[{"data": {"name": "Testing derivatives pricing models under higher-order moment swaps", "@type": "ScholarlyArticle", "genre": "journal-article", "author": [{"name": "Ako Doffou", "@type": "Person"}], "license": "cc-by", "@context": "http://schema.org/", "encoding": [{"@type": "MediaObject", "contentUrl": "https://www.emeraldinsight.com/doi/pdfplus/10.1108/SEF-04-2018-0106", "encodingFormat": "application/pdf"}], "publisher": {"name": "Emerald", "@type": "Organization"}, "identifier": [{"@type": "PropertyValue", "value": "10.1108/sef-04-2018-0106", "propertyID": "DOI"}, {"@type": "PropertyValue", "value": "CCaGqXUHL7AeE-CTgBGediKGyEg-CDcaFgh18WMDH-CR2oNxqEsCVmy", "propertyID": "ISCC"}], "datePublished": "2019-03-18"}, "schema": "schema.org", "mediatype": "application/ld+json"}]