{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001081905,0.0001083028,0.0002144407,0.000165891,0.0003802559,0.00009341387,0.0001490562,0.00005868998,0.0001001341],"category_scores_gemma":[0.000166205,0.0001158133,0.00008876858,0.0001894671,0.0001611728,0.0002023941,0.00002618648,0.001656469,0.0001151505],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001486242,"about_ca_system_score_gemma":0.0002328872,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005333452,"about_ca_topic_score_gemma":0.004821888,"domain_scores_codex":[0.9984337,0.00001004181,0.000335523,0.0002035112,0.00003720263,0.0009799984],"domain_scores_gemma":[0.9993066,0.000035803,0.0003476801,0.0001745305,0.00003560164,0.00009985375],"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":[0.00000816821,0.00003014883,0.1533172,5.922487e-7,0.00003045476,4.978386e-7,0.00008730799,0.000009012439,0.0000215536,0.8297274,0.000242878,0.01652481],"study_design_scores_gemma":[0.0003522882,0.0001576506,0.2578584,0.000001944609,0.00001321832,0.000149916,0.0002796535,0.0006192572,0.0000029443,0.5985352,0.1418424,0.0001872224],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9736094,0.001830352,0.02075594,0.0006471312,0.0006483931,0.00006875894,0.0000807184,0.00002454159,0.00233469],"genre_scores_gemma":[0.9877624,0.01005763,0.0004487991,0.00001642484,0.0007386428,0.000005593541,0.000005695017,0.00001721686,0.0009476098],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2311922,"threshold_uncertainty_score":0.7196625,"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."}}