{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,10]],"date-time":"2026-06-10T05:24:02Z","timestamp":1781069042632,"version":"3.54.1"},"reference-count":33,"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\/21m1407756","type":"journal-article","created":{"date-parts":[[2022,3,31]],"date-time":"2022-03-31T14:35:28Z","timestamp":1648737328000},"page":"353-390","source":"Crossref","is-referenced-by-count":27,"title":["Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics"],"prefix":"10.1137","volume":"13","author":[{"given":"Philippe","family":"Bergault","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Fay\u00e7al","family":"Drissi","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Olivier","family":"Gu\u00e9ant","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2022,3,31]]},"reference":[{"key":"atypb1","first-page":"9","author":"Alfonsi A.","year":"2008","journal-title":"Poland"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1137\/090762786"},{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.1080\/135048602100056"},{"key":"atypb4","doi-asserted-by":"publisher","DOI":"10.1137\/090763470"},{"key":"atypb5","first-page":"61","volume":"12","author":"Almgren R.","year":"1999","journal-title":"Risk"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.21314\/JOR.2001.041"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2012.00529.x"},{"key":"atypb9","first-page":"3224674","author":"Belak C.","year":"2018","journal-title":"SSRN"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1016\/S1386-4181(97)00012-8"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1007\/s11579-019-00241-1"},{"key":"atypb12","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12181"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.1007\/s11579-016-0162-z"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(98)00025-6"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2020.1784987"},{"key":"atypb17","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2012.05.007"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12048"},{"key":"atypb19","doi-asserted-by":"publisher","DOI":"10.1016\/S0024-3795(01)00534-1"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1080\/14697680903373692"},{"key":"atypb21","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2011.00478.x"},{"key":"atypb22","doi-asserted-by":"publisher","DOI":"10.1080\/1350486X.2015.1042188"},{"key":"atypb24","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12052"},{"key":"atypb25","doi-asserted-by":"publisher","DOI":"10.1137\/110850475"},{"key":"atypb26","doi-asserted-by":"publisher","DOI":"10.1137\/130924676"},{"key":"atypb27","doi-asserted-by":"publisher","DOI":"10.2307\/2938278"},{"key":"atypb29","doi-asserted-by":"publisher","DOI":"10.1016\/S1386-4181(01)00023-4"},{"key":"atypb30","doi-asserted-by":"publisher","DOI":"10.1137\/090780596"},{"key":"atypb31","author":"Lehalle C.-A.","year":"2008","journal-title":"Wilmott Magazine"},{"key":"atypb32","doi-asserted-by":"publisher","DOI":"10.3905\/JOT.2009.4.3.040"},{"key":"atypb33","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-019-00382-7"},{"key":"atypb34","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-013-0211-x"},{"key":"atypb36","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2012.09.001"},{"key":"atypb37","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-008-0082-8"},{"key":"atypb38","doi-asserted-by":"publisher","DOI":"10.1080\/13504860903565050"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","deposited":{"date-parts":[[2022,3,31]],"date-time":"2022-03-31T15:20:41Z","timestamp":1648740041000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/21M1407756"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,3]]},"references-count":33,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2022,3]]}},"alternative-id":["10.1137\/21M1407756"],"URL":"https:\/\/doi.org\/10.1137\/21m1407756","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022,3]]}}}