{"id":"W1965746347","doi":"10.1142/s0219024902001523","title":"AMERICAN OPTIONS WITH REGIME SWITCHING","year":2002,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":521,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Valuation (finance); Markov chain; Valuation of options; Volatility (finance); Black–Scholes model; Stochastic volatility; Economics; Mathematical economics; Computer science; Econometrics; Finance","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001490069,0.00009469668,0.0002383936,0.000102571,0.00006345941,0.00005745517,0.0002865457,0.00003037767,0.00008305131],"category_scores_gemma":[0.00004969737,0.00008111586,0.00004888083,0.0001452954,0.0003061755,0.00009218798,0.00004064104,0.0001758831,0.00005299568],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002937309,"about_ca_system_score_gemma":0.000007005906,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00000525188,"about_ca_topic_score_gemma":6.608719e-7,"domain_scores_codex":[0.999234,0.000001652237,0.0003956189,0.0001630468,0.00007508623,0.0001306508],"domain_scores_gemma":[0.9992616,0.00006121275,0.0004420851,0.00009485189,0.00008469562,0.00005558221],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00004489772,0.00007280259,0.0001514692,0.000002082471,0.00002963763,0.000005043064,0.0001149776,0.00004159167,0.00003095483,0.9869287,0.00007766939,0.01250019],"study_design_scores_gemma":[0.000567204,0.0001403269,0.002314402,0.00003325917,0.000009099394,0.0001376708,0.00005069222,0.001662619,0.00007641902,0.9802004,0.01463988,0.0001680969],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09852928,0.001129328,0.8672246,0.008828009,0.000186984,0.00009397617,0.0000363398,0.00001485464,0.02395662],"genre_scores_gemma":[0.9854298,0.0004641204,0.01344524,0.0003711725,0.0002112873,0.00001003042,7.97061e-7,0.00001038036,0.00005711817],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8869005,"threshold_uncertainty_score":0.3307809,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01045770502445853,"score_gpt":0.2112132503387128,"score_spread":0.2007555453142543,"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."}}