{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,29]],"date-time":"2024-10-29T12:20:29Z","timestamp":1730204429418,"version":"3.28.0"},"reference-count":13,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1109\/cdc.2002.1184523","type":"proceedings-article","created":{"date-parts":[[2003,8,27]],"date-time":"2003-08-27T11:38:00Z","timestamp":1061984280000},"page":"377-382","source":"Crossref","is-referenced-by-count":9,"title":["Portfolio optimization with jump-diffusions: estimation of time-dependent parameters and application"],"prefix":"10.1109","volume":"1","author":[{"given":"F.B.","family":"Hanson","sequence":"first","affiliation":[]},{"given":"J.J.","family":"Westman","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"year":"2001","journal-title":"Historical Quotes S & P 500 Symbol ?SPC","article-title":"Yahoo! Finance","key":"13"},{"key":"11","first-page":"2788","article-title":"Modeling and portfolio optimization for stock prices dependent on external events","author":"rishel","year":"0","journal-title":"Proceedings of 38th IEEE Conference on Decision and Control December 1999"},{"doi-asserted-by":"publisher","key":"12","DOI":"10.1080\/002071700219489"},{"key":"3","volume":"2","author":"feller","year":"1971","journal-title":"An Introduction to Probability Theory and Its Application"},{"year":"2000","author":"evans","journal-title":"Statistical Distributions 3rd Edn","key":"2"},{"doi-asserted-by":"publisher","key":"1","DOI":"10.1086\/260062"},{"year":"1990","author":"merton","journal-title":"Continuous-Time Finance","key":"10"},{"doi-asserted-by":"publisher","key":"7","DOI":"10.1109\/ACC.2002.1024600"},{"doi-asserted-by":"publisher","key":"6","DOI":"10.1007\/3-540-48022-6_13"},{"doi-asserted-by":"publisher","key":"5","DOI":"10.1109\/ACC.2001.945697"},{"year":"1977","author":"forsythe","journal-title":"Computer Methods for Mathematical Computations","key":"4"},{"doi-asserted-by":"publisher","key":"9","DOI":"10.1109\/CIFER.2000.844610"},{"year":"2002","author":"hanson","article-title":"Golden super finder: Multidimensional modification of golden section search unrestricted by initial domain","key":"8"}],"event":{"acronym":"CDC-02","name":"IEEE Conference on Decision and Control","location":"Las Vegas, NV, USA"},"container-title":["Proceedings of the 41st IEEE Conference on Decision and Control, 2002."],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/8437\/26566\/01184523.pdf?arnumber=1184523","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,3,13]],"date-time":"2017-03-13T18:44:32Z","timestamp":1489430672000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/1184523\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"references-count":13,"URL":"https:\/\/doi.org\/10.1109\/cdc.2002.1184523","relation":{},"subject":[]}}