乐胖代购免代理版

{"id":"https://openalex.org/W2165295466","doi":"https://doi.org/10.1007/s00780-015-0260-4","title":"When terminal facelift enforces delta constraints","display_name":"When terminal facelift enforces delta constraints","publication_year":2015,"publication_date":"2015-02-12","ids":{"openalex":"https://openalex.org/W2165295466","doi":"https://doi.org/10.1007/s00780-015-0260-4","mag":"2165295466"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-015-0260-4","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1307.6020.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5037138829","display_name":"Jean-Fran\u00e7ois Chassagneux","orcid":"https://orcid.org/0000-0003-3729-2361"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Jean-Fran\u00e7ois Chassagneux","raw_affiliation_strings":["Department of Mathematics, Imperial College London, South Kensington Campus, London, SW7 2AZ, UK"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Imperial College London, South Kensington Campus, London, SW7 2AZ, UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085971810","display_name":"Romuald \u00c9lie","orcid":null},"institutions":[{"id":"https://openalex.org/I4210144844","display_name":"Laboratoire d\u2019Analyse et de Math\u00e9matiques Appliqu\u00e9es","ror":"https://ror.org/0581g8849","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I197681013","https://openalex.org/I4210141950","https://openalex.org/I4210144844","https://openalex.org/I4210154111"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Romuald Elie","raw_affiliation_strings":["Laboratoire d'Analyse et de Math\u00e9matiques Appliqu\u00e9es, Universit\u00e9 de Marne-la-Vall\u00e9e, 5, boulevard Descartes, Cit\u00e9 Descartes - Champs-sur-Marne, 77454, Marne-la-Vall\u00e9e cedex 2, France"],"affiliations":[{"raw_affiliation_string":"Laboratoire d'Analyse et de Math\u00e9matiques Appliqu\u00e9es, Universit\u00e9 de Marne-la-Vall\u00e9e, 5, boulevard Descartes, Cit\u00e9 Descartes - Champs-sur-Marne, 77454, Marne-la-Vall\u00e9e cedex 2, France","institution_ids":["https://openalex.org/I4210144844"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051885232","display_name":"Idris Kharroubi","orcid":"https://orcid.org/0000-0003-4192-4712"},"institutions":[{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Idris Kharroubi","raw_affiliation_strings":["Universit\u00e9 Paris Dauphine, Place du Mar\u00e9chal De Lattre De Tassigny, 75775, Paris cedex 16, France"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Paris Dauphine, Place du Mar\u00e9chal De Lattre De Tassigny, 75775, Paris cedex 16, France","institution_ids":["https://openalex.org/I56435720"]}]}],"institution_assertions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5037138829"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890,"provenance":"doaj"},"apc_paid":null,"fwci":3.831,"has_fulltext":true,"fulltext_origin":"pdf","cited_by_count":15,"citation_normalized_percentile":{"value":0.804063,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":89},"biblio":{"volume":"19","issue":"2","first_page":"329","last_page":"362"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9926,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.981,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.6140428},{"id":"https://openalex.org/keywords/terminal-value","display_name":"Terminal value","score":0.4827068}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.6140428},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.55806994},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5226462},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.52055323},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5125694},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.5036413},{"id":"https://openalex.org/C47096860","wikidata":"https://www.wikidata.org/wiki/Q575542","display_name":"Terminal value","level":4,"score":0.4827068},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.47170708},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.4325741},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.42465314},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2807477},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22850168},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.16539896},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16288328},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.15832984},{"id":"https://openalex.org/C76087492","wikidata":"https://www.wikidata.org/wiki/Q1047352","display_name":"Cash management","level":3,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C2778083465","wikidata":"https://www.wikidata.org/wiki/Q693464","display_name":"Cash","level":2,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-015-0260-4","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":null,"pdf_url":"https://arxiv.org/pdf/1307.6020.pdf","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1307.6020v1","pdf_url":"https://arxiv.org/pdf/1307.6020","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false}],"best_oa_location":{"is_oa":true,"landing_page_url":null,"pdf_url":"https://arxiv.org/pdf/1307.6020.pdf","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":22,"referenced_works":["https://openalex.org/W1487555560","https://openalex.org/W1507126399","https://openalex.org/W1593038947","https://openalex.org/W1604703536","https://openalex.org/W1646057716","https://openalex.org/W1846487531","https://openalex.org/W1939092666","https://openalex.org/W1975076156","https://openalex.org/W1994791309","https://openalex.org/W1996120958","https://openalex.org/W2018055712","https://openalex.org/W2020354724","https://openalex.org/W2042683957","https://openalex.org/W2052101178","https://openalex.org/W2053187709","https://openalex.org/W2075749097","https://openalex.org/W2086565819","https://openalex.org/W2093416580","https://openalex.org/W2157883119","https://openalex.org/W2332936287","https://openalex.org/W2493936716","https://openalex.org/W3125183157"],"related_works":["https://openalex.org/W63276214","https://openalex.org/W4319264329","https://openalex.org/W3121173864","https://openalex.org/W3099902175","https://openalex.org/W2951593421","https://openalex.org/W2144036222","https://openalex.org/W2141791186","https://openalex.org/W2070165471","https://openalex.org/W1992516357","https://openalex.org/W1968042975"],"abstract_inverted_index":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2165295466","counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":8},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2025-01-16T03:26:27.213544","created_date":"2016-06-24"}