{"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":1772047046563,"version":"3.50.1"},"reference-count":36,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"4","funder":[{"name":"NAP"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2021,1]]},"DOI":"10.1137\/21m1390013","type":"journal-article","created":{"date-parts":[[2021,10,14]],"date-time":"2021-10-14T15:42:14Z","timestamp":1634226134000},"page":"1307-1339","source":"Crossref","is-referenced-by-count":6,"title":["Model-Free Price Bounds Under Dynamic Option Trading"],"prefix":"10.1137","volume":"12","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-5500-5245","authenticated-orcid":true,"given":"Ariel","family":"Neufeld","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-8373-4135","authenticated-orcid":true,"given":"Julian","family":"Sester","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2021,10,14]]},"reference":[{"key":"atypb1","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12060"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12199"},{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.1142\/S021902491950002X"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2018.11.012"},{"key":"atypb7","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-019-00412-4"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-019-00395-2"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12104"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-013-0205-8"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1214\/16-AOP1131"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.1214\/105051604000000459"},{"key":"atypb14","doi-asserted-by":"publisher","DOI":"10.1214\/14-AAP1011"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1086\/296025"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1214\/16-AAP1235"},{"key":"atypb17","first-page":"458","author":"Carr P.","year":"2001","journal-title":"UK"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.1007\/s00208-019-01952-y"},{"key":"atypb19","doi-asserted-by":"publisher","DOI":"10.1137\/16M1064088"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050051"},{"key":"atypb22","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024920500508"},{"key":"atypb23","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12149"},{"key":"atypb24","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-013-0531-y"},{"key":"atypb25","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050019"},{"key":"atypb26","doi-asserted-by":"publisher","DOI":"10.1007\/s00245-019-09558-1"},{"key":"atypb27","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2020.1787493"},{"key":"atypb29","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00064"},{"key":"atypb30","doi-asserted-by":"publisher","DOI":"10.1214\/19-AAP1481"},{"key":"atypb31","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024913500428"},{"key":"atypb32","first-page":"3370910","author":"Henry-Labordere P.","year":"2019","journal-title":"SSRN"},{"key":"atypb33","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-018-0363-9"},{"key":"atypb34","doi-asserted-by":"publisher","DOI":"10.1007\/BF01432281"},{"key":"atypb35","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1034625338"},{"key":"atypb36","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2019.1603394"},{"key":"atypb37","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1065705113"},{"key":"atypb38","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024918500516"},{"key":"atypb40","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024920500156"},{"key":"atypb41","doi-asserted-by":"publisher","DOI":"10.2140\/pjm.1958.8.171"},{"key":"atypb42","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177700153"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/21M1390013","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,12,23]],"date-time":"2021-12-23T14:52:06Z","timestamp":1640271126000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/21M1390013"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,1]]},"references-count":36,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2021,1]]}},"alternative-id":["10.1137\/21M1390013"],"URL":"https:\/\/doi.org\/10.1137\/21m1390013","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2021,1]]}}}