{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,25]],"date-time":"2026-02-25T19:17:26Z","timestamp":1772047046974,"version":"3.50.1"},"reference-count":24,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","funder":[{"DOI":"10.13039\/100010663","name":"H2020 European Research Council","doi-asserted-by":"publisher","award":["335421"],"award-info":[{"award-number":["335421"]}],"id":[{"id":"10.13039\/100010663","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100000719","name":"St. John's College, University of Oxford","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100000719","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100012600","name":"ShanghaiTech University","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100012600","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100000893","name":"Simons Foundation","doi-asserted-by":"publisher","id":[{"id":"10.13039\/100000893","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100007270","name":"University of Michigan","doi-asserted-by":"publisher","id":[{"id":"10.13039\/100007270","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100003579","name":"University of Toronto","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100003579","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2021,1]]},"DOI":"10.1137\/19m1286256","type":"journal-article","created":{"date-parts":[[2021,2,18]],"date-time":"2021-02-18T15:23:14Z","timestamp":1613661794000},"page":"158-188","source":"Crossref","is-referenced-by-count":18,"title":["Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics"],"prefix":"10.1137","volume":"12","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-6407-2498","authenticated-orcid":true,"given":"Stephan","family":"Eckstein","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Gaoyue","family":"Guo","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-1290-6964","authenticated-orcid":true,"given":"Tongseok","family":"Lim","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-5686-5498","authenticated-orcid":true,"given":"Jan","family":"Ob\u0142\u00f3j","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2021,2,18]]},"reference":[{"key":"atypb1","doi-asserted-by":"publisher","DOI":"10.1142\/S021902491950002X"},{"key":"atypb4","doi-asserted-by":"publisher","DOI":"10.1215\/17358787-3750133"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1007\/s00222-016-0692-2"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-013-0205-8"},{"key":"atypb7","doi-asserted-by":"publisher","DOI":"10.1214\/16-AOP1131"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1137\/141000439"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1086\/296025"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00116"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2018.0956"},{"key":"atypb12","doi-asserted-by":"publisher","DOI":"10.1090\/S0002-9947-1977-0501374-5"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-011-0154-z"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-013-0531-y"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-014-0583-7"},{"key":"atypb19","doi-asserted-by":"publisher","DOI":"10.1214\/13-AAP925"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1214\/18-AOP1258"},{"key":"atypb22","doi-asserted-by":"publisher","DOI":"10.1214\/19-AAP1481"},{"key":"atypb23","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024913500428"},{"key":"atypb24","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050044"},{"key":"atypb25","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-018-0363-9"},{"key":"atypb29","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2019.1603394"},{"key":"atypb30","doi-asserted-by":"publisher","DOI":"10.1214\/154957804100000060"},{"key":"atypb32","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177700153"},{"key":"atypb35","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-012-0200-5"},{"key":"atypb37","doi-asserted-by":"publisher","DOI":"10.1134\/S0001434615110036"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/19M1286256","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,3,30]],"date-time":"2021-03-30T18:07:14Z","timestamp":1617127634000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/19M1286256"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,1]]},"references-count":24,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2021,1]]}},"alternative-id":["10.1137\/19M1286256"],"URL":"https:\/\/doi.org\/10.1137\/19m1286256","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2021,1]]}}}