{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,10]],"date-time":"2025-12-10T08:52:21Z","timestamp":1765356741948,"version":"3.40.5"},"reference-count":6,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"3","funder":[{"DOI":"10.13039\/501100000038","name":"Natural Sciences and Engineering Research Council of Canada","doi-asserted-by":"publisher","award":["RGPIN-2018-05705","RGPAS-2018-522715"],"award-info":[{"award-number":["RGPIN-2018-05705","RGPAS-2018-522715"]}],"id":[{"id":"10.13039\/501100000038","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2020,1]]},"DOI":"10.1137\/18m1172089","type":"journal-article","created":{"date-parts":[[2020,7,13]],"date-time":"2020-07-13T15:57:49Z","timestamp":1594655869000},"page":"690-719","source":"Crossref","is-referenced-by-count":5,"title":["Trading Foreign Exchange Triplets"],"prefix":"10.1137","volume":"11","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-7426-4645","authenticated-orcid":true,"given":"\u00c1lvaro","family":"Cartea","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0193-0993","authenticated-orcid":true,"given":"Sebastian","family":"Jaimungal","sequence":"additional","affiliation":[]},{"given":"Tianyi","family":"Jia","sequence":"additional","affiliation":[]}],"member":"351","published-online":{"date-parts":[[2020,7,13]]},"reference":[{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.1137\/16M106282X"},{"key":"atypb7","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024909005609"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12109"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1142\/S2382626616500015"},{"key":"atypb12","doi-asserted-by":"publisher","DOI":"10.1137\/15M1027073"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2016.1201589"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/18M1172089","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,8,25]],"date-time":"2021-08-25T18:34:38Z","timestamp":1629916478000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/18M1172089"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,1]]},"references-count":6,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2020,1]]}},"alternative-id":["10.1137\/18M1172089"],"URL":"https:\/\/doi.org\/10.1137\/18m1172089","relation":{},"ISSN":["1945-497X"],"issn-type":[{"type":"electronic","value":"1945-497X"}],"subject":[],"published":{"date-parts":[[2020,1]]}}}