{"id":"W207322605","doi":"10.1007/978-3-540-77958-2_6","title":"Semidefinite Programming Approaches for Bounding Asian Option Prices","year":2008,"lang":"en","type":"book-chapter","venue":"","topic":"Advanced Optimization Algorithms Research","field":"Mathematics","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Semidefinite programming; Bounding overwatch; Asian option; Mathematical optimization; Semidefinite embedding; Mathematics; Distribution (mathematics); Computer science; Valuation of options; Quadratically constrained quadratic program; Econometrics; Quadratic programming; Artificial intelligence","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0003419821,0.000416223,0.0005008399,0.0003599484,0.0003232413,0.000134173,0.0002743634,0.0004368291,0.0001918457],"category_scores_gemma":[0.0003413989,0.0003914212,0.0002286329,0.00007036196,0.0001397114,0.0002365436,0.0001169348,0.0004102228,0.00005206976],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000229632,"about_ca_system_score_gemma":0.0001165695,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":8.230921e-7,"about_ca_topic_score_gemma":0.000007217035,"domain_scores_codex":[0.9978409,0.0000129914,0.0005514232,0.0005639148,0.0005732739,0.0004575114],"domain_scores_gemma":[0.9983346,0.000453723,0.000396475,0.0004327529,0.0002468822,0.0001355889],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00002199021,0.00004516225,8.639529e-7,0.0005476677,0.0001198204,0.000007672706,0.0004158438,0.0002070557,9.384242e-7,0.8578557,0.001345118,0.1394321],"study_design_scores_gemma":[0.0007036363,0.000161799,6.81895e-7,0.000363484,0.00009968253,0.00006454845,0.0002347206,0.02285872,0.0000484318,0.3246286,0.6498779,0.0009578012],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[5.376522e-7,0.0001682003,0.574289,0.00008872377,0.00006885662,0.001463227,0.00001734558,0.000255179,0.4236489],"genre_scores_gemma":[0.0000111488,0.0002475259,0.5650095,0.00001121147,0.000183385,0.0001788392,0.000109504,0.0001381628,0.4341108],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.6485328,"threshold_uncertainty_score":0.9998538,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2433646918283183,"score_gpt":0.3610202619662246,"score_spread":0.1176555701379063,"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."}}