{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,4,9]],"date-time":"2025-04-09T10:26:36Z","timestamp":1744194396049,"version":"3.28.0"},"reference-count":23,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2007,7]]},"DOI":"10.1109\/acc.2007.4283124","type":"proceedings-article","created":{"date-parts":[[2007,8,8]],"date-time":"2007-08-08T12:01:54Z","timestamp":1186574514000},"page":"384-389","source":"Crossref","is-referenced-by-count":15,"title":["American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models"],"prefix":"10.1109","author":[{"given":"Floyd B.","family":"Hanson","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Guoqing","family":"Yan","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1137\/1.9780898718638"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4149(81)90026-0"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"article-title":"Options, Futures, & Other Derivatives","year":"2000","author":"hull","key":"ref13"},{"key":"ref14","first-page":"119","article-title":"Analytic Approximation for the American Put Option","volume":"1a","author":"macmillan","year":"1986","journal-title":"Advances in Futures and Options Research"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.2307\/3003143"},{"key":"ref16","first-page":"165","article-title":"On Multigrid for Linear Complementarity Problems with Application to American-Style Options","volume":"15","author":"oosterlee","year":"2003","journal-title":"Electronic Transactions on Numerical Analysis"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00039"},{"article-title":"Option Pricing: Mathematical Models and Computation","year":"1993","author":"wilmott","key":"ref18"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511812545"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.2307\/2328254"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.2307\/2329472"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/9.1.69"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1991.tb03775.x"},{"article-title":"Pricing American Options under Stochastic Volatility","year":"2006","author":"chiarella","key":"ref8"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"journal-title":"Exchanges &#x2013; Circuit Breakers Curbs and Other Trading Restrictions","year":"2002","author":"aourir","key":"ref2"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1111\/1540-6261.00460"},{"article-title":"The Linear Complementarity Problem","year":"1992","author":"cottle","key":"ref9"},{"article-title":"Derivatives: The Theory and Practice of Financial Engineering","year":"1998","author":"wilmott","key":"ref20"},{"key":"ref22","first-page":"2989","article-title":"Option Pricing for a Stochastic-Volatility Jump-Diffusion Model with Log-Uniform Jump-Amplitudes","author":"yan","year":"2006","journal-title":"Proc American Control Conference"},{"key":"ref21","first-page":"126","article-title":"Option Pricing for a Stochastic-Volatility Jump-Diffusion Model","author":"yan","year":"2006"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1007\/0-387-33815-2_16"}],"event":{"name":"2007 American Control Conference","start":{"date-parts":[[2007,7,9]]},"location":"New York, NY, USA","end":{"date-parts":[[2007,7,13]]}},"container-title":["2007 American Control Conference"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/4282134\/4282135\/04283124.pdf?arnumber=4283124","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,3,15]],"date-time":"2017-03-15T16:33:11Z","timestamp":1489595591000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/4283124\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,7]]},"references-count":23,"URL":"https:\/\/doi.org\/10.1109\/acc.2007.4283124","relation":{},"ISSN":["0743-1619"],"issn-type":[{"type":"print","value":"0743-1619"}],"subject":[],"published":{"date-parts":[[2007,7]]}}}