{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,20]],"date-time":"2026-03-20T21:40:42Z","timestamp":1774042842827,"version":"3.50.1"},"reference-count":25,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"3","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Control Optim."],"published-print":{"date-parts":[[2009,1]]},"DOI":"10.1137\/080718930","type":"journal-article","created":{"date-parts":[[2009,4,15]],"date-time":"2009-04-15T22:16:16Z","timestamp":1239833776000},"page":"1422-1451","source":"Crossref","is-referenced-by-count":30,"title":["Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation"],"prefix":"10.1137","volume":"48","author":[{"given":"Tim","family":"Leung","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ronnie","family":"Sircar","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","reference":[{"key":"R2","doi-asserted-by":"publisher","DOI":"10.2307\/2676287"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00048"},{"key":"R7","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.02001"},{"key":"R8","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/12.4.835"},{"key":"R11","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00079"},{"key":"R12","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2008.05.005"},{"key":"R14","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1037125861"},{"key":"R15","doi-asserted-by":"publisher","DOI":"10.1080\/14697680500117427"},{"key":"R16","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2007.03.013"},{"key":"R17","doi-asserted-by":"publisher","DOI":"10.1016\/0165-4101(94)00363-7"},{"key":"R18","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-005-0154-y"},{"key":"R19","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2006.00275.x"},{"key":"R20","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.t01-1-02002"},{"key":"R21","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050039"},{"key":"R22","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012998346323"},{"key":"R23","doi-asserted-by":"publisher","DOI":"10.1080\/17442500500219885"},{"key":"R24","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2007.00317.x"},{"key":"R25","first-page":"51","volume":"22","author":"Kobylanski M.","year":"2002","journal-title":"Probab. Math. Statist.","ISSN":"https:\/\/id.crossref.org\/issn\/0208-4147","issn-type":"print"},{"key":"R26","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2008.00359.x"},{"key":"R27","doi-asserted-by":"publisher","DOI":"10.1214\/105051605000000395"},{"key":"R28","doi-asserted-by":"publisher","DOI":"10.2307\/1926560"},{"key":"R29","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-003-0112-5"},{"key":"R31","doi-asserted-by":"publisher","DOI":"10.1007\/s10287-003-0005-2"},{"key":"R32","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00093"},{"key":"R35","doi-asserted-by":"publisher","DOI":"10.1007\/BF00535835"}],"container-title":["SIAM Journal on Control and Optimization"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/080718930","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,1,29]],"date-time":"2017-01-29T11:51:41Z","timestamp":1485690701000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/080718930"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,1]]},"references-count":25,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2009,1]]}},"alternative-id":["10.1137\/080718930"],"URL":"https:\/\/doi.org\/10.1137\/080718930","relation":{},"ISSN":["0363-0129","1095-7138"],"issn-type":[{"value":"0363-0129","type":"print"},{"value":"1095-7138","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,1]]}}}