{"id":"W2043436277","doi":"10.3905/jod.2001.319171","title":"How Well Can Options Complete Markets?","year":2001,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Portfolio; Completeness (order theory); Complete market; Economics; Database transaction; Transaction cost; Stochastic game; Expected utility hypothesis; Contingency; Risk aversion (psychology); Microeconomics; Actuarial science; Mathematical economics; Financial economics; Computer science; Mathematics","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":[0.005383776,0.001097766,0.001857327,0.001324235,0.002049041,0.006583604,0.001440079,0.005246904,0.01577104],"category_scores_gemma":[0.04403781,0.0006905457,0.001205398,0.001260339,0.006393913,0.034428,0.004431985,0.004286631,0.003114097],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001331383,"about_ca_system_score_gemma":0.001135596,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001925,"about_ca_topic_score_gemma":0.0008237545,"domain_scores_codex":[0.9965329,0.00126029,0.0001692686,0.000706379,0.0009449575,0.000386219],"domain_scores_gemma":[0.9891409,0.005992534,0.001345884,0.001760216,0.001079634,0.0006808759],"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":[0.00004325096,0.00001968944,0.0002819276,0.00004276167,0.00002642257,0.00008063091,0.0001543902,0.005316984,0.00007276377,0.9781815,0.003052597,0.0127271],"study_design_scores_gemma":[0.000008199346,0.000005769318,0.00002804843,0.00001058469,0.000001958491,0.00003442228,0.00002509917,0.002283803,0.00003937229,0.9935969,0.003960423,0.000005365696],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1129982,0.01654504,0.5635832,0.0645457,0.001425967,0.0001850464,0.001080894,0.0009518487,0.2386842],"genre_scores_gemma":[0.8770066,0.007384582,0.07428776,0.006450094,0.001361612,0.0002799057,0.0005465391,0.0004898243,0.03219304],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01577104,"threshold_uncertainty_score":0.05275935,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0419124580317444,"score_gpt":0.2260976792439445,"score_spread":0.1841852212122001,"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."}}