{"id":"W2089033410","doi":"10.1109/whpcf.2010.5671831","title":"Pricing multi-asset American options on Graphics Processing Units using a PDE approach","year":2010,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Graphics; Computer science; Asset (computer security); Graphics processing unit; Computer graphics (images); Parallel computing; Computer security","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":[0.0005207699,0.0005813944,0.0006321655,0.0005030535,0.0005502433,0.0008721788,0.0008975342,0.001047055,0.001528344],"category_scores_gemma":[0.001818651,0.0003188553,0.0007542252,0.0007575391,0.0008906238,0.001027072,0.0009501486,0.001267535,0.0004121878],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004674818,"about_ca_system_score_gemma":0.0008115875,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002898921,"about_ca_topic_score_gemma":0.002048162,"domain_scores_codex":[0.9996682,0.00009722409,0.00001735785,0.00002818029,0.0001598263,0.00002915783],"domain_scores_gemma":[0.9994081,0.0002716532,0.00005698377,0.00008420973,0.0001258507,0.00005330806],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003367612,0.00005344191,0.0007579882,0.00004397018,0.00002281328,0.0002536678,0.00007796002,0.8597943,0.007479787,0.0960176,0.001220532,0.03424428],"study_design_scores_gemma":[0.000005207615,0.000005918016,0.0000331365,0.000001498478,0.000001256261,0.00001744452,0.000002308147,0.9926057,0.0005372728,0.006149437,0.0006379272,0.000002873404],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02791734,0.0002476142,0.9665248,0.0004067688,0.0001117881,0.00004375333,0.00002331395,0.0001729235,0.004551745],"genre_scores_gemma":[0.3676125,0.0005389641,0.626815,0.0001763285,0.000105552,0.000140416,0.0000698626,0.0001361379,0.004405141],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002898921,"threshold_uncertainty_score":0.005764127,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07491450141894636,"score_gpt":0.2705434551600345,"score_spread":0.1956289537410882,"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."}}