{"id":"W2143704572","doi":"10.2139/ssrn.671565","title":"Mispricing of S&P 500 Index Options","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University","funders":"","keywords":"Index (typography); Economics; Business; Financial economics; Computer science; World Wide Web","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":[0.0005658444,0.00009025844,0.0002119006,0.0001749815,0.0001585173,0.00002386007,0.0002057376,0.0000630454,0.00003516727],"category_scores_gemma":[0.00004506375,0.0001015609,0.000103898,0.0003220657,0.00003901844,0.0001035377,0.00002063852,0.0005209169,0.0001106639],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002751489,"about_ca_system_score_gemma":0.0002740561,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007137896,"about_ca_topic_score_gemma":0.0006879473,"domain_scores_codex":[0.9984479,0.000002274373,0.0005113757,0.0001587515,0.00003778572,0.0008419421],"domain_scores_gemma":[0.9993515,0.00002288182,0.00038772,0.0001504488,0.00005561714,0.00003183486],"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":[0.000004964052,0.00006056503,0.003511207,0.000003906815,0.00001955181,1.07457e-7,0.00002133279,0.0001865372,0.00005004155,0.9949584,0.00003975319,0.001143643],"study_design_scores_gemma":[0.0002586184,0.0000409919,0.00715029,0.000006262581,0.000005898367,0.00004506183,0.00006416611,0.000175873,0.00001271264,0.9840289,0.008102071,0.0001092048],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0347385,0.007893248,0.9510175,0.0004133133,0.00009307702,0.00007236454,0.00001792105,0.00001475442,0.005739337],"genre_scores_gemma":[0.9969237,0.0007595896,0.001044992,0.00002788566,0.0002533369,0.000009890181,0.000006213174,0.00001515642,0.0009592144],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9621852,"threshold_uncertainty_score":0.4141534,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0128014947544128,"score_gpt":0.2162258089783267,"score_spread":0.2034243142239139,"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."}}