{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,19]],"date-time":"2026-06-19T17:09:23Z","timestamp":1781888963068,"version":"3.54.5"},"reference-count":52,"publisher":"Springer Science and Business Media LLC","issue":"5","license":[{"start":{"date-parts":[[2018,2,26]],"date-time":"2018-02-26T00:00:00Z","timestamp":1519603200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Int. J. Fuzzy Syst."],"published-print":{"date-parts":[[2018,6]]},"DOI":"10.1007\/s40815-018-0468-5","type":"journal-article","created":{"date-parts":[[2018,2,26]],"date-time":"2018-02-26T14:20:07Z","timestamp":1519654807000},"page":"1624-1643","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":26,"title":["Pricing European Options with Triangular Fuzzy Parameters: Assessing Alternative Triangular Approximations in the Spanish Stock Option Market"],"prefix":"10.1007","volume":"20","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-7715-779X","authenticated-orcid":false,"given":"Jorge","family":"de Andr\u00e9s-S\u00e1nchez","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2018,2,26]]},"reference":[{"issue":"1","key":"468_CR1","doi-asserted-by":"publisher","first-page":"71","DOI":"10.1007\/s00500-008-0390-0","volume":"14","author":"S Abbasbandy","year":"2010","unstructured":"Abbasbandy, S., Ahmady, E., Ahmady, N.: Triangular approximations of fuzzy numbers using \u03b1-weighted valuations. Soft. Comput. 14(1), 71\u201379 (2010)","journal-title":"Soft. Comput."},{"key":"468_CR2","doi-asserted-by":"publisher","first-page":"96","DOI":"10.1016\/j.ijar.2017.09.001","volume":"91","author":"L Anzilli","year":"2017","unstructured":"Anzilli, L., Facchinetti, G.: New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options. Int. J. Approx. Reason. 91, 96\u2013113 (2017)","journal-title":"Int. J. Approx. Reason."},{"issue":"11","key":"468_CR3","doi-asserted-by":"publisher","first-page":"1327","DOI":"10.1016\/j.fss.2007.09.008","volume":"159","author":"A Ban","year":"2008","unstructured":"Ban, A.: Approximation of fuzzy numbers by trapezoidal fuzzy numbers preserving the expected interval. Fuzzy Sets Syst. 159(11), 1327\u20131344 (2008)","journal-title":"Fuzzy Sets Syst."},{"issue":"5","key":"468_CR4","doi-asserted-by":"publisher","first-page":"805","DOI":"10.1016\/j.ijar.2012.02.001","volume":"53","author":"AI Ban","year":"2012","unstructured":"Ban, A.I., Coroianu, L.: Nearest interval, triangular and trapezoidal approximation of a fuzzy number preserving ambiguity. Int. J. Approx. Reason. 53(5), 805\u2013836 (2012)","journal-title":"Int. J. Approx. Reason."},{"issue":"2","key":"468_CR5","doi-asserted-by":"publisher","first-page":"351","DOI":"10.1111\/j.1540-6261.1976.tb01891.x","volume":"31","author":"F Black","year":"1976","unstructured":"Black, F., Cox, J.C.: Valuing corporate securities: some effects of bond indenture provisions. J. Financ. 31(2), 351\u2013367 (1976)","journal-title":"J. Financ."},{"issue":"3","key":"468_CR6","doi-asserted-by":"publisher","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F Black","year":"1973","unstructured":"Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81(3), 637\u2013654 (1973)","journal-title":"J. Polit. Econ."},{"issue":"3","key":"468_CR7","doi-asserted-by":"publisher","first-page":"195","DOI":"10.1016\/0304-405X(76)90003-9","volume":"3","author":"MJ Brennan","year":"1976","unstructured":"Brennan, M.J., Schwartz, E.S.: The pricing of equity-linked life insurance policies with an asset value guarantee. J. Financ. Econ. 3(3), 195\u2013213 (1976)","journal-title":"J. Financ. Econ."},{"key":"468_CR8","doi-asserted-by":"publisher","first-page":"339","DOI":"10.1007\/978-3-540-70810-0_18","volume-title":"Fuzzy engineering economics with applications","author":"JJ Buckley","year":"2008","unstructured":"Buckley, J.J., Eslami, E.: Pricing options, forwards and futures using fuzzy set theory. In: Kahraman, C. (ed.) Fuzzy engineering economics with applications, pp. 339\u2013357. Springer, Berlin, Heidelberg (2008)"},{"issue":"3","key":"468_CR9","doi-asserted-by":"publisher","first-page":"309","DOI":"10.1016\/0165-0114(90)90204-J","volume":"38","author":"JJ Buckley","year":"1990","unstructured":"Buckley, J.J., Qu, Y.: On using \u03b1-cuts to evaluate fuzzy equations. Fuzzy Sets Syst. 38(3), 309\u2013312 (1990)","journal-title":"Fuzzy Sets Syst."},{"issue":"7","key":"468_CR10","doi-asserted-by":"publisher","first-page":"512","DOI":"10.1007\/s00500-004-0368-5","volume":"9","author":"JJ Buckley","year":"2005","unstructured":"Buckley, J.J.: Fuzzy statistics: hypothesis testing. Soft. Comput. 9(7), 512\u2013518 (2005)","journal-title":"Soft. Comput."},{"key":"468_CR11","doi-asserted-by":"publisher","first-page":"59","DOI":"10.1016\/j.fss.2013.01.010","volume":"223","author":"A Capotorti","year":"2013","unstructured":"Capotorti, A., Fig\u00e0-Talamanca, G.: On an implicit assessment of fuzzy volatility in the Black and Scholes environment. Fuzzy Sets Syst. 223, 59\u201371 (2013)","journal-title":"Fuzzy Sets Syst."},{"issue":"2","key":"468_CR12","doi-asserted-by":"publisher","first-page":"297","DOI":"10.1016\/S0165-0114(02)00591-2","volume":"139","author":"C Carlsson","year":"2003","unstructured":"Carlsson, C., Full\u00e9r, R.: A fuzzy approach to real option valuation. Fuzzy Sets Syst. 139(2), 297\u2013312 (2003)","journal-title":"Fuzzy Sets Syst."},{"issue":"2","key":"468_CR13","doi-asserted-by":"publisher","first-page":"552","DOI":"10.1016\/j.cam.2007.12.006","volume":"223","author":"KA Chrysafis","year":"2009","unstructured":"Chrysafis, K.A., Papadopoulos, B.K.: On theoretical pricing of options with fuzzy estimators. J. Comput. Appl. Math. 223(2), 552\u2013566 (2009)","journal-title":"J. Comput. Appl. Math."},{"key":"468_CR14","doi-asserted-by":"publisher","first-page":"83","DOI":"10.1016\/j.insmatheco.2016.11.002","volume":"72","author":"J Andr\u00e9s-S\u00e1nchez de","year":"2017","unstructured":"de Andr\u00e9s-S\u00e1nchez, J., Gonz\u00e1lez-Vila, L.: The valuation of life contingencies: a symmetrical triangular fuzzy approximation. Insur. Math. Econ. 72, 83\u201394 (2017)","journal-title":"Insur. Math. Econ."},{"issue":"4","key":"468_CR15","doi-asserted-by":"publisher","first-page":"2509","DOI":"10.3233\/JIFS-17719","volume":"33","author":"J Andr\u00e9s-S\u00e1nchez de","year":"2017","unstructured":"de Andr\u00e9s-S\u00e1nchez, J.: An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market. J. Intell. Fuzzy Syst. 33(4), 2509\u20132521 (2017)","journal-title":"J. Intell. Fuzzy Syst."},{"key":"468_CR16","first-page":"113","volume-title":"Readings on Fuzzy Sets for Intelligent Systems","author":"D Dubois","year":"1993","unstructured":"Dubois, D., Prade, H.: Fuzzy numbers: an overview. In: Dubois, D., Prade, H., Yager, R.R. (eds.) Readings on Fuzzy Sets for Intelligent Systems, pp. 113\u2013148. Morgan Kaufmann Publishers, San Mateo (1993)"},{"issue":"6","key":"468_CR17","doi-asserted-by":"publisher","first-page":"2059","DOI":"10.1111\/0022-1082.00083","volume":"53","author":"B Dumas","year":"1998","unstructured":"Dumas, B., Fleming, J., Whaley, R.E.: Implied volatility functions: empirical tests. J. Financ. 53(6), 2059\u20132106 (1998)","journal-title":"J. Financ."},{"issue":"2","key":"468_CR18","first-page":"162","volume":"62","author":"G Figa-Talamanca","year":"2012","unstructured":"Figa-Talamanca, G., Guerra, M.L., Stefanini, L.: Market application of the fuzzy-stochastic approach in the heston option pricing model. Financ. a Uver 62(2), 162\u2013179 (2012)","journal-title":"Financ. a Uver"},{"key":"468_CR19","doi-asserted-by":"publisher","first-page":"35","DOI":"10.1016\/j.ins.2012.10.028","volume":"225","author":"P Grzegorzewski","year":"2013","unstructured":"Grzegorzewski, P.: Fuzzy number approximation via shadowed sets. Inf. Sci. 225, 35\u201346 (2013)","journal-title":"Inf. Sci."},{"issue":"1","key":"468_CR20","doi-asserted-by":"publisher","first-page":"115","DOI":"10.1016\/j.fss.2004.02.015","volume":"153","author":"P Grzegorzewski","year":"2005","unstructured":"Grzegorzewski, P., Mr\u00f3wka, E.: Trapezoidal approximations of fuzzy numbers. Fuzzy Sets Syst. 153(1), 115\u2013135 (2005)","journal-title":"Fuzzy Sets Syst."},{"issue":"7","key":"468_CR21","doi-asserted-by":"publisher","first-page":"757","DOI":"10.1016\/j.fss.2006.11.015","volume":"158","author":"P Grzegorzewski","year":"2007","unstructured":"Grzegorzewski, P., Mr\u00f3wka, E.: Trapezoidal approximations of fuzzy numbers\u2014revisited. Fuzzy Sets Syst. 158(7), 757\u2013768 (2007)","journal-title":"Fuzzy Sets Syst."},{"key":"468_CR22","doi-asserted-by":"publisher","first-page":"90","DOI":"10.1016\/j.fss.2014.03.003","volume":"250","author":"P Grzegorzewski","year":"2014","unstructured":"Grzegorzewski, P., Pasternak-Winiarska, K.: Natural trapezoidal approximations of fuzzy numbers. Fuzzy Sets Syst. 250, 90\u2013109 (2014)","journal-title":"Fuzzy Sets Syst."},{"issue":"3","key":"468_CR23","doi-asserted-by":"publisher","first-page":"515","DOI":"10.1016\/j.camwa.2010.11.024","volume":"61","author":"ML Guerra","year":"2011","unstructured":"Guerra, M.L., Sorini, L., Stefanini, L.: Option price sensitivities through fuzzy numbers. Comput. Math Appl. 61(3), 515\u2013526 (2011)","journal-title":"Comput. Math Appl."},{"key":"468_CR24","doi-asserted-by":"publisher","first-page":"96","DOI":"10.1016\/j.insmatheco.2014.01.002","volume":"55","author":"J Heberle","year":"2014","unstructured":"Heberle, J., Thomas, A.: Combining chain-ladder reserving with fuzzy numbers. Insur. Math. Econ. 55, 96\u2013104 (2014)","journal-title":"Insur. Math. Econ."},{"issue":"2","key":"468_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.: A closed-form solution for options with stochastic volatility with applications to bond and currency options. Rev. Financ. Stud. 6(2), 327\u2013343 (1993)","journal-title":"Rev. Financ. Stud."},{"issue":"01","key":"468_CR26","doi-asserted-by":"publisher","first-page":"69","DOI":"10.1142\/S0218488598000057","volume":"6","author":"M Jim\u00e9nez","year":"1998","unstructured":"Jim\u00e9nez, M., Rivas, J.A.: Fuzzy number approximation. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 6(01), 69\u201378 (1998)","journal-title":"Int. J. Uncertain. Fuzziness Knowl. Based Syst."},{"key":"468_CR27","doi-asserted-by":"publisher","first-page":"257","DOI":"10.1007\/978-94-009-4682-8_13","volume-title":"Fuzzy sets theory and applications","author":"A Kaufmann","year":"1986","unstructured":"Kaufmann, A.: Fuzzy subsets applications in OR and management. In: Jones, A., Kaufmann, A., Zimmermann, H.J. (eds.) Fuzzy sets theory and applications, pp. 257\u2013300. Springer, Netherlands. (1986)"},{"issue":"1","key":"468_CR28","doi-asserted-by":"publisher","first-page":"40","DOI":"10.1002\/int.21680","volume":"30","author":"Y Liu","year":"2015","unstructured":"Liu, Y., Chen, X., Ralescu, D.A.: Uncertain currency model and currency option pricing. Int. J. Intell. Syst. 30(1), 40\u201351 (2015)","journal-title":"Int. J. Intell. Syst."},{"issue":"5","key":"468_CR29","doi-asserted-by":"publisher","first-page":"1173","DOI":"10.1111\/j.1540-6261.1979.tb00063.x","volume":"34","author":"JD MacBeth","year":"1979","unstructured":"MacBeth, J.D., Merville, L.J.: An empirical examination of the black\u2013scholes call option pricing model. J. Financ. 34(5), 1173\u20131186 (1979)","journal-title":"J. Financ."},{"issue":"3","key":"468_CR30","first-page":"323","volume":"88","author":"RC Merton","year":"1998","unstructured":"Merton, R.C.: Applications of option-pricing theory: twenty-five years later (digest summary). Am. Econ. Rev. 88(3), 323\u2013349 (1998)","journal-title":"Am. Econ. Rev."},{"issue":"4","key":"468_CR31","doi-asserted-by":"publisher","first-page":"433","DOI":"10.1007\/s10700-013-9161-1","volume":"12","author":"S Muzzioli","year":"2013","unstructured":"Muzzioli, S., De Baets, B.: A comparative assessment of different fuzzy regression methods for volatility forecasting. Fuzzy Optim. Decis. Mak. 12(4), 433\u2013450 (2013)","journal-title":"Fuzzy Optim. Decis. Mak."},{"issue":"2","key":"468_CR32","doi-asserted-by":"publisher","first-page":"392","DOI":"10.1109\/TFUZZ.2016.2574906","volume":"25","author":"S Muzzioli","year":"2017","unstructured":"Muzzioli, S., De Baets, B.: Fuzzy approaches to option price modeling. IEEE Trans. Fuzzy Syst. 25(2), 392\u2013401 (2017)","journal-title":"IEEE Trans. Fuzzy Syst."},{"key":"468_CR33","doi-asserted-by":"publisher","first-page":"131","DOI":"10.1016\/j.fss.2014.11.015","volume":"266","author":"S Muzzioli","year":"2015","unstructured":"Muzzioli, S., Ruggieri, A., De Baets, B.: A comparison of fuzzy regression methods for the estimation of the implied volatility smile function. Fuzzy Sets Syst. 266, 131\u2013143 (2015)","journal-title":"Fuzzy Sets Syst."},{"issue":"2","key":"468_CR34","doi-asserted-by":"publisher","first-page":"402","DOI":"10.1109\/TFUZZ.2016.2637372","volume":"25","author":"P Nowak","year":"2017","unstructured":"Nowak, P., Paw\u0142owski, M.: Option pricing with application of levy processes and the minimal variance equivalent martingale measure under uncertainty. IEEE Trans. Fuzzy Syst. 25(2), 402\u2013416 (2017)","journal-title":"IEEE Trans. Fuzzy Syst."},{"issue":"1","key":"468_CR35","doi-asserted-by":"publisher","first-page":"206","DOI":"10.1016\/j.ejor.2009.02.009","volume":"201","author":"P Nowak","year":"2010","unstructured":"Nowak, P., Romaniuk, M.: Computing option price for Levy process with fuzzy parameters. Eur. J. Oper. Res. 201(1), 206\u2013210 (2010)","journal-title":"Eur. J. Oper. Res."},{"issue":"3","key":"468_CR36","doi-asserted-by":"publisher","first-page":"613","DOI":"10.2478\/amcs-2013-0046","volume":"23","author":"P Nowak","year":"2013","unstructured":"Nowak, P., Romaniuk, M.: A fuzzy approach to option pricing in a Levy process setting. Int. J. Appl. Math. Comput. Sci. 23(3), 613\u2013622 (2013)","journal-title":"Int. J. Appl. Math. Comput. Sci."},{"key":"468_CR37","doi-asserted-by":"publisher","first-page":"129","DOI":"10.1016\/j.cam.2013.11.031","volume":"263","author":"P Nowak","year":"2014","unstructured":"Nowak, P., Romaniuk, M.: Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework. J. Comput. Appl. Math. 263, 129\u2013151 (2014)","journal-title":"J. Comput. Appl. Math."},{"key":"468_CR38","first-page":"91","volume-title":"Fuzzy regression analysis","author":"D Savic","year":"1992","unstructured":"Savic, D., Pedrycz, W.: Fuzzy linear regression models: construction and evaluation. In: Kacprzyk, J., Fedrizzi, M. (eds.) Fuzzy regression analysis, pp. 91\u2013101. Physica Verlag, Heidelberg (1992)"},{"key":"468_CR39","doi-asserted-by":"publisher","first-page":"446","DOI":"10.1016\/j.ins.2014.03.131","volume":"279","author":"DS Sfiris","year":"2014","unstructured":"Sfiris, D.S., Papadopoulos, B.K.: Non-asymptotic fuzzy estimators based on confidence intervals. Inf. Sci. 279, 446\u2013459 (2014)","journal-title":"Inf. Sci."},{"key":"468_CR40","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-017-2524-8","author":"Y Sun","year":"2017","unstructured":"Sun, Y., Kai, Y., Jichang, D.: Asian option pricing problems of uncertain mean-reverting stock model. Soft. Comput. (2017). https:\/\/doi.org\/10.1007\/s00500-017-2524-8","journal-title":"Soft. Comput."},{"issue":"03","key":"468_CR41","doi-asserted-by":"publisher","first-page":"263","DOI":"10.1142\/S0218488503002077","volume":"11","author":"A Terce\u00f1o","year":"2003","unstructured":"Terce\u00f1o, A., De Andr\u00e9s, J., Barber\u00e0, G., Lorenzana, T.: Using fuzzy set theory to analyze investments and select portfolios of tangible investments in uncertain environments. Int. J. Uncertain.Fuzziness Knowl. Based Syst. 11(03), 263\u2013281 (2003)","journal-title":"Int. J. Uncertain.Fuzziness Knowl. Based Syst."},{"issue":"1","key":"468_CR42","doi-asserted-by":"publisher","first-page":"65","DOI":"10.1016\/j.aml.2012.03.034","volume":"26","author":"A Thavaneswaran","year":"2013","unstructured":"Thavaneswaran, A., Appadoo, S.S., Frank, J.: Binary option pricing using fuzzy numbers. Appl. Math. Lett. 26(1), 65\u201372 (2013)","journal-title":"Appl. Math. Lett."},{"key":"468_CR43","volume-title":"Real options: managerial flexibility and strategy in resource allocation","author":"L Trigeorgis","year":"1996","unstructured":"Trigeorgis, L.: Real options: managerial flexibility and strategy in resource allocation. MIT press, Boston (1996)"},{"key":"468_CR44","doi-asserted-by":"publisher","first-page":"248","DOI":"10.1016\/j.cam.2016.04.021","volume":"306","author":"X Wang","year":"2016","unstructured":"Wang, X., He, J.: A geometric Levy model for n-fold compound option pricing in a fuzzy framework. J. Comput. Appl. Math. 306, 248\u2013264 (2016)","journal-title":"J. Comput. Appl. Math."},{"key":"468_CR45","doi-asserted-by":"publisher","DOI":"10.1155\/2014\/875319","author":"X Wang","year":"2014","unstructured":"Wang, X., He, J., Li, S.: Compound option pricing under fuzzy environment. J. Appl. Math. (2014). https:\/\/doi.org\/10.1155\/2014\/875319","journal-title":"J. Appl. Math."},{"issue":"7","key":"468_CR46","doi-asserted-by":"publisher","first-page":"1069","DOI":"10.1016\/S0305-0548(03)00065-0","volume":"31","author":"HC Wu","year":"2004","unstructured":"Wu, H.C.: Pricing European options based on the fuzzy pattern of Black\u2013Scholes formula. Comput. Oper. Res. 31(7), 1069\u20131081 (2004)","journal-title":"Comput. Oper. Res."},{"issue":"1","key":"468_CR47","doi-asserted-by":"crossref","first-page":"136","DOI":"10.1016\/j.amc.2006.07.015","volume":"185","author":"HC Wu","year":"2007","unstructured":"Wu, H.C.: Using fuzzy sets theory and Black\u2013Scholes formula to generate pricing boundaries of European options. Appl. Math. Comput. 185(1), 136\u2013146 (2007)","journal-title":"Appl. Math. Comput."},{"issue":"5","key":"468_CR48","doi-asserted-by":"publisher","first-page":"670","DOI":"10.1016\/j.mcm.2009.10.041","volume":"51","author":"W Xu","year":"2010","unstructured":"Xu, W., Xu, W., Li, H., Zhang, W.: A study of Greek letters of currency option under uncertainty environments. Math. Comput. Model. 51(5), 670\u2013681 (2010)","journal-title":"Math. Comput. Model."},{"issue":"1","key":"468_CR49","doi-asserted-by":"publisher","first-page":"221","DOI":"10.1016\/S0377-2217(02)00209-6","volume":"145","author":"Y Yoshida","year":"2003","unstructured":"Yoshida, Y.: The valuation of European options in uncertain environment. Eur. J. Oper. Res. 145(1), 221\u2013229 (2003)","journal-title":"Eur. J. Oper. Res."},{"issue":"3","key":"468_CR50","doi-asserted-by":"publisher","first-page":"780","DOI":"10.1016\/j.econmod.2012.02.005","volume":"29","author":"LH Zhang","year":"2012","unstructured":"Zhang, L.H., Zhang, W.G., Xu, W.J., Xiao, W.L.: The double exponential jump diffusion model for pricing European options under fuzzy environments. Econ. Model. 29(3), 780\u2013786 (2012)","journal-title":"Econ. Model."},{"issue":"2","key":"468_CR51","doi-asserted-by":"publisher","first-page":"303","DOI":"10.1016\/S0377-2217(01)00042-X","volume":"135","author":"Z Zme\u0161kal","year":"2001","unstructured":"Zme\u0161kal, Z.: Application of the fuzzy\u2013stochastic methodology to appraising the firm value as a European call option. Eur. J. Oper. Res. 135(2), 303\u2013310 (2001)","journal-title":"Eur. J. Oper. Res."},{"issue":"2","key":"468_CR52","doi-asserted-by":"publisher","first-page":"1096","DOI":"10.1016\/j.ejor.2010.05.045","volume":"207","author":"Z Zme\u0161kal","year":"2010","unstructured":"Zme\u0161kal, Z.: Generalised soft binomial American real option pricing model (fuzzy\u2013stochastic approach). Eur. J. Oper. Res. 207(2), 1096\u20131103 (2010)","journal-title":"Eur. J. Oper. Res."}],"container-title":["International Journal of Fuzzy Systems"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s40815-018-0468-5\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s40815-018-0468-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s40815-018-0468-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,10,28]],"date-time":"2020-10-28T18:33:16Z","timestamp":1603909996000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s40815-018-0468-5"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,2,26]]},"references-count":52,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2018,6]]}},"alternative-id":["468"],"URL":"https:\/\/doi.org\/10.1007\/s40815-018-0468-5","relation":{},"ISSN":["1562-2479","2199-3211"],"issn-type":[{"value":"1562-2479","type":"print"},{"value":"2199-3211","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,2,26]]},"assertion":[{"value":"12 May 2017","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"24 January 2018","order":2,"name":"revised","label":"Revised","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"15 February 2018","order":3,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"26 February 2018","order":4,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}