{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,6]],"date-time":"2026-03-06T22:38:16Z","timestamp":1772836696319,"version":"3.50.1"},"reference-count":16,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2010,12]]},"DOI":"10.1109\/wsc.2010.5678958","type":"proceedings-article","created":{"date-parts":[[2011,1,7]],"date-time":"2011-01-07T09:09:39Z","timestamp":1294391379000},"page":"2620-2628","source":"Crossref","is-referenced-by-count":1,"title":["Estimating Greeks for Variance-Gamma"],"prefix":"10.1109","author":[{"given":"Lingyan","family":"Cao","sequence":"first","affiliation":[]},{"given":"Michael C.","family":"Fu","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","author":"hall","year":"0","journal-title":"Gradient estimation and mountain range options"},{"key":"ref11","article-title":"Dealing with the volatility smile of himalayan options","author":"meaney","year":"2007","journal-title":"5th Actuarial and Financial Mathematics Day in 2007"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1023\/A:1009703431535"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1991.tb00018.x"},{"key":"ref14","doi-asserted-by":"crossref","first-page":"61","DOI":"10.1086\/296519","article-title":"The variance gamma model for share market returns","volume":"63","author":"madan","year":"1990","journal-title":"Journal of Business"},{"key":"ref15","article-title":"Himalayan options","author":"overhaus","year":"2002","journal-title":"Master class with Deutsche Bank"},{"key":"ref16","article-title":"New products, new risks","author":"quessette","year":"2002","journal-title":"Master class with Deutsche Bank"},{"key":"ref4","doi-asserted-by":"crossref","first-page":"575","DOI":"10.1016\/S0927-0507(06)13019-4","article-title":"Stochastic gradient estimation","volume":"13","author":"fu","year":"2006","journal-title":"Handbooks in Operations Research and Management Science"},{"key":"ref3","author":"cao","year":"2010"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1002\/nav.20313"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-8176-4545-8_2"},{"key":"ref8","first-page":"2004","author":"glasserman","year":"0","journal-title":"Monte Carlo Methods in Financial Engineering"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1017\/S0269964800003958"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.42.2.269"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1007\/BF01158520"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/WSC.2007.4419689"}],"event":{"name":"2010 Winter Simulation Conference - (WSC 2010)","location":"Baltimore, MD, USA","start":{"date-parts":[[2010,12,5]]},"end":{"date-parts":[[2010,12,8]]}},"container-title":["Proceedings of the 2010 Winter Simulation Conference"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/5672636\/5678856\/05678958.pdf?arnumber=5678958","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,19]],"date-time":"2017-06-19T14:08:49Z","timestamp":1497881329000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/5678958\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,12]]},"references-count":16,"URL":"https:\/\/doi.org\/10.1109\/wsc.2010.5678958","relation":{},"subject":[],"published":{"date-parts":[[2010,12]]}}}