{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,8]],"date-time":"2026-05-08T01:06:56Z","timestamp":1778202416590,"version":"3.51.4"},"reference-count":9,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","funder":[{"name":"Oxford-Nie Financial Big Data Lab"},{"DOI":"10.13039\/100006474","name":"Columbia University","doi-asserted-by":"publisher","id":[{"id":"10.13039\/100006474","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Control Optim."],"published-print":{"date-parts":[[2020,1]]},"DOI":"10.1137\/18m1188653","type":"journal-article","created":{"date-parts":[[2020,1,23]],"date-time":"2020-01-23T15:05:09Z","timestamp":1579791909000},"page":"327-347","source":"Crossref","is-referenced-by-count":18,"title":["Predictable Forward Performance Processes: The Binomial Case"],"prefix":"10.1137","volume":"58","author":[{"given":"Bahman","family":"Angoshtari","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Thaleia","family":"Zariphopoulou","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xun Yu","family":"Zhou","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2020,1,23]]},"reference":[{"key":"atypb1","first-page":"207","author":"Black F.","year":"1988","journal-title":"New York"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1137\/10081143X"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1080\/14697680802624997"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1137\/080745250"},{"key":"atypb7","first-page":"195","author":"Musiela M.","year":"2010","journal-title":"Springer-Verlag"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024911006267"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12092"},{"key":"atypb10","first-page":"475","author":"Nadtochiy S.","year":"2014","journal-title":"Springer"},{"key":"atypb12","doi-asserted-by":"publisher","DOI":"10.1137\/15M1016059"}],"container-title":["SIAM Journal on Control and Optimization"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/18M1188653","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,2,27]],"date-time":"2020-02-27T16:24:24Z","timestamp":1582820664000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/18M1188653"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,1]]},"references-count":9,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2020,1]]}},"alternative-id":["10.1137\/18M1188653"],"URL":"https:\/\/doi.org\/10.1137\/18m1188653","relation":{},"ISSN":["0363-0129","1095-7138"],"issn-type":[{"value":"0363-0129","type":"print"},{"value":"1095-7138","type":"electronic"}],"subject":[],"published":{"date-parts":[[2020,1]]}}}