{"id":"W2018135382","doi":"10.1016/s0377-0427(00)00551-3","title":"Shout options: a framework for pricing contracts which can be modified by the investor","year":2001,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":48,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Valuation of options; Valuation (finance); Mathematics; Complementarity (molecular biology); Interdependence; Interpolation (computer graphics); Limit (mathematics); Mathematical economics; Actuarial science; Economics; Econometrics; Computer science; Finance; Mathematical analysis","routes":{"ca_aff":true,"ca_fund":true,"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":[0.0003648231,0.00009477177,0.000270738,0.00006323581,0.0001896226,0.00007231777,0.0001449199,0.00006009657,0.000005526953],"category_scores_gemma":[0.0002176457,0.00007624194,0.00005141372,0.0001816745,0.00004443308,0.00005476802,0.00001808533,0.0001411379,0.000002378634],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002816804,"about_ca_system_score_gemma":0.00004237136,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000003127884,"about_ca_topic_score_gemma":0.000001726387,"domain_scores_codex":[0.9991038,0.000001252882,0.000600914,0.0001045977,0.00006505298,0.000124338],"domain_scores_gemma":[0.9984794,0.0005688702,0.0006727863,0.00007540525,0.0001411741,0.00006241994],"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":[0.00001275502,0.00009055318,0.000009516014,0.00002756904,0.00003027757,1.33042e-7,0.0005574585,0.003955623,0.00001559923,0.9943414,0.000345494,0.0006135594],"study_design_scores_gemma":[0.0003843455,0.00003718701,0.0001622794,0.00002552794,0.0000172102,0.00003585427,0.0001933397,0.0222796,0.00001102951,0.9737212,0.003040722,0.00009168578],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01783528,0.0007128835,0.975727,0.004570162,0.00005771025,0.0002583749,0.00006746199,0.000007036785,0.0007640898],"genre_scores_gemma":[0.7452996,0.00007973834,0.2535557,0.0007710144,0.0001794433,0.00005332061,0.000008504396,0.00001410144,0.00003859139],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7274644,"threshold_uncertainty_score":0.3109056,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04669902838478598,"score_gpt":0.2610500543165643,"score_spread":0.2143510259317783,"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."}}