{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,8]],"date-time":"2025-10-08T15:28:38Z","timestamp":1759937318799,"version":"3.28.0"},"reference-count":30,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2004]]},"DOI":"10.1109\/cdc.2004.1429355","type":"proceedings-article","created":{"date-parts":[[2008,8,27]],"date-time":"2008-08-27T14:10:36Z","timestamp":1219846236000},"page":"3925-3929 Vol.4","source":"Crossref","is-referenced-by-count":1,"title":["A new approach for pricing American put options"],"prefix":"10.1109","author":[{"given":"G.","family":"Yin","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"J.W.","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Q.","family":"Zhang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"19","doi-asserted-by":"publisher","DOI":"10.2307\/1926560"},{"journal-title":"Stochastic Approximation Recursive Algorithms and Applications 2nd Ed","year":"2003","author":"kushner","key":"17"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/14.1.113"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1987.tb02568.x"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.1142\/9789812799579_0010"},{"journal-title":"Closed-form Solutions for Perpetual American Put Options with Regime Switching","year":"0","author":"guo","key":"13"},{"key":"14","doi-asserted-by":"crossref","first-page":"357","DOI":"10.2307\/1912559","article-title":"A new approach to the economic analysis of non-stationary time series","volume":"57","author":"hamilton","year":"1989","journal-title":"Econometrica"},{"key":"11","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-21617-1","author":"glasserman","year":"2003","journal-title":"Monte Carlo Methods in Financial Engineering"},{"journal-title":"Inside information and stock fluctuations","year":"1999","author":"guo","key":"12"},{"key":"21","doi-asserted-by":"publisher","DOI":"10.1109\/TIT.2002.1003827"},{"key":"20","article-title":"Martingale approach to some limit theorems","author":"papanicolaou","year":"1976","journal-title":"Proc 1976 Duke Univ Conf on Turbulence"},{"key":"22","doi-asserted-by":"publisher","DOI":"10.1109\/9.119632"},{"journal-title":"A Regime-Switching Model for European Option Pricing","year":"0","author":"yao","key":"23"},{"key":"24","doi-asserted-by":"publisher","DOI":"10.1137\/S1052623497319225"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.1137\/S1052623401392901"},{"journal-title":"Stochastic Approximation Algorithms for Pricing American Put Options","year":"2003","author":"yin","key":"26"},{"key":"27","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-0627-9"},{"key":"28","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012902405583"},{"key":"29","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012999356325"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.3905\/jod.1998.408011"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.2307\/2328254"},{"journal-title":"Derivatives in Financial Markets with Stochastic Volatility","year":"2000","author":"fouque","key":"10"},{"journal-title":"A Jump Model with Binomial Volatility","year":"0","author":"albanese","key":"1"},{"key":"30","doi-asserted-by":"publisher","DOI":"10.1023\/B:JOTA.0000037412.23243.6c"},{"journal-title":"Stochastic Approximation and Its Applications","year":"2002","author":"chen","key":"7"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1007\/3-540-48022-6_5"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024902001523"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(97)00029-8"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1088\/1469-7688\/2\/2\/303"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1137\/1139008"}],"event":{"name":"2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)","start":{"date-parts":[[2004,12,17]]},"location":"Nassau, Bahamas","end":{"date-parts":[[2004,12,17]]}},"container-title":["2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/9774\/30838\/01429355.pdf?arnumber=1429355","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,18]],"date-time":"2017-06-18T07:16:04Z","timestamp":1497770164000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/1429355\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2004]]},"references-count":30,"URL":"https:\/\/doi.org\/10.1109\/cdc.2004.1429355","relation":{},"subject":[],"published":{"date-parts":[[2004]]}}}