{"id":"W2136805676","doi":"10.1109/cifer.2000.844604","title":"Numerical methods for pricing callable bonds","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Callable bond; Discretization; Interest rate; Computer science; Bond; Function (biology); Work (physics); Applied mathematics; Term (time); Mathematical optimization; Numerical analysis; Econometrics; Mathematics; Economics; Mathematical analysis; Engineering; Finance; Physics","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":[0.001437816,0.0006144184,0.0007044814,0.0007865008,0.0005780297,0.001314114,0.001153609,0.001585205,0.004522239],"category_scores_gemma":[0.008138901,0.0003624045,0.0005360413,0.0008955879,0.0009210128,0.001205072,0.001155245,0.001577073,0.001152172],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007298135,"about_ca_system_score_gemma":0.0009513648,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003015811,"about_ca_topic_score_gemma":0.002024431,"domain_scores_codex":[0.9993355,0.0002521639,0.00004494693,0.00004659034,0.0002926428,0.00002821573],"domain_scores_gemma":[0.9982083,0.0009527162,0.0001574554,0.0002161932,0.0004002867,0.00006510621],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00004210032,0.00005408412,0.0005522202,0.0001825308,0.0000421988,0.0001053224,0.0001337736,0.6748742,0.003904136,0.2538898,0.002354059,0.06386559],"study_design_scores_gemma":[0.00001267421,0.000005462642,0.00004715651,0.00001857002,0.000003019567,0.00002262465,0.000007996207,0.9571547,0.0003120184,0.03937412,0.003034411,0.000007289634],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.002939993,0.0005398066,0.9904113,0.0001908721,0.0001155962,0.00004578119,0.00005527561,0.0002232622,0.005478098],"genre_scores_gemma":[0.1863888,0.001497264,0.7998242,0.0002001593,0.0001713755,0.0005513037,0.000199906,0.0003029717,0.01086391],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.004522239,"threshold_uncertainty_score":0.01512837,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.067653571940545,"score_gpt":0.3000722523437763,"score_spread":0.2324186804032313,"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."}}