{"id":"W2224910393","doi":"10.4018/ijsds.2015100103","title":"Robust Option through Binomial Tree Method","year":2015,"lang":"en","type":"article","venue":"International Journal of Strategic Decision Sciences","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":"Binomial options pricing model; Econometrics; Valuation of options; Stock (firearms); Covariance matrix; Interval (graph theory); Covariance; Spot contract; Stock price; Mathematics; Economics; Mathematical optimization; Financial economics; Statistics; Series (stratigraphy); Geography; Geology","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":[0.004100112,0.0005878032,0.001428461,0.001582969,0.0005728629,0.001655125,0.001823489,0.001184037,0.005655126],"category_scores_gemma":[0.009528635,0.0004449234,0.001446683,0.001565605,0.0008237326,0.002562991,0.001357388,0.001639946,0.0008704562],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000653927,"about_ca_system_score_gemma":0.0008911114,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002388978,"about_ca_topic_score_gemma":0.001226757,"domain_scores_codex":[0.9968689,0.001566914,0.0001034605,0.0002526542,0.0009930567,0.000214882],"domain_scores_gemma":[0.9967276,0.002395938,0.0002228829,0.0001656292,0.0003700322,0.0001179184],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001966155,0.00006800796,0.001127499,0.0001568323,0.0001225243,0.0002508693,0.0001007118,0.5711503,0.002513764,0.3132862,0.002154527,0.1088722],"study_design_scores_gemma":[0.00001069391,0.00001768816,0.00009150166,0.000009468461,0.00000982302,0.0000460029,0.000003724666,0.9692248,0.0002158237,0.0295951,0.0007640996,0.000011231],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.003419503,0.0002091497,0.9948249,0.00006088297,0.00003477786,0.00002254417,0.00002773827,0.00009123672,0.001309373],"genre_scores_gemma":[0.4110672,0.001180927,0.5810766,0.0001915908,0.0002756773,0.0002839136,0.0003476337,0.0002119872,0.005364567],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005655126,"threshold_uncertainty_score":0.02168375,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3482485395169416,"score_gpt":0.3806256121368511,"score_spread":0.03237707261990957,"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."}}