{"id":"W2030064313","doi":"10.1016/j.jmaa.2011.12.038","title":"Cross a barrier to reach barrier options","year":2011,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University","funders":"","keywords":"Barrier option; Mathematics; Reflection (computer programming); Reflection principle (Wiener process); Event (particle physics); Type (biology); Asset (computer security); Calculus (dental); Mathematical economics; Applied mathematics; Mathematical optimization; Computer science; Geology; Physics; Quantum mechanics","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":[0.001760383,0.0007525933,0.001150261,0.001025503,0.0009355614,0.002624567,0.001353974,0.003122359,0.0129379],"category_scores_gemma":[0.009947848,0.0005890589,0.00138732,0.0005044526,0.001573279,0.004828415,0.003966876,0.005023223,0.001215525],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006383047,"about_ca_system_score_gemma":0.0009158332,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008043185,"about_ca_topic_score_gemma":0.0004787258,"domain_scores_codex":[0.9993246,0.0002078063,0.00003464663,0.00009995694,0.0001771422,0.0001558934],"domain_scores_gemma":[0.9965531,0.001277812,0.0004197199,0.0003855379,0.0004345779,0.0009292846],"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":[0.0001792229,0.00009588418,0.0006049338,0.00008978797,0.00007092301,0.0005996532,0.0001821147,0.02477864,0.00537754,0.9563899,0.002312924,0.0093184],"study_design_scores_gemma":[0.00008553469,0.0002444241,0.0005422288,0.00006532367,0.00005794696,0.0007965809,0.000195255,0.2668645,0.002176007,0.7227901,0.006128933,0.00005318025],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3682415,0.001413079,0.5470552,0.004165215,0.0005955693,0.0001632554,0.0001459807,0.0005761692,0.07764406],"genre_scores_gemma":[0.9269899,0.0003966762,0.03247589,0.0005165957,0.0001289782,0.0000963042,0.00007409506,0.0002104155,0.03911112],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0129379,"threshold_uncertainty_score":0.04328161,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03451161503173969,"score_gpt":0.2639118416717718,"score_spread":0.2294002266400322,"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."}}