{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,1]],"date-time":"2026-04-01T22:13:21Z","timestamp":1775081601557,"version":"3.50.1"},"reference-count":10,"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":[[2022,3]]},"DOI":"10.1137\/20m1351060","type":"journal-article","created":{"date-parts":[[2022,3,7]],"date-time":"2022-03-07T15:15:49Z","timestamp":1646666149000},"page":"227-261","source":"Crossref","is-referenced-by-count":15,"title":["No Arbitrage SVI"],"prefix":"10.1137","volume":"13","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-5124-0774","authenticated-orcid":true,"given":"Claude","family":"Martini","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Arianna","family":"Mingone","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2022,3,7]]},"reference":[{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1007\/s10203-019-00249-8"},{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.1002\/wilm.10201"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2017.1348619"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2011.00483.x"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2013.819986"},{"key":"atypb12","doi-asserted-by":"publisher","DOI":"10.1137\/120900320"},{"key":"atypb13","first-page":"22","author":"Hendriks S.","year":"2019","journal-title":"J. Comput. Finance"},{"key":"atypb17","doi-asserted-by":"publisher","DOI":"10.1111\/j.0960-1627.2004.00200.x"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.3905\/jod.2019.26.3.087"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-019-00410-6"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","deposited":{"date-parts":[[2022,3,31]],"date-time":"2022-03-31T15:20:20Z","timestamp":1648740020000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/20M1351060"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,3]]},"references-count":10,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2022,3]]}},"alternative-id":["10.1137\/20M1351060"],"URL":"https:\/\/doi.org\/10.1137\/20m1351060","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022,3]]}}}