{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,8,30]],"date-time":"2023-08-30T19:06:59Z","timestamp":1693422419996},"reference-count":30,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"2","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2018,1]]},"DOI":"10.1137\/16m1098267","type":"journal-article","created":{"date-parts":[[2018,5,24]],"date-time":"2018-05-24T14:24:08Z","timestamp":1527171848000},"page":"634-664","source":"Crossref","is-referenced-by-count":3,"title":["Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations"],"prefix":"10.1137","volume":"9","author":[{"given":"M.","family":"Chazal","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"R.","family":"Loeffen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"P.","family":"Patie","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","reference":[{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2007.00314.x"},{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.1999.043"},{"key":"atypb4","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2017.10.071"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1112\/S0024609302001248"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1214\/009117905000000747"},{"key":"atypb7","doi-asserted-by":"publisher","DOI":"10.1287\/opre.51.2.185.12782"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1060202833"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.2469\/faj.v57.n1.2418"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00164"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1007\/PL00013540"},{"key":"atypb12","first-page":"38","volume":"49","author":"L. N.","year":"1928","journal-title":"Proc. Roy Soc. Edinburgh"},{"key":"atypb14","doi-asserted-by":"publisher","DOI":"10.1111\/j.0960-1627.2004.00181.x"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1989.tb02413.x"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1080\/13504869400000002"},{"key":"atypb17","first-page":"343","author":"Kallsen J.","year":"2006","journal-title":"New York"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.1007\/BF00532810"},{"key":"atypb19","doi-asserted-by":"publisher","DOI":"10.1137\/1116003"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1214\/14-AAP1009"},{"key":"atypb21","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2012.00531.x"},{"key":"atypb22","first-page":"97","author":"Kuznetsov A.","year":"2013","journal-title":"New York"},{"key":"atypb24","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2004.121"},{"key":"atypb25","doi-asserted-by":"publisher","DOI":"10.1007\/s11464-005-0027-x"},{"key":"atypb26","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2006.00271.x"},{"key":"atypb27","doi-asserted-by":"publisher","DOI":"10.1090\/S0002-9947-1956-0087012-3"},{"key":"atypb28","first-page":"1969","volume":"5","author":"Ogura Y.","journal-title":"Publ. Res. Inst. Math. Sci."},{"key":"atypb29","doi-asserted-by":"publisher","DOI":"10.2977\/prims\/1195194090"},{"key":"atypb30","doi-asserted-by":"publisher","DOI":"10.1016\/j.bulsci.2008.10.001"},{"key":"atypb32","doi-asserted-by":"publisher","DOI":"10.4171\/JST\/178"},{"key":"atypb33","doi-asserted-by":"publisher","DOI":"10.1016\/j.jde.2016.10.026"},{"key":"atypb36","doi-asserted-by":"publisher","DOI":"10.18637\/jss.v033.i09"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/16M1098267","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2018,11,21]],"date-time":"2018-11-21T10:13:55Z","timestamp":1542795235000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/16M1098267"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,1]]},"references-count":30,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2018,1]]}},"alternative-id":["10.1137\/16M1098267"],"URL":"https:\/\/doi.org\/10.1137\/16m1098267","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,1]]}}}