{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T04:17:18Z","timestamp":1750220238072,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":9,"publisher":"ACM","license":[{"start":{"date-parts":[[2022,5,13]],"date-time":"2022-05-13T00:00:00Z","timestamp":1652400000000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2022,5,13]]},"DOI":"10.1145\/3543106.3543124","type":"proceedings-article","created":{"date-parts":[[2022,8,22]],"date-time":"2022-08-22T15:49:30Z","timestamp":1661183370000},"page":"103-108","source":"Crossref","is-referenced-by-count":0,"title":["Asian Chooser Option Pricing Based on Binominal Tree and Monte Carlo Simulation"],"prefix":"10.1145","author":[{"given":"Yongxue","family":"Zhou","sequence":"first","affiliation":[{"name":"University of Maryland, USA"}]}],"member":"320","published-online":{"date-parts":[[2022,8,22]]},"reference":[{"key":"e_1_3_2_1_1_1","volume-title":"From Black-Scholes to Black-Holes. New Frontiers in Options. Risk. London","author":"Rubinstein M.","year":"1992","unstructured":"Rubinstein . M. ( 1992 ) From Black-Scholes to Black-Holes. New Frontiers in Options. Risk. London Rubinstein. M. (1992) From Black-Scholes to Black-Holes. New Frontiers in Options. Risk. London"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2008.05.004"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.2307\/3215221"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2006.07.042"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1994.tb00079.x"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(97)00028-6"},{"key":"e_1_3_2_1_7_1","volume-title":"Monte Carlo method in financial engineering","author":"Glasserman P.","year":"2013","unstructured":"Glasserman P. ( 2013 ) Monte Carlo method in financial engineering . Springer . New York Glasserman P. (2013) Monte Carlo method in financial engineering. Springer. New York"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.21314\/JCF.2001.061"},{"key":"e_1_3_2_1_9_1","volume-title":"Stochastic Calculus for Finance I","author":"Shreve","year":"2004","unstructured":"S. E. Shreve . ( 2004 ) Stochastic Calculus for Finance I . Springer . New York S. E. Shreve. (2004) Stochastic Calculus for Finance I. Springer. New York"}],"event":{"name":"ICEMC 2022: 2022 8th International Conference on E-business and Mobile Commerce","acronym":"ICEMC 2022","location":"Seoul Republic of Korea"},"container-title":["2022 8th International Conference on E-business and Mobile Commerce"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3543106.3543124","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3543106.3543124","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T19:30:24Z","timestamp":1750188624000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3543106.3543124"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,5,13]]},"references-count":9,"alternative-id":["10.1145\/3543106.3543124","10.1145\/3543106"],"URL":"https:\/\/doi.org\/10.1145\/3543106.3543124","relation":{},"subject":[],"published":{"date-parts":[[2022,5,13]]}}}