Get quick answers to your questions about the article from our AI researcher chatbot
{'id': 'https://openalex.org/W1584777213', 'doi': 'https://doi.org/10.11179/ker1926.70.13', 'title': 'A Gaussian Term Structure Model of Credit Spreads and Valuation of Credit Spread Options', 'display_name': 'A Gaussian Term Structure Model of Credit Spreads and Valuation of Credit Spread Options', 'publication_year': 2002, 'publication_date': '2002-03-30', 'ids': {'openalex': 'https://openalex.org/W1584777213', 'doi': 'https://doi.org/10.11179/ker1926.70.13', 'mag': '1584777213'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/44302/1/148_149_13.pdf', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S2764582592', 'display_name': 'Kyoto University economic review', 'issn_l': '0023-6055', 'issn': ['0023-6055'], 'is_oa': False, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/P4310313424', 'host_organization_name': 'Kyoto University', 'host_organization_lineage': ['https://openalex.org/P4310313424'], 'host_organization_lineage_names': ['Kyoto University'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': [], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5019914237', 'display_name': 'Masaaki Kijima', 'orcid': None}, 'institutions': [{'id': 'https://openalex.org/I22299242', 'display_name': 'Kyoto University', 'ror': 'https://ror.org/02kpeqv85', 'country_code': 'JP', 'type': 'education', 'lineage': ['https://openalex.org/I22299242']}], 'countries': ['JP'], 'is_corresponding': True, 'raw_author_name': 'Masaaki Kijima', 'raw_affiliation_strings': ['Graduate School of Economics, Kyoto University'], 'affiliations': [{'raw_affiliation_string': 'Graduate School of Economics, Kyoto University', 'institution_ids': ['https://openalex.org/I22299242']}]}], 'countries_distinct_count': 1, 'institutions_distinct_count': 1, 'corresponding_author_ids': ['https://openalex.org/A5019914237'], 'corresponding_institution_ids': ['https://openalex.org/I22299242'], 'apc_list': None, 'apc_paid': None, 'fwci': 0.0, 'has_fulltext': False, 'cited_by_count': 7, 'citation_normalized_percentile': {'value': 0.579209, 'is_in_top_1_percent': False, 'is_in_top_10_percent': False}, 'cited_by_percentile_year': {'min': 77, 'max': 78}, 'biblio': {'volume': '70', 'issue': '1', 'first_page': '13', 'last_page': '30'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T11496', 'display_name': 'Determinants of Credit Risk in Financial Markets', 'score': 0.9993, '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/T11496', 'display_name': 'Determinants of Credit Risk in Financial Markets', 'score': 0.9993, '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/T10067', 'display_name': 'Theory and Applications of Option Pricing Models', 'score': 0.9967, '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/T10127', 'display_name': 'Banking and Finance in Economic Systems', 'score': 0.9674, '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/term-structure-models', 'display_name': 'Term Structure Models', 'score': 0.661033}, {'id': 'https://openalex.org/keywords/credit-spread-changes', 'display_name': 'Credit Spread Changes', 'score': 0.625458}, {'id': 'https://openalex.org/keywords/option-pricing', 'display_name': 'Option Pricing', 'score': 0.606434}, {'id': 'https://openalex.org/keywords/volatility-modeling', 'display_name': 'Volatility Modeling', 'score': 0.597898}, {'id': 'https://openalex.org/keywords/market-spreads', 'display_name': 'Market Spreads', 'score': 0.578181}], 'concepts': [{'id': 'https://openalex.org/C186027771', 'wikidata': 'https://www.wikidata.org/wiki/Q4008379', 'display_name': 'Valuation (finance)', 'level': 2, 'score': 0.66630596}, {'id': 'https://openalex.org/C61797465', 'wikidata': 'https://www.wikidata.org/wiki/Q1188986', 'display_name': 'Term (time)', 'level': 2, 'score': 0.5435921}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.48463446}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.4791224}, {'id': 'https://openalex.org/C163716315', 'wikidata': 'https://www.wikidata.org/wiki/Q901177', 'display_name': 'Gaussian', 'level': 2, 'score': 0.42215496}, {'id': 'https://openalex.org/C178350159', 'wikidata': 'https://www.wikidata.org/wiki/Q162714', 'display_name': 'Credit risk', 'level': 2, 'score': 0.4186064}, {'id': 'https://openalex.org/C106159729', 'wikidata': 'https://www.wikidata.org/wiki/Q2294553', 'display_name': 'Financial economics', 'level': 1, 'score': 0.4116755}, {'id': 'https://openalex.org/C144133560', 'wikidata': 'https://www.wikidata.org/wiki/Q4830453', 'display_name': 'Business', 'level': 0, 'score': 0.40681988}, {'id': 'https://openalex.org/C162118730', 'wikidata': 'https://www.wikidata.org/wiki/Q1128453', 'display_name': 'Actuarial science', 'level': 1, 'score': 0.33647138}, {'id': 'https://openalex.org/C10138342', 'wikidata': 'https://www.wikidata.org/wiki/Q43015', 'display_name': 'Finance', 'level': 1, 'score': 0.16861019}, {'id': 'https://openalex.org/C121332964', 'wikidata': 'https://www.wikidata.org/wiki/Q413', 'display_name': 'Physics', 'level': 0, 'score': 0.047290683}, {'id': 'https://openalex.org/C62520636', 'wikidata': 'https://www.wikidata.org/wiki/Q944', 'display_name': 'Quantum mechanics', 'level': 1, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/44302/1/148_149_13.pdf', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S2764582592', 'display_name': 'Kyoto University economic review', 'issn_l': '0023-6055', 'issn': ['0023-6055'], 'is_oa': False, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/P4310313424', 'host_organization_name': 'Kyoto University', 'host_organization_lineage': ['https://openalex.org/P4310313424'], 'host_organization_lineage_names': ['Kyoto University'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [{'id': 'https://metadata.un.org/sdg/8', 'display_name': 'Decent work and economic growth', 'score': 0.41}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 19, 'referenced_works': ['https://openalex.org/W1497351691', 'https://openalex.org/W151924866', 'https://openalex.org/W1521986514', 'https://openalex.org/W1540285226', 'https://openalex.org/W1557689372', 'https://openalex.org/W1620533246', 'https://openalex.org/W1972594402', 'https://openalex.org/W1980661992', 'https://openalex.org/W1983886831', 'https://openalex.org/W1997458855', 'https://openalex.org/W2011886674', 'https://openalex.org/W2041600052', 'https://openalex.org/W2076057077', 'https://openalex.org/W2082317778', 'https://openalex.org/W2086938313', 'https://openalex.org/W2098785780', 'https://openalex.org/W2100935590', 'https://openalex.org/W2122442153', 'https://openalex.org/W2170444200'], 'related_works': ['https://openalex.org/W31264626', 'https://openalex.org/W2996567576', 'https://openalex.org/W2766704827', 'https://openalex.org/W2483827051', 'https://openalex.org/W2408575965', 'https://openalex.org/W2349701777', 'https://openalex.org/W2188117955', 'https://openalex.org/W2166141083', 'https://openalex.org/W2117516143', 'https://openalex.org/W2072608804', 'https://openalex.org/W2019076357', 'https://openalex.org/W1997955876', 'https://openalex.org/W197351128', 'https://openalex.org/W1970097356', 'https://openalex.org/W1932934431', 'https://openalex.org/W1607027149', 'https://openalex.org/W1597266691', 'https://openalex.org/W1568537230', 'https://openalex.org/W1545179493', 'https://openalex.org/W1511201655'], 'abstract_inverted_index': None, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W1584777213', 'counts_by_year': [{'year': 2016, 'cited_by_count': 1}, {'year': 2013, 'cited_by_count': 1}, {'year': 2012, 'cited_by_count': 1}], 'updated_date': '2024-08-31T13:25:49.279070', 'created_date': '2016-06-24'}