{"id":"W2114211440","doi":"10.3905/jod.2000.319146","title":"Stock Evolution Under Stochastic Volatility","year":2000,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":29,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University","funders":"","keywords":"Stochastic volatility; Econometrics; Mean reversion; Valuation (finance); Volatility (finance); Volatility smile; Economics; Stock (firearms); Implied volatility; Volatility swap; Stochastic process; Financial economics; Mathematics; Finance; Statistics; Engineering","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":[0.0004297614,0.00008330663,0.0002101799,0.00006559098,0.0001548411,0.00001835312,0.000257363,0.00003712146,0.0003588921],"category_scores_gemma":[0.0001171619,0.00006445523,0.00006898603,0.0002545374,0.0001064766,0.000186674,0.00001618278,0.0001595081,0.00009921684],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006428802,"about_ca_system_score_gemma":0.00003396413,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003502229,"about_ca_topic_score_gemma":0.000003701924,"domain_scores_codex":[0.9992298,0.000009103831,0.000492684,0.00008652024,0.00004514921,0.0001367337],"domain_scores_gemma":[0.9991911,0.0001242187,0.0004071454,0.0001636589,0.00007026173,0.00004359061],"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":[0.0001991149,0.0002175707,0.001567421,0.0000145923,0.000087072,4.231248e-7,0.002450568,0.005218245,0.0001494898,0.9816588,0.0003623401,0.008074339],"study_design_scores_gemma":[0.0002996993,0.0001129402,0.1603297,0.00001992656,0.00001297216,0.00002381,0.0001905465,0.002579788,0.00001643784,0.8354424,0.0008702037,0.0001016254],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2371326,0.002001221,0.7584768,0.0008996363,0.00006542889,0.00008181063,0.00001420775,0.00000646385,0.001321823],"genre_scores_gemma":[0.9987869,0.00004447521,0.0007230287,0.0001061458,0.0001393475,0.00000385565,5.691574e-7,0.000008302514,0.0001874085],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7616543,"threshold_uncertainty_score":0.3929616,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02937316173686556,"score_gpt":0.2354777070596427,"score_spread":0.2061045453227771,"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."}}