{"id":"W1979923927","doi":"10.1016/j.matcom.2010.07.013","title":"A smooth estimator for MC/QMC methods in finance","year":2010,"lang":"en","type":"article","venue":"Mathematics and Computers in Simulation","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Estimator; Control variates; Mathematics; Variance reduction; Martingale (probability theory); Martingale difference sequence; Stochastic volatility; Minimum-variance unbiased estimator; Volatility (finance); Applied mathematics; Econometrics; Statistics; Monte Carlo method","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":[0.007622472,0.0008651871,0.00143934,0.002861042,0.001070875,0.001888914,0.002040105,0.002739613,0.005958453],"category_scores_gemma":[0.03343084,0.0009343419,0.001323143,0.001943696,0.002137855,0.001792823,0.002949804,0.003454751,0.001547495],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001102431,"about_ca_system_score_gemma":0.002041129,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004862666,"about_ca_topic_score_gemma":0.003238559,"domain_scores_codex":[0.9975027,0.001350254,0.00009979479,0.0002442366,0.0006574144,0.0001454983],"domain_scores_gemma":[0.9894367,0.005619705,0.0006000272,0.001577614,0.002290619,0.0004753015],"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":[0.00022225,0.000117742,0.002186253,0.0003160219,0.0001985194,0.0001282377,0.000102381,0.2068997,0.0057317,0.6381357,0.00924329,0.1367182],"study_design_scores_gemma":[0.00004047975,0.00004644202,0.0008006752,0.00005537387,0.00004068752,0.00006222474,0.00001139314,0.8928947,0.001375911,0.09760509,0.00701855,0.00004840908],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.002313713,0.0005984138,0.9953621,0.0003088996,0.0001648945,0.00004213342,0.00006340459,0.0002719203,0.0008746493],"genre_scores_gemma":[0.1291323,0.0009644692,0.8611394,0.0005502891,0.0007367017,0.0003205384,0.0003794878,0.0006376926,0.006139148],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.007622472,"threshold_uncertainty_score":0.04031193,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03816037527064065,"score_gpt":0.3206332980974678,"score_spread":0.2824729228268272,"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."}}