{"id":"W1548680250","doi":"10.2139/ssrn.1984885","title":"Valuing GWBs with Stochastic Interest Rates and Volatility","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"ca_institutions":"Canadian Meteorological and Oceanographic Society; University of Toronto","funders":"","keywords":"Interest rate; Economics; Stochastic volatility; Financial economics; Volatility (finance); Econometrics; Actuarial science; Monetary economics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001987386,0.0005804243,0.000789586,0.0009078995,0.0002316478,0.002769498,0.000566344,0.001795333,0.001913229],"category_scores_gemma":[0.01016835,0.00032748,0.000413005,0.0009313888,0.001023405,0.004240673,0.001202934,0.0008201149,0.0001560026],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008342707,"about_ca_system_score_gemma":0.0003113591,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007549882,"about_ca_topic_score_gemma":0.000348524,"domain_scores_codex":[0.9996063,0.0001749043,0.00002352042,0.0000503498,0.00009045445,0.00005454766],"domain_scores_gemma":[0.9978124,0.001510022,0.00023042,0.0001120851,0.0001443585,0.0001906832],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002811463,0.00006078418,0.005401232,0.00008221535,0.00005229859,0.0005564906,0.0001485355,0.7397376,0.007674284,0.2205687,0.0004945451,0.02494216],"study_design_scores_gemma":[0.000008291016,0.00004437956,0.000513694,0.00001123277,0.000007507358,0.00004424138,0.00005479005,0.9124387,0.0006686448,0.08586355,0.0003352098,0.00000979059],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6802385,0.0004932383,0.3113033,0.00065666,0.00008695189,0.00004502151,0.0000786274,0.0001002159,0.006997513],"genre_scores_gemma":[0.9859763,0.0001812416,0.01171657,0.00002804329,0.00002882373,0.00001110725,0.00004463035,0.00002651442,0.001986702],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002769498,"threshold_uncertainty_score":0.01051039,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0234935982783737,"score_gpt":0.2333100727404891,"score_spread":0.2098164744621154,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}