{"id":"W1978140781","doi":"10.2139/ssrn.557079","title":"Option Valuation with Conditional Skewness","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":80,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Skewness; Valuation (finance); Econometrics; Economics; Actuarial science; Financial economics; Accounting","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[{"model":"gemma","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"empirical","about_ca_system":false,"about_ca_topic":false,"confidence":"low","status":"direct model label, unvalidated"},{"model":"gpt","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"high","status":"direct model label, unvalidated"}],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004067848,0.0008511851,0.001160899,0.0009831191,0.0005127459,0.003949115,0.0008522718,0.001818566,0.005963932],"category_scores_gemma":[0.01736426,0.0004649311,0.001131042,0.001301882,0.002277611,0.007158399,0.002359244,0.002307883,0.0004650464],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006598183,"about_ca_system_score_gemma":0.0005810883,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002026501,"about_ca_topic_score_gemma":0.0001460113,"domain_scores_codex":[0.9986078,0.0006924852,0.0001021355,0.0001331966,0.0003190544,0.0001453168],"domain_scores_gemma":[0.9919392,0.00465007,0.0008986417,0.001032226,0.0006523999,0.0008273923],"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":[0.00009996487,0.00003910971,0.0008421159,0.00003064422,0.00003091415,0.000371666,0.00005415614,0.01835354,0.001046163,0.9712058,0.0006572299,0.007268707],"study_design_scores_gemma":[0.00001718224,0.00001985674,0.0002232521,0.000007373289,0.00000952013,0.0001430552,0.00001293678,0.111522,0.0001985641,0.8876182,0.0002178379,0.00001014187],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2780044,0.0008940258,0.69462,0.00201644,0.0002518652,0.00005266896,0.0001880359,0.0002609222,0.02371168],"genre_scores_gemma":[0.9836714,0.00025986,0.01084799,0.00007996405,0.0001975501,0.00002254373,0.00007787344,0.00003362282,0.004809133],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005963932,"threshold_uncertainty_score":0.0215131,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01720153265367852,"score_gpt":0.2177098942746458,"score_spread":0.2005083616209673,"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."}}