{“状态”:“确定”,“消息类型”:“工作”,“信息版本”:“1.0.0”,“邮件”:{“索引”:{-“日期-部件”:[[2024,8,22]],“日期-时间”:“2024-08-22T02:18:25Z”,“时间戳”:1724293105908},“参考-计数”:36,“发布者”:“爱思唯尔BV”,“许可证”:[{“开始”:{-date-parts”:[[2018,9,1]],《日期-时间》:“2018-09-01T00:00:00 0:00Z“,”timestamp“:1535760000000},”content-version“:“tdm”,“delay-in-days”:0,“URL”:“https:\/\/www.elsevier.com/tdm\/userlicense\/1.0\/”}],“资助者”:[{“name”:“西班牙经济和竞争力部”,“奖项”:[“ECO2016-76203-C2-2”,“MTM2016-76420-P”]}],”content-domain“:{”domain“:[“elsevier.com”,“sciencedirect.com”],“crossmark-restriction”:true},“short-container”蒂尔”:[“Journal of Computational Science”],“published-print”:{“date-parts”:[[2018,9]]},“DOI”:“10.1016\/j.jocs.2018.07.004”,“type”:“Journal-article”,“created”:{“date-parts”:[[2018,7,27]],“date-time”:“2018-07-27T13:02:13Z”,“timestamp”:1532696533000},”page:“120-139”,“update-policy”:”http://\/d x.DOI.org\/10.1016\/elsevier_cm_policy“,”源“:”Crossref“,“is-referenced-by-count”:12,“special_numbering”:“C”,“title”:[“离散监控算术亚洲期权的SWIFT估值”],“prefix”:“10.1016”,“volume”:“28”,“author”:[{“给定”:“\u00c1lvaro”,“family”:“Leitao”,“sequence”:“first”,“affiliation”:[]},{“given”:“:”艾玛·I。“,“family”:“Wagner”,“sequence”:“additional”,“affiliation”:[]}],“member”:“78”,“reference”:[{“issue”:“1”,“key”:“10.1016\/j.jocs.2018.07.004_bib0005”,“doi-asserted-by”:”crossref“,”first page“:”1“,”doi“10.1137\/16M108133”,“article-title”:“在对偶空间中用后向归纳法定价L\u00e9vy模型下的算术亚式期权”,“volume”:“9”,“author”:“Levendorskii”,“year”:“2018”,“journal-title”:“SIAM J.Financ.Math.”},{“issue”:“4”,“key”:“10.1016\/J.jocs.2018.07.004_bib0010”,“first-page”:“25”,“article-title“:“Flexible convolution:valueing average rate(Asian)options”,“volume”:“3”,“au作者”:“Carverhill”,“年份”:“1990”,“日记标题”:“Risk Mag.”}:“1”,“键”:“10.1016\/j.jocs.2018.07.004_bib0015”,“doi-asserted-by”:“crossref”,“first page”:“49”,“doi”:“10.21314\/JCF.2002.077”,“article-title”:“离散亚式期权的快速傅里叶变换”,“volume”:”6“,“author”:“Benhamou”,”year“2002”,“journal-title“:”j.Compute.Finance“}”,{“issue”:“10”,“key”:8.07.004_bib0020“,”doi-asserted-by“:“crossref”,“first page”:“2076”,“DOI”:“10.1016\/j.jbankfin.2007.12.027”,“article-title”:“L\u00e9vy流程下离散监控的亚洲期权定价”,“volume”:”32“,“author”:“Fusai”,“year”:“2008”,“journal-title“:”j.Bank.Finance“},{“issue”:“1”,“key”:《10.1016\/j.jocs.2018.07.004_bib0025》,“DOI-asserted-by”:“cross”ref“,”首页“:”399“,”DOI“:“10.1137\/110853339”,“article-title”:“基于傅里叶余弦展开的指数L\u00e9vy过程下欧式亚式期权的有效定价”,“volume”:“4”,“author”:“Zhang”,“year”:“2013”,“journal-title“:”SIAM J.Financ.Math.“},{“issue”:“1”,“key”:”10.1016\/J.jocs.2018.07.004_bib0030“,”doi-asserted-by“:”crossref“,“first page”:“845”,“DOI”:“10.1137\/16M1057127”,“article-title”:“亚式期权定价的一种有效转换方法”,“volume”:“7”,“author”:“Kirkby”,“year”:“2016”,“journal-title“:”SIAM J.Financ.Math.“},{“issue”:“3”,“key”:”10.1016\/J.jocs.2018.07.004_bib0035“,”DOI-asserted-by“:”crossref“,”first page“:”381“,”DOI“:“10.1080\/14697680903397667”,“文章标题”:“离散采样亚洲期权的改进卷积算法”,“volume”:“11”,“author”:“Cern\u00fd”,“year”:“2011”,“journal-title”:“Quant.Finance”},{“issue”:“1”,“key”:”10.1016\/j.jocs.2018.07.004_bib0040“,”doi-asserted-by“:”crossref“,”first page“:”383“,”doi“:”10.1137\/09076115X“,”article-title“:“通过到期日随机化对离散监测的亚洲期权进行定价”,“卷”:“2”,“作者”:“Fusai”,“年份”:“2011”,“期刊标题”:“SIAM J.Financ.Math.”},{“问题”:“10”,“密钥”:“10.1016\/J.jocs.2018.07.004_bib0045”,“doi断言”:“crossref”,“首页”:“2033”,“doi”:“10.1016\/J.bankfin.2007.12.024”,“文章标题”:“离散监控亚洲式期权的分析定价:理论与商品市场应用”,“数量”:“32”,“作者”:“福塞”,“年份”:“2008”,“日记标题”:“J.Bank.Finance”},{“key”:“10.1016\/J.jocs.2018.07.004_bib0050”,“doi-asserted-by”:“crossref”,“首页”:“61”,“doi”:“10.21314\/JCF.1999.043”,“article-title”:“使用快速傅里叶变换进行期权估值”,“volume”:“2”,“author”:“Carr”,“year”:“1999”,“journal-title”:“J.Compute.Finance”},{“issue”:“3”,“key”:”10.1016\/J.jocs.2018.07.004_bib0055“,“doi-asserted-by”:“crossref”,“first page”:《789》,“doi”:“10.1287\/moor.2013.0619”,“article-title“:“扩散模型中离散监测亚洲期权的封闭式扩张”,“卷”:“39”,“作者”:“蔡”,“年份”:“2014”,“期刊标题”:“数学运算研究”},{“问题”:“3”,“关键”:“10.1016\/j.jocs.2018.07.004_bib0060”,“doi-asserted-by”:“crossref”,”第一页“:”540“,”doi“:”10.1287\/Oper.2015.1385“,”article-title“:“Markov过程下亚式期权定价的一般框架”,“volume”:“63”,“author”:“Cai”,“year”:“2015”,“journal-title”:“Oper.Res.”},{“issue”:“1”,“key”:”10.1016\/j.jocs.2018.07.004_bib0065“,”doi-asserted-by“:”crossref“,”first page“118”,“doi”:“10.1137\/15M1014164”,“article-title“:“一种用于欧洲期权定价的高效香农小波反傅立叶技术”,“卷”:“38”,“作者”:“Ortiz Gracia”,“年份”:“2016”,“期刊标题”:“SIAM J.Sci.Comput.”},{“问题”:“Suppl.C”,“密钥”:“10.1016\/J.jocs.2018.07.004_bib0070”,“doi断言由”:“crossref”,“第一页”:“115”,“doi”:“10.1016\/J.apnum.2017.03.002”,“文章标题”:“欧式期权定价的二维Shannon小波逆变换傅里叶技术”,“量”:“117”,“作者”:“Colldeforns-Papiol”,“年份”:“2017年”,“日志标题”:“Appl.Numer.Math.”},{“问题”:“4”,“关键”:“10.1016\/j.jocs.2018.07.004_bib0075”,“doi-asserted-by”:“交叉引用”,“首页”:“1035”,”doi“10.1007\/s00211-016-0858-2”,“article-ti”tle“:“Shannon小波展开定价早期行使和离散障碍期权”,“volume”:“136”,“author”:“Maree”,“year”:“2017”,“journal-title”:“Numer.Math.”},{“issue”:“1”,“key”:”10.1016\/j.jocs.2018.07.004_bib0080“,”doi-asserted-by“:”crossref“,”first page“31”,“doi”:“10.1016\/j.spa.2004.07.003”,“article-title“:“浮动和固定行权亚洲期权和回望期权的等价性”,“数量”:“115”,“作者”:“埃伯林”,“年份”:“2005”,“日记标题”:“Stoch.Processes Appl.”},{“key”:“10.1016\/j.jocs.2018.07.004_bib0085”,“series-title”:“CIR模型中亚洲期权的利率定价”,“author”:“Dassios”,“year”:“2011”}:“10.1016\/j.jocs.2018.07.004_bib0090”,“doi-asserted-by”:“crossref”,“first page”:“19”,“doi”:“10.1007\/s10690-017-9222-5”,“article-title”:“通过条件矩匹配定价CIR收益率期权”,“volume”:”24“,”author“:”Prayoga“,”year“2017”,“journal-title“:”Asia-Pac.Financ.Mark.“},{”key“:”10.1016//j.jocs.2018.07.07.07.0 04_bib0095“,”系列标题“:“小波十讲”,“author”:“Daubechies”,“year”:“1992”},{“key”:“10.1016\/j.jocs.2018.07.004_bib0100”,“doi-asserted-by”:“crossref”,“first page”:”164808“,“doi”:“101155\/2008\/164808”,“article-title”:“Shannon小波理论”,“volume”:《2008》,“auder”:“Cattani”,“年份”:“2008”,“日记标题”:“Math”Probl.Eng.“},{“问题”:“5”,“关键”:“10.1016\/j.jocs.2018.07.004_bib0105”,“doi-asserted-by”:“crossref”,“first page”:“B1055”,”doi“:“10.1137\/130907288”,“article-title”:“带小波和特征函数的欧式期权稳健定价”,“volume”:”35“,”author“:”Ortiz-Gracia“,”year“:”2013“,”journal-title“:”SIAM j.Sci.Compute.“},{“issue”:“1”,“key”:“10.1016\/j.jocs.2018.07.004_bib0110”,“doi-asserted-by”:“crossref”,“first page”:“713”,“doi”:“10.1137\/140989480”,“article-title”:“基于快速傅里叶变换的框架二元性的有效期权定价”,“volume”:”6“,”author“:”Kirkby“,”year“2015”,“journal-title“:”SIAM j.Financ.Math.“},{”key“:”10.1016//j.jocs.2018.07.004 _bib0115“,“doi-asserted-by”:“crossref”,“first page”:“431”,“doi”:“10.1016\/j.cam.2018.03.038”,“article-title”:“随机流动性范围内的市场风险度量的计算”,“volume”:”342“,“author”:“Colldeforns-Papiol”,“year”:“2018”,“journal-title:”j.Compute.Appl.Math.“},{”key“10.1016”\/j.jocs.2018.07.004_bib0120“,”doi-assert-b y“:”交叉参考“,“首页”:“826”,“DOI”:“10.1137\/080718061”,“article-title”:“基于傅里叶级数展开的欧式期权新定价方法”,“量”:“31”,“作者”:“方”,“年份”:“2008”,“期刊标题”:“SIAM J.Sci.Compute.”},{“key”:“101016\/J.jocs.2018.07.004_bib0125”,“series-title”:“L\u00e9vy金融过程:金融衍生品定价”,“author”:“Schoutens”,“year”:“2003”},{“key”:“10.1016\/j.jocs.2018.07.004_bib0130”,“series-title”:“指数L\u00 e9vyModels中的定价和套期保值:近期结果回顾”,“first page”:”319“,”author“:”Tankov“,”year“:”2011,“series-title”:“Sinc数值方法手册”,“author”:“Stenger”,“year”:“2010”},{“key”:“10.1016\/j.jocs.2018.07.004_bib0140”,“series-title”:《进行中的二项式革命》,“首页”:“183”,“作者”:“Goss”,“年份”:“2014”}:“多商品市场和产品手册:结构、交易和风险管理”,“作者”:“Roncroni”,“年份”:“2015”},{“key”:“10.1016\/j.jocs.2018.07.004_bib0150”,“series-title”:“利率模型\u2013理论与实践”,“作家”:“Brigo”,《年份》:“2006”}:“crossref”,“first-page”:“385”,“DOI”:“10.2307\/1911242”,“article-title”:“利率期限结构理论”,“volume”:“53”,“author”:“Cox”,“year”:“1985”,“journal-title“:”Econometrica“}”,{“issue”:“3”,“key”:”10.1016\/j.jocs.2018.07.004_bib0160“,”DOI-asserted-by“:”crossrev“,“first page”:“984”,“DOI”:“10.1214\/aoap\/1060202833”,“article-title”:“金融中的仿射过程和应用”,“volume”:“13”,“author”:“Duffie”,“year”:“2003”,“journal-title“:Ann.Appl.Probab.”},{“issue”:“1”,“key”:”10.1016\/j.jocs.2018.07.004_bib0165“,”doi-asserted-by“:”crossref“,”first page“:”1“,”doi“:”10.1111\/1467-9469.t01-1-00045“,”article-title“:“正态逆高斯分布和随机波动率建模”,“数量”:“24”,“作者”:“Barndorff-Nielsen”,“年份”:“1997”,“期刊标题”:“Scand.J.Stat.”},{“key”:“10.1016\/J.jocs.2018.07.004_bib0170”,“series-title”:“金融应用随机微积分导论”,“author”:“Lamberton”,“year”:“1996”}:“10.1016\/j.ocs.2018.07.004_bib0175”,“首页”:“68”,“文章标题”:“关于数据驱动的COS方法”,“卷”:“317”,“作者”:“雷涛”,“年份”:“2018”,“期刊标题”:“Appl.Math.Comput.”},{“键”:“10.1016\/j.ocs.2018.07.004_bib0180”,“文章标题”:“滚动邻接:快速希腊人沿着蒙特卡洛的场景进行早期锻炼”,“作者”:“Jain”,“year”:“2017”,“journal-title”:“Appl.Math.Comput.”}],“container-title“:[“journal of Computational Science”],“original-title:[],“language”:“en”,“link”:[{“URL”:“https:\/\/api.elsevier.com\/content\/article\/PII:S187775031830228X?httpAccept=text\/xml”,“content-type”:“text\/.xml”,“内容-版本”:“vor”,“intended-application“:”文本提示“},{“URL”:“https:\/\/api.elsevier.com/content\/article\/PII:S187775031830228X?httpAccept=text\/plain”,“content-type”:“text\/plan”,“content-version”:“vor”,“intended-application”:“text-mining”}],“deposed”:{“date-parts”:[2018,12,18]],“date-time”:”2018-12-18T07:24:27Z“,”timestamp“:1545117867000},“score”:1,“资源“:{“主”:{”URL“:“https:\/\/linkinghub.elsevier.com/retrieve\/pii\/S187775031830228X”}},“subtitle”:[],“shorttitle”:[],“issued”:{“date-parts”:[[2018,9]]},”references-count“:36,”alternative-id“:[”S187775031800228X“],”URL“http://\/dx.doi.org\/101016\/j.jocs.2018.07.004”,“relation”:{},“ISSN”:[“1877-7503”],“ISSN-type”:[{“value”:“1877-750”,“type”:“print”}],“subject”:[],“published”:{“date-parts”:[[2018,9]]},“assertion”:[{“value”:“Elsevier”,“name”:“publisher”,“label”:“This article is maintained by”},{“value”:“SWIFT evaluation of discrementally monitored算术亚洲期权”,“name:”articletle“,”label“:”article Title“}:“Journal Title”},{“value”:“https:\/\/doi.org\/101016\/j.jocs.2018.07.004”,“name”:“articlelink”,“label”:“CrossRef doi link to publisher maintained version”}、{“value”:“article”,“name:”content_type“,”label“:”content-type“},”value“:”u00a9 2018 Elsevier B.V.保留所有权利。“,”name“:”copyright“,”标签“:”版权“}]}}