{"id":"W2093307376","doi":"10.1016/j.cam.2012.06.021","title":"Continuity correction for discrete barrier options with two barriers","year":2012,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"York University","keywords":"Barrier option; Mathematics; Set (abstract data type); Continuity correction; Applied mathematics; Mathematical optimization; Computer science; Statistics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003209353,0.00008347273,0.0002423866,0.0000786033,0.0001393527,0.00003512699,0.00006233978,0.00002985638,0.00001493396],"category_scores_gemma":[0.00006328358,0.00007193273,0.00005021069,0.00009795523,0.00005236107,0.0001315648,0.00001231255,0.00007787278,0.000005748822],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002324666,"about_ca_system_score_gemma":0.00002938048,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000001165054,"about_ca_topic_score_gemma":4.867558e-7,"domain_scores_codex":[0.9993224,8.684215e-7,0.0004260775,0.00007589885,0.00004815197,0.0001266449],"domain_scores_gemma":[0.9990465,0.0001623021,0.0005207097,0.00004917414,0.00009931993,0.0001220033],"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":[0.00002334554,0.00004882376,0.0003849016,0.00002887521,0.00003313617,5.37481e-8,0.0005535199,0.001990513,0.00001179585,0.9962842,0.0001015419,0.0005392589],"study_design_scores_gemma":[0.0009942176,0.00006777211,0.003251759,0.00002492208,0.000037899,0.00006540501,0.000448297,0.01193157,0.0000434057,0.9802992,0.002679697,0.0001558815],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02155607,0.0002675651,0.975965,0.0001326413,0.0001451478,0.0001641816,0.00005208459,0.000006916383,0.001710418],"genre_scores_gemma":[0.8169345,0.000007385427,0.1826978,0.00006566162,0.0001949386,0.00002823955,0.000004926522,0.00001009293,0.00005642839],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7953784,"threshold_uncertainty_score":0.2933332,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01650754033732395,"score_gpt":0.2402437911716927,"score_spread":0.2237362508343687,"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."}}