{"id":"W2052667454","doi":"10.1016/s0165-1889(99)00086-x","title":"Option pricing and replication with transaction costs and dividends","year":2000,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":48,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Ottawa","funders":"","keywords":"Economics; Dividend; Transaction cost; Call option; Replicating portfolio; Financial economics; Valuation of options; Stock (firearms); Market maker; Microeconomics; Asian option; Econometrics; Stock market; Portfolio; Finance; Portfolio optimization","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":[0.01243146,0.001061024,0.003662649,0.00129809,0.001394547,0.007112931,0.004935908,0.006832602,0.01377014],"category_scores_gemma":[0.08385749,0.001686873,0.002593922,0.00241868,0.004684745,0.01702337,0.003114657,0.00489645,0.001080106],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00159521,"about_ca_system_score_gemma":0.001299953,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003395707,"about_ca_topic_score_gemma":0.001447255,"domain_scores_codex":[0.9949585,0.002616605,0.0003714359,0.0008019857,0.0007841261,0.0004674217],"domain_scores_gemma":[0.935196,0.04452008,0.004299438,0.011705,0.002581093,0.001698444],"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":[0.0002638178,0.0001218687,0.001557557,0.00005936768,0.00008948605,0.0005077137,0.0002601674,0.08402412,0.0006733495,0.8990873,0.001056741,0.01229846],"study_design_scores_gemma":[0.0000526607,0.0000296812,0.0002751375,0.000009602069,0.00003078328,0.0001627821,0.00005447029,0.272764,0.000136629,0.7259579,0.0004965674,0.00002974711],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3470082,0.002382913,0.6250732,0.004644874,0.0005006692,0.0001731441,0.0002809442,0.0003331922,0.01960298],"genre_scores_gemma":[0.9603923,0.0006452181,0.02437187,0.0001416997,0.0004506944,0.0001003019,0.0001167983,0.00008073333,0.01370027],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01377014,"threshold_uncertainty_score":0.06574464,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.006450634383934336,"score_gpt":0.1964064493905163,"score_spread":0.189955815006582,"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."}}