乐胖代购免代理版

{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,9]],"date-time":"2024-08-09T20:29:37Z","timestamp":1723235377607},"reference-count":24,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2018,5,1]],"date-time":"2018-05-01T00:00:00Z","timestamp":1525132800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"},{"start":{"date-parts":[[2022,5,1]],"date-time":"2022-05-01T00:00:00Z","timestamp":1651363200000},"content-version":"vor","delay-in-days":1461,"URL":"http:\/\/www.elsevier.com\/open-access\/userlicense\/1.0\/"}],"funder":[{"DOI":"10.13039\/501100003725","name":"National Research Foundation of Korea (NRF)","doi-asserted-by":"crossref","id":[{"id":"10.13039\/501100003725","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100003725","name":"National Research Foundation of Korea","doi-asserted-by":"crossref","award":["NRF-2016R1C1B2014017"],"id":[{"id":"10.13039\/501100003725","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100003725","name":"National Research Foundation of Korea (NRF)","doi-asserted-by":"crossref","award":["NRF-2017R1A5A1015722"],"id":[{"id":"10.13039\/501100003725","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100003725","name":"National Research Foundation of Korea","doi-asserted-by":"crossref","award":["NRF-2017R1C1B1001811"],"id":[{"id":"10.13039\/501100003725","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Journal of Computational and Applied Mathematics"],"published-print":{"date-parts":[[2018,5]]},"DOI":"10.1016\/j.cam.2017.10.031","type":"journal-article","created":{"date-parts":[[2017,10,31]],"date-time":"2017-10-31T18:33:45Z","timestamp":1509474825000},"page":"116-130","update-policy":"http:\/\/dx.doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":12,"special_numbering":"C","title":["The pricing of dynamic fund protection with default risk"],"prefix":"10.1016","volume":"333","author":[{"given":"Junkee","family":"Jeon","sequence":"first","affiliation":[]},{"given":"Ji-Hun","family":"Yoon","sequence":"additional","affiliation":[]},{"given":"Chang-Rae","family":"Park","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.cam.2017.10.031_b1","first-page":"441-99-96","article-title":"Equity-indexed annuities: New territory on the efficient frontier","author":"Mitchell","year":"1996","journal-title":"Soc. Actuar. Study Note"},{"issue":"4","key":"10.1016\/j.cam.2017.10.031_b2","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1080\/10920277.2000.10595945","article-title":"Valuing equity-index annuities","volume":"4","author":"Tiong","year":"2000","journal-title":"N. Am. Actuar. J."},{"issue":"2","key":"10.1016\/j.cam.2017.10.031_b3","doi-asserted-by":"crossref","first-page":"28","DOI":"10.1080\/10920277.2000.10595894","article-title":"Pricing dynamic investment fund protection","volume":"4","author":"Gerber","year":"2000","journal-title":"N. Am. Actuar. J."},{"key":"10.1016\/j.cam.2017.10.031_b4","doi-asserted-by":"crossref","first-page":"60","DOI":"10.1080\/10920277.2003.10596087","article-title":"Pricing dynamic perpetual fund protection with withdrawal option","volume":"7","author":"Gerber","year":"2003","journal-title":"N. Am. Actuar. J."},{"issue":"3","key":"10.1016\/j.cam.2017.10.031_b5","doi-asserted-by":"crossref","first-page":"31","DOI":"10.1080\/10920277.2001.10595996","article-title":"Dynamic fund protection","volume":"5","author":"Imai","year":"2001","journal-title":"N. Am. Actuar. J."},{"issue":"1","key":"10.1016\/j.cam.2017.10.031_b6","doi-asserted-by":"crossref","first-page":"48","DOI":"10.1080\/10920277.2003.10596076","article-title":"Pricing lookback options and dynamic guarantees dynamic investment fund protection","volume":"7","author":"Gerber","year":"2003","journal-title":"N. Am. Actuar. J."},{"key":"10.1016\/j.cam.2017.10.031_b7","doi-asserted-by":"crossref","first-page":"357","DOI":"10.1016\/j.insmatheco.2006.05.006","article-title":"Lookback options and dynamic fund protection under multiscale stochastic volatility","volume":"40","author":"Wong","year":"2007","journal-title":"Insurance Math. Econom."},{"key":"10.1016\/j.cam.2017.10.031_b8","doi-asserted-by":"crossref","first-page":"273","DOI":"10.1016\/j.insmatheco.2003.12.004","article-title":"Reset and withdrawal rights in dynamic fund protection","volume":"34","author":"Chu","year":"2004","journal-title":"Insurance Math. Econom."},{"key":"10.1016\/j.cam.2017.10.031_b9","doi-asserted-by":"crossref","first-page":"267","DOI":"10.1016\/j.najef.2016.05.004","article-title":"Pricing chained dynamic fund protection","volume":"37","author":"Han","year":"2016","journal-title":"N. Am. J. Econ. Financ."},{"key":"10.1016\/j.cam.2017.10.031_b10","doi-asserted-by":"crossref","first-page":"267","DOI":"10.1111\/j.1540-6261.1987.tb02567.x","article-title":"The pricing of options with default risk","volume":"42","author":"Johnson","year":"1987","journal-title":"J. Finance"},{"key":"10.1016\/j.cam.2017.10.031_b11","doi-asserted-by":"crossref","first-page":"1211","DOI":"10.1016\/0378-4266(95)00052-6","article-title":"Pricing Black\u2013Scholes options with correlated credit risk","volume":"50","author":"Klein","year":"1996","journal-title":"J. Bank. Finance"},{"issue":"2","key":"10.1016\/j.cam.2017.10.031_b12","doi-asserted-by":"crossref","first-page":"135","DOI":"10.1002\/fut.20136","article-title":"Pricing vulnerable options in incomplete markets","volume":"25","author":"Hung","year":"2005","journal-title":"J. Futures Mark."},{"issue":"5","key":"10.1016\/j.cam.2017.10.031_b13","doi-asserted-by":"crossref","first-page":"414","DOI":"10.1108\/03074351011039436","article-title":"Vulnerable American options","volume":"36","author":"Klein","year":"2010","journal-title":"Managerial Financ."},{"key":"10.1016\/j.cam.2017.10.031_b14","doi-asserted-by":"crossref","first-page":"48","DOI":"10.1016\/j.frl.2011.07.001","article-title":"A jump-diffusion approach to modelling vulnerable option pricing","volume":"9","author":"Xu","year":"2012","journal-title":"Finance Res. Lett."},{"key":"10.1016\/j.cam.2017.10.031_b15","doi-asserted-by":"crossref","first-page":"7","DOI":"10.1016\/j.aml.2014.03.007","article-title":"Pricing vulnerable options under a stochastic volatility model","volume":"34","author":"Yang","year":"2014","journal-title":"Appl. Math. Lett."},{"issue":"2","key":"10.1016\/j.cam.2017.10.031_b16","doi-asserted-by":"crossref","first-page":"838","DOI":"10.1016\/j.jmaa.2014.09.015","article-title":"The pricing of vulnerable options with double Mellin transforms","volume":"422","author":"Yoon","year":"2015","journal-title":"J. Math. Anal. Appl."},{"issue":"2","key":"10.1016\/j.cam.2017.10.031_b17","doi-asserted-by":"crossref","first-page":"676","DOI":"10.1016\/j.camwa.2015.12.038","article-title":"Valuing vulnerable geometric Asian options","volume":"71","author":"Jeon","year":"2016","journal-title":"Comput. Math. Appl."},{"key":"10.1016\/j.cam.2017.10.031_b18","doi-asserted-by":"crossref","first-page":"19","DOI":"10.1016\/j.insmatheco.2014.10.007","article-title":"Analytical pricing of vulnerable options under a generalized jump-diffusion model","volume":"60","author":"Fard","year":"2015","journal-title":"Insurance Math. Econom."},{"key":"10.1016\/j.cam.2017.10.031_b19","doi-asserted-by":"crossref","first-page":"259","DOI":"10.1016\/j.cam.2016.09.024","article-title":"Pricing vulnerable path-dependent options using integral transforms","volume":"313","author":"Jeon","year":"2017","journal-title":"J. Comput. Appl. Math."},{"issue":"4","key":"10.1016\/j.cam.2017.10.031_b20","first-page":"457","article-title":"A note on Mellin transform and partial differential equations","volume":"34","author":"Hassan","year":"2009","journal-title":"Int. J. Pure Appl. Math."},{"issue":"9","key":"10.1016\/j.cam.2017.10.031_b21","first-page":"127","article-title":"Image options and the road to barriers","volume":"14","author":"Buchen","year":"2001","journal-title":"Risk Mag."},{"key":"10.1016\/j.cam.2017.10.031_b22","doi-asserted-by":"crossref","first-page":"43","DOI":"10.1016\/j.mcm.2004.07.008","article-title":"Option pricing with Mellin transforms","volume":"40","author":"Panini","year":"2004","journal-title":"Math. Comput. Modelling"},{"issue":"2","key":"10.1016\/j.cam.2017.10.031_b23","doi-asserted-by":"crossref","first-page":"496","DOI":"10.1016\/j.cnsns.2015.12.019","article-title":"An integral equation representation approach for valuing Russian options with a finite time horizon","volume":"36","author":"Jeon","year":"2016","journal-title":"Commun. Nonlinear Sci. Numer. Simul."},{"issue":"2","key":"10.1016\/j.cam.2017.10.031_b24","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1111\/j.0960-1627.2005.00219.x","article-title":"A new method of pricing lookback options","volume":"15","author":"Buchen","year":"2005","journal-title":"Math. Finance"}],"container-title":["Journal of Computational and Applied Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377042717305320?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377042717305320?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2022,5,1]],"date-time":"2022-05-01T02:15:19Z","timestamp":1651371319000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0377042717305320"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,5]]},"references-count":24,"alternative-id":["S0377042717305320"],"URL":"https:\/\/doi.org\/10.1016\/j.cam.2017.10.031","relation":{},"ISSN":["0377-0427"],"issn-type":[{"value":"0377-0427","type":"print"}],"subject":[],"published":{"date-parts":[[2018,5]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"The pricing of dynamic fund protection with default risk","name":"articletitle","label":"Article Title"},{"value":"Journal of Computational and Applied Mathematics","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.cam.2017.10.031","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2017 Elsevier B.V.","name":"copyright","label":"Copyright"}]}}