{“状态”:“确定”,“消息类型”:“工作”,“信息版本”:“1.0.0”,“邮件”:{“索引”:{-“日期部分”:[[2024,4,7]],“日期时间”:“2024-04-07T00:16:45Z”,“时间戳”:1712449005917},“参考计数”:28,“发布者”:“Elsevier BV”,“许可证”:[{“开始”:{“日期部分“:[2020,1,1]],”日期时间“:”2020-01-01T00:00:00 Z“,”timestamp“:1577836800000},”content-version“:“tdm”,“delay-in-days”:0,“URL”:“https:\/\/www.elsevier.com/tdm\/userlicense\/1.0\/”},{“start”:{“date-parts”:[[2024,15]],“date-time”:“2024-01-15T00:00:00Z”,“timestamp”:1705276800000},“content-version”:“vor”,“delay-in-days”:1475,“URL”:“http://\/www.elsevier.com\/open-access//userlicense\/1.0\/“},{“开始”:{“日期部分”:[[2020,1,1]],“日期时间”:“2020-01-01T00:00:00Z”,“timestamp”:1577836800000},“content-version”:“stm-asf”,“delay-in-days”:0,“URL”:“https:\/\/doi.org\/10.15223\/policy-017”},{“start”:{“date-parts”:[[2020,1,1]],“date-time”:“2020-1-01T00:00Z”,”timestamp“15778368000 00},ay-in-days“:0,”URL“:”https:\/\/doi.org\/10.15223\/policy-037“},{“start”:{“date-parts”:[[2020,1,1]],“date-time”:“2020-01-01T00:00:00Z”,“timestamp”:1577836800000},“content-version”:“stm-asf”,“delay-in-days”:0,“URL”:“https:\/\/doi.org\/10.15223\/policy-012”},{“start”:{(日期)parts“:[[2020,1,1]]”,“date-time”:“2020-01T00:00”,“时间戳”:15778 36800000},“content-version”:“stm-asf”,“delay-in-days”:0,“URL”:“https:\/\/doi.org\/10.15223\/policy-029”},{“start”:{“date-parts”:[[2020,1,1]],“date-time”:“2020-01-01T00:00:00Z”,“timestamp”:1577836800000},“content-version”:“stm-asf”,“delay-in-days”:0,“URL”:“https:\/\/doi.org\/10.15223\/policy-004”}],“出资人”:[{“doi”:“10.13039 \/501100003130“,”name“:”Fonds Wetenschappelijk Onderzoek“,”doi-asserted-by“:“publisher”,“adward”:[“FWO G.OC38”]},{“DOI”:“10.13039\/50100004040”,“name”:“KU Leuven”,”DOI-asserted-by“:”publisher“,”adward“:[“GOA\/13\/002”]}],“content-domain”:{“domain”:[“elsevier.com”,“sciencedirect.com”],“crossmark-restriction”:true},“short-container-title”:[《计算与应用数学杂志》],“pub lished-print“:{”日期部分“用法:[[2020,1]]},“DOI”:“10.1016\/j.cam.2019.06.026”,“type”:“journal-article”,“created”:{“date-parts”:[[2019,7,11]],“date-time”:“2019-07-11T09:30:11Z”,“timestamp”:1562837411000},《page》:“112310”,“update-policy”:”http://\/dx.DOI.org\/10.10016\/elsevier_cm_policy“,”source“Crossref”,“按计数引用”:6,“标题”:[“无套利市场中的同调资产价格”],“前缀”:“10.1016”,“数量”:“364”,“作者”:[{“给定”:“Jan”,“家族”:“Dhaene”,“序列”:“第一”,“从属”:[]},{“已知”:“Alexander”,”家族“:“Kukush”,“sequence”:“additional”,“affiliation”:[]},:[]}],“成员”:“78”,“reference”:[{“issue”:“1”,“key”:“10.1016\/j.cam.2019.06.026_b1”,“doi-asserted-by”:“crossref”,“first page”:”3“,”doi“:”10.1016\/S0167-6687(02)00134-8“,”article-title“精算学与金融学中的共单调性概念:理论”,“volume”:“31”,“author”:“Dhane”,“year”:“2002”,“journal title”:“Insurance Math.Econom.”},{“问题”:“2”,“密钥”:“10.1016\/j.cam.2019.06.026_52”,“doi-asserted-by”:“crossref”,“first page”:“133”,”doi“:”10.1016\/S0167-6687(02)00135-X“,”article-title“:“精算科学与金融中的协整性概念:应用”,“volume”:”31“,”author“:”Dhaene“,”year“2002”,“journal-title”:“Insurance Math.Econom.”},{“key”:.2019.06.026_b3“,“series-title”:“金融学高级数学方法”,“first page”:“155”,“article-title”:《共单调性及其在金融和保险中的应用概述》,“author”:“Deelstra”,年:“2011”},{“issue”:“1”,“key”:”10.1016\/j.cam.2019.06.026_b4“,”doi-asserted-by“:”crossref“,“first-page”:“55”,“doi”:“10.1016\/j.insmateco.2003.11.002”,“article-title”:“算术篮子期权的条件定价”,“volume”:“34”,“author”:“Deelstra”,“year”:“2004”,“journal-title“:”保险数学经济“},{“key”:”10.1016\/j.cam.2019.06.026_b5“,”doi-asserted-by“:”crossref“,”first page“:”215“,“doi”:“10.1016\/j.cam.2006.12.017”,“artice-title):”亚洲篮子期权界限“,”volume“:“218”,“author”:“Deelstra”,“year”:“2008”,“journal-title”:“J.Compute.Appl.Math.”},{“issue”:“4”,“key”:“10.1016\/J.cam.2019.06.026_b6”,“doi-asserted-by”:“crossref”,”first page“:“555”,”doi“10.1080\/14697688.2015.1043934”,”article-title“:”多元方差伽马模型:篮子期权定价与校准“,”volume“:”16“,”author“:“林德斯”,“年”:“2016”,“journal-title”:“Quant.Finance”},{“key”:“10.1016\/j.cam.2019.06.026_b7”,“series-title”:《金融数值方法专题》,Cummins M.Et Al.(Eds.).Springer Proceedings in Mathematics and Statistics》,“article-title(文章标题):“FIX-恐惧指数:衡量市场恐惧”,“author”:“Dhaene”,“year”:“2012”}:“10.1016\/j.cam.2019.06.026_b8”,“doi-asserted-by”:“crossref”,“first page”:“357”,“doi”:“10.116\/j.insmatheco.2012.01.005”,“article-title”:“羊群行为指数:股市隐含联动程度的新测度”,“volume”:”50“author”:“Dhane”,“year”:“2012”,“journal title”:”Insurance Math.Econom.“},{”key“:“10.1016\/j.cam.2019.06.026_b9”,“doi-asserted-by”:“crossref”,“first page”:“78”,“doi”:“10.106\/j.com.2013.12.010”,“article-title”:“聚合风险的多变量依赖性度量”,“volume”:”263“,“author”:“Dhaene”,”year“2014”,“journal-title“:”j.Compute.Appl.Math.“},{”key“10.1016”:“2019.06.026_b10”“,”doi-asserted-by“:”crossref“,“非结构化”:“D.Linders,J.Dhaene,H.Hounnon,M.Vanmaele,Index options:a model-free approach,研究报告AFI-1265 FEB,Leuven:KU Leuven-商业与经济学院,2012.”,“DOI”:“10.2139\/ssrn.2007141”},{“issue”:“1”,“key”:“10.1016\/J.cam.2019.06.026_b11”,“DOI-asserted-by”:“crossref”,“first page”::“10.1016\/j.jbankfin.2009.07.025”,“article-title”:“模型风险和资本储备”,“volume”:“34”,“author”:“Kerkhof”,“year”:“2010”,“journal-title“:”j.Bank.Financ.“},{“key”:”10.1016\/j.cam.2019.06.026_b12“,”非结构化“:”P.M.Barrieu,G。Scandolo,《评估财务模型风险》,技术报告。可在SSRN:http:\/\/SSRN.com\/abstract=22284101.“},{”issue“:”2“,”key“:”10.1016\/j.cam.2019.06.026_b13“,”doi asserted by“:”crossref“,”first page“:”175“,”doi“:”10.1016\/S0167-6687(99)00051-7“,”article title“:”算术亚洲选项价格的一个容易计算的上限“,”volume“:”26“,”author“:”Simon“,”year“:”2000“,”新闻标题“:”保险数学。经济。“},{”issue“:”3“,”key“:”10.1016\/j.cam.2019.06.026_b14“,”doi-asserted-by“:”crossref“,”first-pages“:”63“,”doi“:”10.3905\/jod.2005.479381“,”article-title“:”L\u00e9vy模型下亚洲期权的静态套期保值:共单调方法“,”volume“:“12”,“author”:“Albrecher”,“year”:“2005”,“journal-title”:“j.\u00a0衍生品“},{”发行“:“3”,”密钥“:”10.1016\/j.cam.2019.06.026_b15“,”doi-asserted-by“:”crossref“,”first page“:”1067“,”doi“:”10.1016\/j.insmateco.2008.01.002“,”article-title“:”一类奇异期权的静态超复制策略“,”volume“:“42”,”author“:”Chen“,”year“:”2008“,”journal-title”:“保险数学”。经济。“},{”issue“:”2“,”key“:”10.1016\/j.cam.2019.06.026_b16“,”doi-asserted-by“:”crossref“,”first page“:“151”,“doi”:“10.1016\/S0167-6687(00)00060-3”,“article-title”:“随机变量总和的上下限”,“volume”:“27”,“author”:“Kaas”,“year”:“2000”,“journal-title“:”Insurance Math.Econom.“}”,{“key”:“10.1016\/j.cam.2019.06.026_b17”,“series-title“:”非加法测度与积分“,”author“:”Denneberg“,”year“:”1997“},{”key“:”10.1016\/j.cam.2019.06.026_b18“,”doi-asserted-by“:”crossref“,”first page“:“213”,”doi“:”101016\/j.cam.2014.10.003“,”article-title“:“关于与静态超重复策略相关的优化问题”,“volume”:“278”,“author”:“Chen”,“year”:“2015”,“journal-title“:《计算杂志》。申请。数学。“},{”key“:”10.1016\/j.cam.2019.06.026_b19“,”series-title“:”数学金融方法“,”author“:”Karatzas“,”year“:”1998“}、{”key“:“10.1016\/j.cam.2019.06.26_b20”、“series-title”:“套利数学”、“author”:“Delbaen”、“year”:“2008”}、“issue”:“4”、“key”:”10.116\/j.com.2019.06.026_b21“”,“doi-asserted-by”:“crossref”,“首页”:“621”,“DOI”:“10.1086\/296025”,“文章标题”:“期权价格中隐含的国家或有索赔的价格”,“卷”:“51”,“作者”:“Breeden”,“年份”:“1978”,“期刊标题”:“J.Bus。“},{”issue“:”3“,”key“:”10.1016\/j.cam.2019.06.026_b22“,”doi-asserted-by“:”crossref“,”first page“:“522”,“doi”:“10.1016\/j.insmatheco.2013.03.003”,“article-title”:“On the(in-)dependency between financial and精算风险”,“volume”:“52”,“author”:“Dhaene”,“year”:“2013”,“journal-title“:”Insurance Math.Economom.“}”,{“问题”:“2”,“密钥”:“10.1016\/j.cam.2019.06.026_b23“,”doi-asserted-by“:”crossref“,”first page“:”123“,”doi“:”10.1080\/13527260701356633“,”article-title“:”算术亚式期权价格的一般下限“,”volume“:“15”,“author”:“Albrecher”,“year”:“2008”,“journal-title”:“Appl”。数学。Finance“},{“key”:“10.1016\/j.cam.2019.06.026_b24”,“series-title”:“牛津在线奖学金”,“article-title”:《连续时间的套利理论》,“author”:“Bj\u00f6rk”,“year”:“1998”},}“key”:”10.1016\/j.cam.2019.06.26_b25“,”series-tile“:”金融中的L\u00e9vy过程:金融衍生品定价“,”author“:”Schoutens“,”year“:”2003“}”,{“问题”:“4“,”key“:”10.1016\/j.cam.2019.06.026_b26“,”doi-asserted-by“:”crossref“,”first-pages“:”329“,”doi“:”101080\/1469768050051392“,”article-title“:”篮子期权价格的静态套利上限“,”volume“:“5”,”author“:”Hobson“,”year“:”2005“,”journal-title”:“Quant。Finance“},{“key”:“10.1016\/j.cam.2019.06.026_b27”,“unstructured”:“B.Tavin,《具有多资产衍生品和已知风险中性边际的市场中套利的检测》,技术报告,University\u00e9 Paris I Panth\u00e9on-Sorbonne,可在SSRN上查阅:http://\/SSRN.com\/abstract=2117004”},},“key“:”10.1016\/j.cam.2019.06_b28“,”第一页:“1”,“文章标题”:“多元Black&Scholes市场:完备性和无可比性的条件”,“卷”:“88”,“作者”:“Dhaene”,“年份”:“2013年”,“期刊标题”:《理论问题》。数学。统计人员。“}],”container-title“:[”Journal of Computational and Applied Mathematics“],”original-title”:[],”language“:”en“,”link“:[{”URL“:”https:\/\/api.elsevier.com/content\/article\/PII:S0377042719303073?httpAccept=text\/xml“,”content-type“:”text\/.xml“,”content-version“:”vor“,”intended-application“:”“text-mining”},”{“URL”:“”https:\/\/api.elsevier.com/content\/article\/PII:S0377042719303073?httpAccept=text\/plain“,”content-type“:”text\/prain“,“content-version”:“vor”,“intended-application”:“text-mining”}],“deposed”:{“date-parts”:[[2024,4,6]],“date-time”:“2024-04-06T21:03:31Z”,“timestamp”:1712437411000},“score”:1,“resource”:{primary“:{”URL“https:\\/linkinghub.elsevier.com//retrieve\/piii\/S037704 2719303073“}},”副标题“:[],”shorttitle“:[],”issued“:{”date-parts“:[[2020,1]]},”references-count“:28,”alternative-id“:[”S0377042719303073“],”URL“:”http://\/dx.doi.org\/10.1016\/j.cam.2019.06.026“,”relationship“:{},“ISSN”:[”0377-0427“],“ISSN-type”:[{“value”:“0377-0428”,“type”:“print”}],“subject”:【】,“published”:{“date-parts”:[[2020,1]]},“assertion”:[{“value”:“Elsevier”,“name”:“publisher”,“label”:“本文由”},{“value”:“无套利市场中的商品资产价格”,“name”:“articlettle”,“label”:“文章标题”},{“value”:“计算与应用数学期刊”,“name”:“journaltitle”,“label”:“期刊标题”},{“value”:“https://doi.org/10.1016\/j.cam.2019.06.026”,“name”:“articlelink”,“label“:”CrossRef DOI link to publisher maintained version“},{“value”:“article”,“name”:“content_type”,“label”:“content-type”},6-“value“:”\u00a9 2019 Elsevier B.V.“,”name“:”copyright“,”label“:”copyright”}],“article-number”:”112310“}”