{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,17]],"date-time":"2025-09-17T15:00:28Z","timestamp":1758121228894},"reference-count":9,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2011,1]]},"DOI":"10.1137\/090779905","type":"journal-article","created":{"date-parts":[[2011,1,20]],"date-time":"2011-01-20T23:10:06Z","timestamp":1295565006000},"page":"55-78","source":"Crossref","is-referenced-by-count":7,"title":["On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case"],"prefix":"10.1137","volume":"2","author":[{"given":"Mats","family":"Brod\u00e9n","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Magnus","family":"Wiktorsson","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","reference":[{"key":"R1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(99)00049-5"},{"key":"R3","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(80)90003-3"},{"key":"R6","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2008.11.002"},{"key":"R8","doi-asserted-by":"publisher","DOI":"10.1080\/1045112021000025934"},{"key":"R10","doi-asserted-by":"publisher","DOI":"10.1007\/PL00013539"},{"key":"R11","doi-asserted-by":"publisher","DOI":"10.1111\/j.0960-1627.2005.00221.x"},{"key":"R13","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-007-0042-8"},{"key":"R14","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.40.6.798"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/090779905","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,1,29]],"date-time":"2017-01-29T17:01:34Z","timestamp":1485709294000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/090779905"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,1]]},"references-count":9,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2011,1]]}},"alternative-id":["10.1137\/090779905"],"URL":"https:\/\/doi.org\/10.1137\/090779905","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,1]]}}}