[{"data": {"name": "Empirical Martingale Simulation for Asset Prices", "@type": "ScholarlyArticle", "genre": "journal-article", "author": [{"name": "Jin-Chuan Duan", "@type": "Person"}, {"name": "Jean-Guy Simonato", "@type": "Person"}], "@context": "http://schema.org/", "encoding": [{"@type": "MediaObject", "contentUrl": "http://www.cirano.qc.ca/pdf/publication/95s-43.pdf", "encodingFormat": "application/pdf"}, {"@type": "MediaObject", "contentUrl": "http://pdfs.semanticscholar.org/3632/52e5f89b6eaf1e4d7d283c9eddbcd12115f1.pdf", "encodingFormat": "application/pdf"}, {"@type": "MediaObject", "contentUrl": "https://cirano.qc.ca/files/publications/95s-43.pdf", "encodingFormat": "application/pdf"}], "publisher": {"name": "Institute for Operations Research and the Management Sciences (INFORMS)", "@type": "Organization"}, "identifier": [{"@type": "PropertyValue", "value": "10.1287/mnsc.44.9.1218", "propertyID": "DOI"}, {"@type": "PropertyValue", "value": "CCjaoeUuuyVWP-CTtpTEo7bUiy6-CD3SWrCEersb7-CR4hknKpde2b6", "propertyID": "ISCC"}], "datePublished": "1998-09-01"}, "schema": "schema.org", "mediatype": "application/ld+json"}]