{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,30]],"date-time":"2025-12-30T08:50:14Z","timestamp":1767084614686},"reference-count":16,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2012,1]]},"DOI":"10.1137\/09077878x","type":"journal-article","created":{"date-parts":[[2012,4,3]],"date-time":"2012-04-03T18:20:42Z","timestamp":1333477242000},"page":"280-303","source":"Crossref","is-referenced-by-count":21,"title":["Processes of Class Sigma, Last Passage Times, and Drawdowns"],"prefix":"10.1137","volume":"3","author":[{"given":"Patrick","family":"Cheridito","sequence":"first","affiliation":[]},{"given":"Ashkan","family":"Nikeghbali","sequence":"additional","affiliation":[]},{"given":"Eckhard","family":"Platen","sequence":"additional","affiliation":[]}],"member":"351","reference":[{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1017\/S0269964800003934"},{"key":"R6","doi-asserted-by":"publisher","DOI":"10.1137\/S0040585X97977306"},{"key":"R7","doi-asserted-by":"publisher","DOI":"10.1007\/s004400050240"},{"key":"R8","doi-asserted-by":"publisher","DOI":"10.2307\/3318509"},{"key":"R9","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176995770"},{"key":"R10","doi-asserted-by":"publisher","DOI":"10.1016\/j.frl.2008.02.002"},{"key":"R11","doi-asserted-by":"publisher","DOI":"10.1239\/jap\/1077134674"},{"key":"R14","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-005-0493-9"},{"key":"R15","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2005.12.003"},{"key":"R17","doi-asserted-by":"crossref","first-page":"791","DOI":"10.1215\/ijm\/1258059492","volume":"50","author":"Nikeghbali A.","year":"2006","journal-title":"Illinois J. Math.","ISSN":"http:\/\/id.crossref.org\/issn\/0019-2082","issn-type":"print"},{"key":"R18","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1165269146"},{"key":"R19","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2006.00265.x"},{"key":"R21","doi-asserted-by":"crossref","first-page":"59","DOI":"10.21314\/JCF.2008.177","volume":"12","author":"Pospisil L.","year":"2008","journal-title":"J. Comput. Finance"},{"key":"R25","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1177005355"},{"key":"R26","first-page":"631","volume":"3","author":"Vecer J.","year":"2008","journal-title":"Risk"},{"key":"R27","doi-asserted-by":"publisher","DOI":"10.1080\/17442507908833133"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/09077878X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,26]],"date-time":"2019-06-26T14:42:26Z","timestamp":1561560146000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/09077878X"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,1]]},"references-count":16,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2012,1]]}},"alternative-id":["10.1137\/09077878X"],"URL":"https:\/\/doi.org\/10.1137\/09077878x","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,1]]}}}