{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,19]],"date-time":"2025-11-19T06:45:40Z","timestamp":1763534740737},"reference-count":8,"publisher":"Elsevier BV","issue":"1","license":[{"start":{"date-parts":[[2004,8,1]],"date-time":"2004-08-01T00:00:00Z","timestamp":1091318400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["European Journal of Operational Research"],"published-print":{"date-parts":[[2004,8]]},"DOI":"10.1016\/s0377-2217(03)00235-2","type":"journal-article","created":{"date-parts":[[2003,9,3]],"date-time":"2003-09-03T11:12:00Z","timestamp":1062587520000},"page":"246-256","source":"Crossref","is-referenced-by-count":13,"title":["Option strategies with linear programming"],"prefix":"10.1016","volume":"157","author":[{"given":"Christos","family":"Papahristodoulou","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"78","reference":[{"key":"10.1016\/S0377-2217(03)00235-2_BIB1","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1086\/260062","article-title":"The pricing of options and corporate liabilities","volume":"81","author":"Black","year":"1973","journal-title":"Journal of Political Economy"},{"key":"10.1016\/S0377-2217(03)00235-2_BIB2","series-title":"Options, Futures and Other Derivatives","author":"Hull","year":"2002"},{"key":"10.1016\/S0377-2217(03)00235-2_BIB3","series-title":"Derivative Securities","author":"Jarrow","year":"2000"},{"key":"10.1016\/S0377-2217(03)00235-2_BIB4","series-title":"Introduction to Investments","author":"Levy","year":"1999"},{"key":"10.1016\/S0377-2217(03)00235-2_BIB5","series-title":"Introduction to Mathematical Finance\u2013\u2013Discrete Time Models","author":"Pliska","year":"1997"},{"key":"10.1016\/S0377-2217(03)00235-2_BIB6","first-page":"31","article-title":"An LP approach to option portfolio selection","volume":"vol. 8","author":"Rendleman","year":"1995"},{"key":"10.1016\/S0377-2217(03)00235-2_BIB7","series-title":"Economic and Financial Modelling with Mathematica","author":"Varian","year":"1993"},{"key":"10.1016\/S0377-2217(03)00235-2_BIB8","series-title":"Linear and Integer Programming","author":"Zionts","year":"1974"}],"container-title":["European Journal of Operational Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377221703002352?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377221703002352?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,2,25]],"date-time":"2019-02-25T07:50:45Z","timestamp":1551081045000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0377221703002352"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2004,8]]},"references-count":8,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2004,8]]}},"alternative-id":["S0377221703002352"],"URL":"https:\/\/doi.org\/10.1016\/s0377-2217(03)00235-2","relation":{},"ISSN":["0377-2217"],"issn-type":[{"value":"0377-2217","type":"print"}],"subject":[],"published":{"date-parts":[[2004,8]]}}}