{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,7]],"date-time":"2026-04-07T00:20:27Z","timestamp":1775521227278,"version":"3.50.1"},"reference-count":0,"publisher":"American Mathematical Society (AMS)","issue":"269","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Math. Comp."],"published-print":{"date-parts":[[2010,1,1]]},"DOI":"10.1090\/s0025-5718-09-02252-2","type":"journal-article","created":{"date-parts":[[2009,9,23]],"date-time":"2009-09-23T11:55:25Z","timestamp":1253706925000},"page":"209-209","source":"Crossref","is-referenced-by-count":128,"title":["High order discretization schemes for the CIR process: Application to affine term structure and Heston models"],"prefix":"10.1090","volume":"79","author":[{"given":"Aur\u00e9lien","family":"Alfonsi","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"14","container-title":["Mathematics of Computation"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/www.ams.org\/mcom\/2010-79-269\/S0025-5718-09-02252-2\/S0025-5718-09-02252-2.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,3,17]],"date-time":"2026-03-17T22:20:32Z","timestamp":1773786032000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.ams.org\/mcom\/2010-79-269\/S0025-5718-09-02252-2\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,1,1]]},"references-count":0,"journal-issue":{"issue":"269","published-print":{"date-parts":[[2010,1,1]]}},"alternative-id":["S0025571809022522"],"URL":"https:\/\/doi.org\/10.1090\/s0025-5718-09-02252-2","relation":{},"ISSN":["0025-5718","1088-6842"],"issn-type":[{"value":"0025-5718","type":"print"},{"value":"1088-6842","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,1,1]]}}}