{"id":"W2138684546","doi":"10.46631/jefas.2010.v15n29.01","title":"Pricing arithmetic asian options under the cev process","year":2010,"lang":"en","type":"article","venue":"Cuadernos de difusión","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Binomial options pricing model; Constant elasticity of variance model; Mathematics; Asian option; Trinomial tree; Applied mathematics; Stock price; Econometrics; Valuation of options; Computer science; Volatility (finance); Volatility smile","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":[0.0002586046,0.000144442,0.0002040265,0.00009750583,0.0004325285,0.0001172497,0.0004683254,0.0001341713,0.0002356313],"category_scores_gemma":[0.0002197118,0.0001297953,0.00008662255,0.0004016958,0.0001321107,0.0001085431,0.00006118402,0.0004235116,0.0005397276],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003667163,"about_ca_system_score_gemma":0.0000624611,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001163791,"about_ca_topic_score_gemma":0.00008404268,"domain_scores_codex":[0.9988893,0.000002894044,0.0003608195,0.0003435929,0.0000470773,0.0003563242],"domain_scores_gemma":[0.999141,0.00008729086,0.0001955091,0.0004333604,0.00004295339,0.00009989252],"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":[0.000002404131,0.0001091439,0.001504258,0.00001965127,0.00001397509,8.73387e-7,0.0006883932,0.00004300011,0.0002366071,0.9948829,0.00008685353,0.002411967],"study_design_scores_gemma":[0.0002837093,0.00002866791,0.06574846,0.00001259963,0.00001664532,0.00003051638,0.0006801812,0.004167341,0.0001704946,0.9068758,0.02166492,0.0003206611],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1949197,0.0005324857,0.7624575,0.006597227,0.0005882429,0.0005043619,0.00007615492,0.0001285101,0.03419577],"genre_scores_gemma":[0.9963249,0.00004238324,0.001953081,0.0006963024,0.0003356203,0.0002297256,0.000008620289,0.00002947556,0.0003798683],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8014052,"threshold_uncertainty_score":0.6937286,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02134553556579349,"score_gpt":0.2422691689912766,"score_spread":0.2209236334254831,"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."}}