{"id":"W1969436586","doi":"10.1007/s10915-013-9739-3","title":"A Comparison of Iterated Optimal Stopping and Local Policy Iteration for American Options Under Regime Switching","year":2013,"lang":"en","type":"article","venue":"Journal of Scientific Computing","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Iterated function; Mathematics; Optimal stopping; Jump diffusion; Jump; Convergence (economics); Applied mathematics; Stopping time; Mathematical optimization; Mathematical analysis; Statistics","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":[0.008936016,0.0008089195,0.002717664,0.001116143,0.0007925168,0.002096178,0.002144561,0.002280283,0.003726732],"category_scores_gemma":[0.03105047,0.0006819642,0.001217767,0.0008149815,0.00187672,0.003027274,0.002180482,0.002343065,0.0002560826],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001321631,"about_ca_system_score_gemma":0.002665302,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003449308,"about_ca_topic_score_gemma":0.003216643,"domain_scores_codex":[0.9973711,0.001801199,0.0001215864,0.0002278,0.0002913031,0.0001869397],"domain_scores_gemma":[0.9668419,0.02837756,0.0009744467,0.001329384,0.001501178,0.0009753648],"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":[0.0006748665,0.0002035784,0.001488899,0.0001428521,0.0001605228,0.00008039146,0.0002426112,0.8858155,0.000771018,0.07851301,0.000492736,0.03141399],"study_design_scores_gemma":[0.00002164369,0.0000622153,0.00008637847,0.00001009442,0.00001183355,0.000009998099,0.00001158891,0.9914455,0.0001440357,0.008103657,0.00008554107,0.000007347394],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2166855,0.001076746,0.7733891,0.0005120932,0.0001367569,0.0001090813,0.00004884797,0.0004094012,0.007632439],"genre_scores_gemma":[0.8611293,0.0003983283,0.1350534,0.0001229257,0.00008100121,0.0001363906,0.000104941,0.000192675,0.002781053],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008936016,"threshold_uncertainty_score":0.04725873,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04069831028603704,"score_gpt":0.3037511702902256,"score_spread":0.2630528600041886,"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."}}