{"id":"W2125255107","doi":"10.1155/s117391260400001x","title":"Three ways to solve for bond prices in the Vasicek model","year":2004,"lang":"en","type":"article","venue":"Journal of Applied Mathematics and Decision Sciences","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":72,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Vasicek model; Heath–Jarrow–Morton framework; Forward rate; Bond valuation; Martingale (probability theory); Bond; Short rate; Ordinary differential equation; Futures contract; Mathematical economics; Applied mathematics; Econometrics; Mathematics; Economics; Differential equation; Interest rate; Financial economics; Mathematical analysis; Yield curve; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[{"model":"gemma","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"low","status":"direct model label, unvalidated"},{"model":"gpt","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"low","status":"direct model label, unvalidated"}],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001510597,0.00007474035,0.0002463722,0.0001956188,0.0001679548,0.0001351399,0.0004099341,0.00003372414,0.000001241156],"category_scores_gemma":[0.0001456836,0.00004879343,0.0000509677,0.0003925437,0.00006289248,0.0001078832,0.00003864375,0.00006541021,0.000008766999],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001726319,"about_ca_system_score_gemma":0.00004827444,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000003524975,"about_ca_topic_score_gemma":0.00001396573,"domain_scores_codex":[0.998997,6.838448e-9,0.0006016601,0.0001527435,0.0001090513,0.0001395801],"domain_scores_gemma":[0.9990929,0.0002953182,0.0004027495,0.0001106166,0.0000496162,0.00004875967],"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":[0.0000107856,0.0000687999,7.175141e-7,0.000009673073,0.000002005107,2.109369e-7,0.001155137,0.002098312,0.00002482528,0.9935665,0.0001061058,0.002956963],"study_design_scores_gemma":[0.0003287547,0.0001011898,0.0001080303,0.00002507089,0.000003646883,0.00000720311,0.0004985601,0.005827961,0.00002511898,0.992556,0.0004505143,0.00006792477],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02321093,0.000274326,0.9724568,0.0007071904,0.0000417552,0.0002526761,0.00001013948,0.000001930688,0.003044227],"genre_scores_gemma":[0.0111965,0.00004242933,0.9883693,0.0003133464,0.00004315361,0.00003085729,9.551946e-8,0.000004236525,5.053883e-8],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.0159125,"threshold_uncertainty_score":0.1989738,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09852590124939835,"score_gpt":0.2949663786245883,"score_spread":0.1964404773751899,"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."}}