{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,13]],"date-time":"2026-04-13T23:37:36Z","timestamp":1776123456648,"version":"3.50.1"},"reference-count":22,"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\/110820658","type":"journal-article","created":{"date-parts":[[2012,1,17]],"date-time":"2012-01-17T23:34:38Z","timestamp":1326843278000},"page":"33-65","source":"Crossref","is-referenced-by-count":36,"title":["The Small-Maturity Smile for Exponential L\u00e9vy Models"],"prefix":"10.1137","volume":"3","author":[{"given":"Jos\u00e9 E.","family":"Figueroa-L\u00f3pez","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Martin","family":"Forde","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","reference":[{"key":"R1","doi-asserted-by":"publisher","DOI":"10.1111\/1540-6261.00489"},{"key":"R2","doi-asserted-by":"publisher","DOI":"10.1214\/08-AOS640"},{"key":"R3","doi-asserted-by":"publisher","DOI":"10.1214\/07-AOS568"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1214\/09-AOS749"},{"key":"R5","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9469.t01-1-00045"},{"key":"R6","doi-asserted-by":"publisher","DOI":"10.1093\/jjfinec\/nbi022"},{"key":"R10","doi-asserted-by":"publisher","DOI":"10.1086\/338705"},{"key":"R11","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00020"},{"key":"R12","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-005-0155-x"},{"key":"R13","doi-asserted-by":"crossref","first-page":"49","DOI":"10.21314\/JCF.2009.198","volume":"13","author":"Carr P.","year":"2009","journal-title":"J. Comput. Finance"},{"key":"R14","doi-asserted-by":"publisher","DOI":"10.1046\/j.1540-6261.2003.00616.x"},{"key":"R16","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2008.07.012"},{"key":"R17","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2010.07.019"},{"key":"R19","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2009.09.002"},{"key":"R25","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1029867126"},{"key":"R27","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRevE.52.1197"},{"key":"R28","doi-asserted-by":"crossref","first-page":"51","DOI":"10.21314\/JCF.2004.121","volume":"7","author":"Lee R. W.","year":"2004","journal-title":"J. Comput. Finance"},{"key":"R30","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024904002463"},{"key":"R31","doi-asserted-by":"publisher","DOI":"10.1080\/14697680400000036"},{"key":"R32","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-008-0070-z"},{"key":"R33","doi-asserted-by":"publisher","DOI":"10.1086\/294632"},{"key":"R37","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2006.10.003"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/110820658","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,22]],"date-time":"2019-06-22T16:21:49Z","timestamp":1561220509000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/110820658"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,1]]},"references-count":22,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2012,1]]}},"alternative-id":["10.1137\/110820658"],"URL":"https:\/\/doi.org\/10.1137\/110820658","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,1]]}}}