlin: Springer."},{"unstructured":"Kirk, E. and Aron, J. (1995) Correlations in the Energy Markets. In: Kaminsk, V., Ed., Managing Energy Price Risk, Risk Publications, London, 71\u201378","key":"5549_CR28"},{"issue":"2","key":"5549_CR29","doi-asserted-by":"publisher","first-page":"217","DOI":"10.1016\/j.spl.2011.10.004","volume":"82","author":"A Loregian","year":"2012","unstructured":"Loregian, A., Mercuri, L., & Rroji, E. (2012). Approximation of the variance gamma model with a finite mixture of normals. Statistics & Probability Letters, 82(2), 217\u2013224. https:\/\/doi.org\/10.1016\/j.spl.2011.10.004","journal-title":"Statistics & Probability Letters"},{"issue":"1","key":"5549_CR30","doi-asserted-by":"publisher","first-page":"79","DOI":"10.1023\/A:1009703431535","volume":"2","author":"DB Madan","year":"1998","unstructured":"Madan, D. B., Carr, P. P., & Chang, E. C. (1998). The variance gamma process and option pricing. Review of Finance, 2(1), 79\u2013105. https:\/\/doi.org\/10.1023\/A:1009703431535","journal-title":"Review of Finance"},{"issue":"4","key":"5549_CR31","doi-asserted-by":"publisher","first-page":"511","DOI":"10.1086\/296519","volume":"63","author":"DB Madan","year":"1990","unstructured":"Madan, D. B., & Seneta, E. (1990). The variance gamma (V.G.) model for share market returns. Journal of Business, 63(4), 511\u2013524. https:\/\/doi.org\/10.1086\/296519","journal-title":"Journal of Business"},{"doi-asserted-by":"publisher","unstructured":"Malov, S.V. (2001). On Finite-Dimensional Archimedean Copulas.In: Balakrishnan, N., Ibragimov, I.A., Nevzorov, V.B. (eds) Asymptotic Methods in Probability and Statisticswith Applications. Statistics for Industry and Technology. Birkh\u00e4user, Boston, MA. https:\/\/doi.org\/10.1007\/978-1-4612-0209-7_2","key":"5549_CR32","DOI":"10.1007\/978-1-4612-0209-7_2"},{"issue":"1","key":"5549_CR33","doi-asserted-by":"publisher","first-page":"177","DOI":"10.2307\/2326358","volume":"33","author":"W Margrabe","year":"1978","unstructured":"Margrabe, W. (1978). The value of an option to exchange one asset for another. The Journal of Finance, 33(1), 177\u2013186. https:\/\/doi.org\/10.2307\/2326358","journal-title":"The Journal of Finance"},{"issue":"3","key":"5549_CR34","doi-asserted-by":"publisher","first-page":"172","DOI":"10.1016\/j.frl.2008.05.003","volume":"5","author":"L Mercuri","year":"2008","unstructured":"Mercuri, L. (2008). Option pricing in a GARCH model with tempered stable innovations. Finance Research Letters, 5(3), 172\u2013182. https:\/\/doi.org\/10.1016\/j.frl.2008.05.003","journal-title":"Finance Research Letters"},{"issue":"4","key":"5549_CR35","doi-asserted-by":"publisher","first-page":"1416","DOI":"10.1137\/20M1363248","volume":"12","author":"L Mercuri","year":"2021","unstructured":"Mercuri, L., Perchiazzo, A., & Rroji, E. (2021). Finite mixture approximation of CARMA (p, q) models. SIAM Journal on Financial Mathematics, 12(4), 1416\u20131458. https:\/\/doi.org\/10.1137\/20M1363248","journal-title":"SIAM Journal on Financial Mathematics"},{"issue":"9","key":"5549_CR36","doi-asserted-by":"publisher","first-page":"1559","DOI":"10.1080\/14697688.2014.969763","volume":"15","author":"L Mercuri","year":"2015","unstructured":"Mercuri, L., & Rroji, E. (2015). Mixed tempered stable distribution. Quantitative Finance, 15(9), 1559\u20131569. https:\/\/doi.org\/10.1080\/14697688.2014.969763","journal-title":"Quantitative Finance"},{"issue":"1","key":"5549_CR37","doi-asserted-by":"publisher","first-page":"353","DOI":"10.1007\/s10479-016-2180-x","volume":"260","author":"L Mercuri","year":"2018","unstructured":"Mercuri, L., & Rroji, E. (2018). Option pricing in an exponential MixedTS L\u00e9vy process. Annals of Operations Research, 260(1), 353\u2013374. https:\/\/doi.org\/10.1007\/s10479-016-2180-x","journal-title":"Annals of Operations Research"},{"doi-asserted-by":"crossref","unstructured":"Mhlanga, F.\u00a0J. and Kgomo, S.\u00a0M. (2021). On the sensitivity analysis of spread options using Malliavin calculus.","key":"5549_CR38","DOI":"10.30755\/NSJOM.12553"},{"issue":"1","key":"5549_CR39","doi-asserted-by":"publisher","first-page":"66","DOI":"10.1137\/100803687","volume":"3","author":"J Muhle-Karbe","year":"2012","unstructured":"Muhle-Karbe, J., Pfaffel, O., & Stelzer, R. (2012). Option pricing in multivariate stochastic volatility models of OU type. SIAM Journal on Financial Mathematics, 3(1), 66\u201394. https:\/\/doi.org\/10.1137\/100803687","journal-title":"SIAM Journal on Financial Mathematics"},{"issue":"310","key":"5549_CR40","doi-asserted-by":"publisher","first-page":"516","DOI":"10.2307\/2282685","volume":"60","author":"RL Plackett","year":"1965","unstructured":"Plackett, R. L. (1965). A class of bivariate distributions. Journal of the American Statistical Association, 60(310), 516\u2013522. https:\/\/doi.org\/10.2307\/2282685","journal-title":"Journal of the American Statistical Association"},{"issue":"3","key":"5549_CR41","doi-asserted-by":"publisher","first-page":"9","DOI":"10.3905\/jod.2003.319198","volume":"10","author":"JV Rosenberg","year":"2003","unstructured":"Rosenberg, J. V. (2003). Non-parametric pricing of multivariate contingent claims. The Journal of Derivatives, 10(3), 9\u201326. https:\/\/doi.org\/10.3905\/jod.2003.319198","journal-title":"The Journal of Derivatives"},{"key":"5549_CR42","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-021-04241-7","author":"L Schneider","year":"2021","unstructured":"Schneider, L., & Tavin, B. (2021). Seasonal volatility in agricultural markets: Modelling and empirical investigations. Annals of Operations Research. https:\/\/doi.org\/10.1007\/s10479-021-04241-7","journal-title":"Annals of Operations Research"},{"issue":"A","key":"5549_CR43","doi-asserted-by":"publisher","first-page":"177","DOI":"10.1239\/jap\/1082552198","volume":"41","author":"E Seneta","year":"2004","unstructured":"Seneta, E. (2004). Fitting the variance-gamma model to financial data. Journal of Applied Probability, 41(A), 177\u2013187. https:\/\/doi.org\/10.1239\/jap\/1082552198","journal-title":"Journal of Applied Probability"},{"issue":"9","key":"5549_CR44","doi-asserted-by":"publisher","first-page":"1441","DOI":"10.1080\/14697688.2020.1733059","volume":"20","author":"T S\u00f8nderby Christensen","year":"2020","unstructured":"S\u00f8nderby Christensen, T., & Benth, F. E. (2020). Modelling the joint behaviour of electricity prices in interconnected markets. Quantitative Finance, 20(9), 1441\u20131456. https:\/\/doi.org\/10.1080\/14697688.2020.1733059","journal-title":"Quantitative Finance"},{"issue":"3","key":"5549_CR45","doi-asserted-by":"publisher","first-page":"732","DOI":"10.1002\/asmb.2391","volume":"35","author":"J Van Belle","year":"2019","unstructured":"Van Belle, J., Vanduffel, S., & Yao, J. (2019). Closed-form approximations for spread options in L\u00e9vy markets. Applied Stochastic Models in Business and Industry, 35(3), 732\u2013746. https:\/\/doi.org\/10.1002\/asmb.2391","journal-title":"Applied Stochastic Models in Business and Industry"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-023-05549-2.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s10479-023-05549-2\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-023-05549-2.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,13]],"date-time":"2024-05-13T19:12:18Z","timestamp":1715627538000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s10479-023-05549-2"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,8,24]]},"references-count":45,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2024,5]]}},"alternative-id":["5549"],"URL":"https:\/\/doi.org\/10.1007\/s10479-023-05549-2","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"type":"print","value":"0254-5330"},{"type":"electronic","value":"1572-9338"}],"subject":[],"published":{"date-parts":[[2023,8,24]]},"assertion":[{"value":"29 November 2021","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"8 August 2023","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"24 August 2023","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"The authors declare that they have not any competing interests relevant to the content of this article.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Conflicts of interest"}}]}}