{"id":"W2126107033","doi":"10.1002/fut.20159","title":"Option pricing with a non‐zero lower bound on stock price","year":2005,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Kurtosis; Skewness; Stock (firearms); Econometrics; Economics; Black–Scholes model; Geometric Brownian motion; Stock price; Valuation of options; Upper and lower bounds; Mathematics; Financial economics; Statistics","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":[0.00516603,0.001240159,0.00220818,0.0008292636,0.0006383145,0.004697855,0.002052146,0.003593087,0.005094199],"category_scores_gemma":[0.02447439,0.0007147068,0.001308181,0.001114767,0.002556141,0.006218045,0.002365677,0.004829548,0.0008802178],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001447917,"about_ca_system_score_gemma":0.001027379,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002226408,"about_ca_topic_score_gemma":0.0008213581,"domain_scores_codex":[0.9966209,0.001487876,0.0001477733,0.0004657782,0.0009592167,0.0003183935],"domain_scores_gemma":[0.9869833,0.008873628,0.001340229,0.00116406,0.001224115,0.0004146775],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001820505,0.0000957494,0.001365345,0.0001116111,0.00005362154,0.0005123596,0.000119733,0.3196542,0.003482849,0.657945,0.001541317,0.0149361],"study_design_scores_gemma":[0.00003654586,0.00004266731,0.0002556738,0.00002073915,0.00001273872,0.00007267402,0.000008384619,0.8542711,0.0004180127,0.1441965,0.0006382132,0.00002674471],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1064807,0.001038555,0.8760763,0.0024074,0.0002809107,0.00003260422,0.0001399416,0.0002359577,0.01330768],"genre_scores_gemma":[0.9586906,0.0004442445,0.03277152,0.0002079758,0.0003066923,0.00005325961,0.0001276292,0.00003842348,0.007359646],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00516603,"threshold_uncertainty_score":0.02732086,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01186700183302922,"score_gpt":0.2184111074800799,"score_spread":0.2065441056470507,"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."}}