{"id":"W1986383989","doi":"10.1002/cjs.10084","title":"Simulation of extremes of diffusions","year":2010,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Barrier option; Brownian motion; Discounting; Stochastic game; Exotic option; Mathematics; Diffusion; Econometrics; Mathematical economics; Statistical physics; Applied mathematics; Mathematical optimization; Actuarial science; Economics; Statistics; Valuation of options; Physics; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"about_ca":true,"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":[0.002979202,0.0003526653,0.000911336,0.0008659459,0.0005300629,0.001299218,0.001238135,0.001678156,0.002200793],"category_scores_gemma":[0.01302157,0.0003848631,0.001014699,0.0004916023,0.001884898,0.001409604,0.001553838,0.001808208,0.0002138119],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001137701,"about_ca_system_score_gemma":0.0006423049,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007117772,"about_ca_topic_score_gemma":0.002679799,"domain_scores_codex":[0.9990047,0.0004615048,0.00004182656,0.0001505019,0.0001920454,0.0001494509],"domain_scores_gemma":[0.992909,0.005076823,0.0005136571,0.0005059809,0.0004885502,0.0005059511],"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":[0.0001480059,0.00003832255,0.002625956,0.00001947553,0.0000312618,0.00008761401,0.00009115439,0.952559,0.001130817,0.04017491,0.0002762307,0.002817245],"study_design_scores_gemma":[0.00001189721,0.00001162271,0.0001342733,0.000002971833,0.000002377586,0.000008987699,0.000006144857,0.9912042,0.0002453944,0.008236439,0.0001299333,0.000005697808],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5544394,0.0002784804,0.4390749,0.0005407968,0.00009669012,0.00007193367,0.0001505238,0.0004015422,0.004945784],"genre_scores_gemma":[0.9777498,0.00005494316,0.02095985,0.00004482205,0.00001706967,0.00003983379,0.0001110471,0.00002897085,0.000993749],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007117772,"threshold_uncertainty_score":0.01575571,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02851354815487313,"score_gpt":0.2205937022167097,"score_spread":0.1920801540618365,"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."}}