{“id”:“https://openalex.org/W19877823072“,”doi“:”https://doi.org/10.1287/moor.2013.0613“,”title“:”Closed-Form Expansion,Conditional Expectation,and Option Valuation“,”display_name“:”Closed-Form Expansation,ConditionalExpectation and Option Valueing“,”publication_year“:2013,”publiction_date“:”2013-08-02“,”ids“:{”openalex“:”https://openalex.org/W19877823072“,”doi“:”https://doi.org/10.1287/moor.2013.0613“,”mag“:”1987823072“},”language“:”en“,”primary_location“:{”is_oa“:false,”landing_page_url“:”https://doi.org/10.1287/moor.2013.0613“,”pdf_url“:空,”源“:{”id“:”https://openalex.org/S55826652“,”display_name“:”运筹学数学“,”issn_l“:”0364-765X“,”isn“:[”03647-765X“,“1526-5471”],”is_oa“:false,”is-in_doaj“:false,”is_core“:true,”host_organization“:”https://openalex.org/P4310315699“,”“host_organization_name”:“运筹学与管理科学研究所”,“host_ordanization_lineage”:[“https://openalex.org/P4310315699“],”host_organization_lineage_names“:[”运筹学与管理科学研究所“],“type”:“journal”},“license”:null,“licence_id”:null,“version”:null,“is_accepted”:false,“is_published”:false},”type“:”article“,”type_crossref“:“joural-article”,“indexed_in”:[”crossref“]oa_url“:null,”any_repository_has_fulltext“:false},”作者身份“:[{”作者位置“:”第一个“,”作者“:{”id“:”https://openalex.org/A5101943708“,”display_name“:”陈旭丽“,”兽人“:”https://orcid.org/0000-0002-6002-2610},“机构”:[{“id”:https://openalex.org/I20231570“,”display_name“:”北京大学“,”ror“:”https://ror.org/02v51f717“,”country_code“:”CN“,”type“:“教育”,”世系“:[”https://openalex.org/I20231570“]}],”国家“:[”CN“],”is_corresponding“:true,”raw_author_name“:”李晨旭“,”raw _ afiliation_strings“:[“北京大学光华管理学院,中国北京,100871”],”affiliations“:[{”raw_ afiliation _string“:”北京大学光化管理学院,北京,100861”,“institution_ids”:[“https://openalex.org/I20231570“]}]}],”institution_assertions“:[],”countries_distiction_count“:1,”institutions_disticent_count”:1,“corresponding_author_ids”:[“https://openalex.org/A5101943708“],”对应的机构ID“:[”https://openalex.org/I20231570“],”apc_list“:null,”apc _ paid“:nul,”fwci“:7.607,”has_fulltext“:false,”cited_by_count“:43,”citation_normalized_percentile“:{”value“:0.972252,”is_in_top_1_percent“:false,”is_ in_top_ 10_percennt“:true},”cited_by_percentile_year“:{”min“:95,”max“:96},“biblio”:{“volume”:“39”,“issue”:“2”,”first_percent.年龄“:”487“,”last_page“:”516“},”is_retracted“:false,”is_paratext“:false,”primary_topic“:{”id“:”https://openalex.org/T10067“,”“display_name”:“期权定价模型的理论与应用”,“score”:0.9995,“subfield”:{“id”:“https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”display_name“:”社会科学“}},”主题“:[{”id“:”https://openalex.org/T10067“,”“display_name”:“期权定价模型的理论与应用”,“score”:0.9995,“subfield”:{“id”:“https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”“display_name”:“社会科学”}},{”id“:”https://openalex.org/T10282“,”display_name“:”金融波动建模与预测“,”score“:0.9929,”subfield“:{”id“:”https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”“display_name”:“社会科学”}},{”id“:”https://openalex.org/T11976“,”“display_name”:“实物期权在投资策略中的应用”,“score”:0.9682,“subfield”:{“id”:“https://openalex.org/subfields/2003“,”display_name“:”Finance“},”field“:{”id“:”https://openalex.org/fields/20网站“,”display_name“:”经济学、计量经济学和金融“},”域“:{”id“:”https://openalex.org/domains/2“,”display_name“:”社会科学“}}],”关键词“:[{”id“:”https://openalex.org/keywords/asymptotic-expansion(https://openalex.org/keywords/asymptotic-expansion)“,”display_name“:”渐近展开“,”score“:0.59570986},{”id“:”https://openalex.org/keywords/volatility-modeling网站“,”display_name“:”波动性建模“,”score“:0.540598},{”id“:”https://openalex.org/keywords/多变量分析“,”display_name“:”Multivariate Analysis“,”score“:0.526656},{”id“:”https://openalex.org/keywords/malliavin-calculus“,”display_name“:”Malliavin演算“,”score“:0.52142525},{”id“:”https://openalex.org/keywords/option-pricing“,”display_name“:”期权定价“,”score“:0.513316},{”id“:”https://openalex.org/keywords/interated函数“,”display_name“:”迭代函数“,”score“:0.43859875}],”concepts“:[{”id“:”https://openalex.org/C33923547,“wikidata”:https://www.wikidata.org/wiki/Q395“,”display_name“:”数学“,”等级“:0,”分数“:0.7979573},{”id“:”https://openalex.org/C11683690,“wikidata”:https://www.wikidata.org/wiki/Q752726“,”display_name“:”渐近展开“,”level“:2,”score“:0.59570986},{”id“:”https://openalex.org/C11505638,“wikidata”:https://www.wikidata.org/wiki/Q6744166“,”display_name“:”Malliavin演算“,”level“:4,”score“:0.52142525},{”id“:”https://openalex.org/C28826006,“wikidata”:https://www.wikidata.org/wiki/Q33521“,”display_name“:”应用数学“,”level“:1,”score“:0.4888977},{”id“:”https://openalex.org/C194483076,“wikidata”:https://www.wikidata.org/wiki/Q380382“,”display_name“:”期权估值“,”level“:2,”score“:0.47067246},{”id“:”https://openalex.org/C144237770,“wikidata”:https://www.wikidata.org/wiki/Q747534“,”display_name“:”数理经济学“,”level“:1,”score“:0.4623915},{”id“:”https://openalex.org/C140479938,“wikidata”:https://www.wikidata.org/wiki/Q5254619“,”display_name“:”迭代函数“,”level“:2,”score“:0.43859875},{”id“:”https://openalex.org/C149782125,“wikidata”:https://www.wikidata.org/wiki/Q160039“,”display_name“:”计量经济学“,”level“:1,”score“:0.30451593},{”id“:”https://openalex.org/C93779851,“wikidata”:https://www.wikidata.org/wiki/Q271977“,”display_name“:”偏微分方程“,”level“:2,”score“:0.1854966},{”id“:”https://openalex.org/C134306372,“wikidata”:https://www.wikidata.org/wiki/Q7754“,”display_name“:”数学分析“,”level“:1,”score“:0.18208057},{”id“:”https://openalex.org/C84629840,“wikidata”:https://www.wikidata.org/wiki/Q16979017“,”display_name“:”随机偏微分方程“,”level“:3,”score“:0.09967014}],”mesh“:[],”locations_count“:1,”location“:[{”is_oa“:false,”landing_page_url“:”https://doi.org/10.1287/moor.2013.0613“,”pdf_url“:空,”源“:{”id“:”https://openalex.org/S55826652“,”display_name“:”运筹学数学“,”issn_l“:”0364-765X“,”isn“:[”03647-765X“,“1526-5471”],”is_oa“:false,”is-in_doaj“:false,”is_core“:true,”host_organization“:”https://openalex.org/P4310315699“,”“host_organization_name”:“运筹学与管理科学研究所”,“host_ordanization_lineage”:[“https://openalex.org/P4310315699“],”host_organization_lineage_names“:[”运筹学与管理科学研究所“],“type”:“journal”},“license”:null,“licence_id”:null,“version”:nully,“is_accepted”:false,“is_published”:false}],“best_oa_location”:nul,“sustainable_development_goals”:[],“grants”:[],“datasets”:【】,“versions”:[】,“referenced_works_count”:86,“referenced_works“:[”https://openalex.org/W105642227","https://openalex.org/W1422901211","https://openalex.org/W1497069773","https://openalex.org/W1503295912","https://openalex.org/W15144815886","https://openalex.org/W1522203873","https://openalex.org/W1523145195","https://openalex.org/W1529305232","https://openalex.org/W1575104486","https://openalex.org/W1580561995","https://openalex.org/W1597517751","https://openalex.org/W1597885209","https://openalex.org/W1674151627","https://openalex.org/W16829459","https://openalex.org/W1893365611","https://openalex.org/W1970983928","https://openalex.org/W1971211088","https://openalex.org/W1975665846","https://openalex.org/W1980610791","https://openalex.org/W1981187639","https://openalex.org/W1985377459","https://openalex.org/W1994177366","https://openalex.org/W2010316025","https://openalex.org/W2012421353","https://openalex.org/W2012804516","https://openalex.org/W2015005761","https://openalex.org/W2017032949","https://openalex.org/W2017829019","https://openalex.org/W2023240121","https://openalex.org/W2028094085","https://openalex.org/W2029197183","https://openalex.org/W2035925506","https://openalex.org/W2043297682","https://openalex.org/W2045855334","https://openalex.org/W2056257481","https://openalex.org/W2064978316","https://openalex.org/W2065242466","https://openalex.org/W2068456731","https://openalex.org/W2072118886","https://openalex.org/W2077791698","https://openalex.org/W2084044200","https://openalex.org/W2093240633","https://openalex.org/W2098038575","https://openalex.org/W2099263939","https://openalex.org/W2099993341","https://openalex.org/W2107053973","https://openalex.org/W2132948666","https://openalex.org/W2136918784","https://openalex.org/W2137555886","https://openalex.org/W2139245351","https://openalex.org/W2155276947","https://openalex.org/W2171056870","https://openalex.org/W2334187245","https://openalex.org/W2340364767","https://openalex.org/W2798185321","https://openalex.org/W3021444882","https://openalex.org/W3023084217","https://openalex.org/W3039948875","https://openalex.org/W3121161177","https://openalex.org/W31212324724","https://openalex.org/W3121861658","https://openalex.org/W3122325191","https://openalex.org/W3122735458","https://openalex.org/W3122832813","https://openalex.org/W3123321876","https://openalex.org/W3123594956","https://openalex.org/W3124191912","https://openalex.org/W3124999545","https://openalex.org/W3125018527","https://openalex.org/W3125050320","https://openalex.org/W3125324979","https://openalex.org/W3125856767","https://openalex.org/W4206365503","https://openalex.org/W4231021340","https://openalex.org/W4231057775","https://openalex.org/W4233017552","https://openalex.org/W4236567486","https://openalex.org/W4243551594","https://openalex.org/W4254939923","https://openalex.org/W4285719527","https://openalex.org/W4297748063","https://openalex.org/W586097531","https://openalex.org/W612855497","https://openalex.org/W639988616","https://openalex.org/W658768638网址","https://openalex.org/W69337820“],”related_works“:[”https://openalex.org/W600226944","https://openalex.org/W4382142167","https://openalex.org/W3103325625","https://openalex.org/W2953877323网址","https://openalex.org/W2262845749","https://openalex.org/W2045059238","https://openalex.org/W1982849178","https://openalex.org/W1601259633","https://openalex.org/W1569513490","https://openalex.org/W1486898455“],”abstract_inverted_index“:{”启蒙“:[0],”by“:[1275],”the“:[2,57104122244253270280283],”theory“:[3],”of“:[4,10,60,67,70106121141185187199212255269279286],”Watanabe“:[5],“[渡边”:[6],“S”:[7],”(1987)“:[8],”Analysis“:[9],”Wiener“:[11],”functionals“:[12],“(Malliavin”:[13],“微积分”:[14],“和“:[15,29,92145177204239264],”its“:[16,30240],”applications“:%17],”to“:[18,43,80103163243],”heat“:[19],”kernels。“:[20],”安“:[21130],”概率。“:[22132],”15:1\u201339]“:[23],”for“:[24,40155181207],”analysis“:[25],”generalized“:[26],”random“:[27],“variables”:[28],”further“:[31],”development“:[32],“in”:[33126159195201221231258],“Yoshida”:[34],“[Yoshida]”:[35],“N”:[36],“(1992a)”:[37],“渐近”:[38],“扩展s“:[39154],”统计“:[41],”相关“:[42],”小“:[44],”扩散。“:[45],”J.“:[46],”日本“:[47],”统计师。“:[48],”Soc.“:[49],”22:139\u2013159],“:[50],”Takahashi“:[51,73,93,96116],”[高桥“:[52],”A“:[53,74,97117],”(1995)“:[54],”Essays“:[55],”on“:[56137234],”估值“:[58105],”问题“:[59],”或有“:[61,82109127],”索赔。“:[62,83110],“博士”:[63],“论文”:[64],“哈斯”:[65],“学校”:[66],“商业”:[68],“大学”:[69],“加利福尼亚”:[71],“伯克利”:[72],“(1999)”:[75],“安”:[76],“渐近”:[77100123153],“扩张”:[78101124281],“方法”:[79102125],“定价”:[81232],“亚太”:[84],“金融”:[85],“市场”:[86],“6:115\u2013151]”:[87],“如“:[88,90],”well“:[89],”Kunitomo“:[91114],”[Kunitoma“:[94],”N,“:[95115],”(2001)“:[98],”The“:[99210267],”interest“:[107],”rate“:[108],”Math。“:[111],“财务”:[112],“11(1):117\u2013151,”:[113],“(2003)”:[118],“关于”:[119],“有效性”:[120],“索赔”:[128],“分析。“:[129],”应用程序。“:[131],”13(3):914\u2013952]“:[133],”等,“:[134],”我们“:[135172251],”焦点“:[136],”a“:[138147196],”宽“:[139],”范围“:[140198],”多元“:[142],”扩散“:[143238],”模型“:[144219],”建议“:[146],”一般“:[148],”概率“:[149],”方法“:[150214257271],“小”时间“:[152],”近似“:[156],”期权“:[157],”价格“:[158],”简单“:[160],”封闭形式“:[161179],”向上“:[162],”an“:[164174229],”任意“:[165],”命令。“:[166],“To”:[167],“显式”:[168],“construct”:[169],“correction”:[170],“terms”:[171],“introduce”:[173],“efficient”:[175],“algorithm”:[1],“novel”:%178],“formulas”:[180],“computing”:[182],“条件”:[183],“期望”:[184],“乘法”:[186],“iterated”:[188],“随机”:[189205248],“积分”:[190],“其中”:[191],“是”:[192],“潜在“:[193],“有用”:[194],“更广泛”:[197],“主题”:[200],“应用”:[202],“概率”:[203],“建模”:[206],“操作”:[208],“研究”。“:[209],“性能”:[211],“我们的”:[213256],“是”:[215272],“图解说明”:[216],“通过”:[217],“各种”:[218],“嵌套”:[220],“常量”:[222],“弹性”:[223],“方差”:[225],“类型”:[226],“过程”。“:[227],”With“:[228],”application“:[230],”options“:[233],”VIX“:[235],”under“:[236],”GARCH“:[237],”multifactor“:[241],”generalized“:[242],”Gatheral“:[245],”double“:[246],”lognormal“:[247],”volatility“:[249],”models“:[250],”demonstrate“:[252],”多功能性“:[254],”交易“:[259],“With”:[260],“analyticly”:[261],“顽固”:[262],“非L\u00e9vy“:[263],”非仿射“:[265],”模型。“:[266],”稳健性“:[268],”理论上“:[273],”支持“:[274],”证明“:[276],”统一“:[277],”收敛“:[278],”超过“:[282],”整体“:[284],”集合“:[285],”参数。“:[287]},”cited_by_api_url“:”https://api.openalex.org/works?filter=cites:W1987823072“,”“counts_by_year”:[{“年份”:2024,”“cited_by_count”:4},{“年度”:2023,”“cited_by_cunt”:3},}“年”:2022,”“cited_by-count”“:1},,{”“年”“:2021,”“引用_by_cont”:4},”“年份”“:2020,”“引文_by_cust”:3},“年份”:2016,“引用_ by_count”:6},{“年份”:2015,“引用_by_counts”:8},}“年份“:2014,”引用_ by-count“:1},{“年份”:2013,“引用_ by_count”:3},{”年份“:2012,”引用_ by-count“:5}],”更新日期“:“2024-09-17T15:04:25.191318”,“创建日期”:“2016-06-24”}