{"id":"W2112700750","doi":"10.2139/ssrn.1600911","title":"Counterparty Credit Risk and American Options","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Credit risk; Business; Credit valuation adjustment; Actuarial science; Financial system; Credit reference","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":[0.001673975,0.0003269197,0.0005642559,0.0007353483,0.0006426895,0.003555556,0.0006298898,0.002523781,0.006749655],"category_scores_gemma":[0.0132497,0.0002757706,0.0003966068,0.001280592,0.001880815,0.004480292,0.000849692,0.002775139,0.0003684892],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001028136,"about_ca_system_score_gemma":0.0007242668,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002739867,"about_ca_topic_score_gemma":0.002391295,"domain_scores_codex":[0.9994668,0.0002121727,0.00003087499,0.00008715807,0.0001273369,0.00007557231],"domain_scores_gemma":[0.9939107,0.003569664,0.001381244,0.0002958469,0.0003733616,0.0004691788],"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":[0.0001758209,0.000111315,0.006507137,0.00005031228,0.00002604817,0.0003614943,0.000278693,0.0209217,0.0005308969,0.9507388,0.004365468,0.01593231],"study_design_scores_gemma":[0.00005387802,0.00004883007,0.006956249,0.00002881502,0.00002208111,0.0001860825,0.0001471301,0.05312664,0.0001191369,0.9366765,0.002604519,0.00003019417],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8648576,0.009588248,0.03998083,0.01326932,0.0003652227,0.00002524429,0.0002227846,0.000117019,0.07157385],"genre_scores_gemma":[0.991189,0.001260675,0.0005412892,0.0001258782,0.000273992,0.000007165666,0.00004330435,0.000007048003,0.006551565],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006749655,"threshold_uncertainty_score":0.02257985,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.006529538912754361,"score_gpt":0.2098911995463138,"score_spread":0.2033616606335595,"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."}}