{"id":"W2058307814","doi":"10.1080/17442500701841156","title":"On financial markets based on telegraph processes","year":2008,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":25,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"","keywords":"Arbitrage; Financial market; Quantile; Black–Scholes model; Economics; Stochastic differential equation; Mathematical economics; Econometrics; Markov chain; Mathematics; Applied mathematics; Financial economics; Finance; Volatility (finance); Statistics","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":[0.001119895,0.001025064,0.001032132,0.00130002,0.0006032331,0.002098414,0.0008693127,0.002203861,0.004740243],"category_scores_gemma":[0.004983535,0.0004428135,0.001237294,0.001386884,0.003078668,0.005799721,0.001568508,0.001921112,0.0005881354],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001206187,"about_ca_system_score_gemma":0.0008338971,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002172104,"about_ca_topic_score_gemma":0.001068725,"domain_scores_codex":[0.9991529,0.0003087087,0.00003630447,0.000134906,0.0002554009,0.0001117543],"domain_scores_gemma":[0.997811,0.00125728,0.0003872148,0.0001976625,0.000193883,0.0001530132],"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":[0.00001317465,0.0000151663,0.0001824458,0.00002764731,0.0000116039,0.00008979829,0.00004506587,0.03033943,0.0003828112,0.9660228,0.0004477331,0.002422257],"study_design_scores_gemma":[0.00002068775,0.00002534619,0.0001937155,0.00002324895,0.000008349229,0.0001052094,0.00001546705,0.1687351,0.0001148434,0.8272552,0.003486395,0.00001642518],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07578158,0.007047357,0.867717,0.004035081,0.0006022735,0.00006686492,0.0002665809,0.0002026275,0.04428072],"genre_scores_gemma":[0.9154972,0.01100465,0.04885475,0.0009420949,0.001763444,0.000214165,0.0003646793,0.0001034697,0.02125564],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004740243,"threshold_uncertainty_score":0.0158577,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02410979389755778,"score_gpt":0.2079594874113299,"score_spread":0.1838496935137721,"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."}}