{"id":"W2312608297","doi":"10.1111/mafi.12077","title":"FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS","year":2014,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Boundary (topology); Applied mathematics; Numerical integration; Mathematics; Stochastic game; Gaussian; Mathematical optimization; Computer science; Mathematical analysis; Mathematical economics; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002011727,0.0001433209,0.0003569731,0.0001087058,0.00007580916,0.00004105513,0.0002223221,0.0001097574,0.00006265572],"category_scores_gemma":[0.0001279206,0.0001501588,0.00005186346,0.0003156489,0.00004825748,0.0001749372,0.00004812209,0.0001619022,0.0003119457],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005457464,"about_ca_system_score_gemma":0.00000914429,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001960674,"about_ca_topic_score_gemma":0.0000114205,"domain_scores_codex":[0.9987762,0.000002889529,0.0005348944,0.0003600995,0.00004121815,0.000284697],"domain_scores_gemma":[0.9993868,0.00005309877,0.0001846246,0.0003174015,0.00001688197,0.00004121744],"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":[0.000003057116,0.00005188129,0.000266292,0.00006200273,0.000001822615,4.564986e-7,0.0003091624,0.0004966576,0.0000283249,0.9945152,0.000009041659,0.004256092],"study_design_scores_gemma":[0.0002116469,0.00002137426,0.00667953,0.00005937755,0.000001680123,0.00000355351,0.00001021505,0.1022644,0.00002585352,0.8900477,0.0005050757,0.0001695004],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05718233,0.0001718236,0.9231733,0.0003591603,0.00006081272,0.0002023454,0.00003419036,0.00003426672,0.01878175],"genre_scores_gemma":[0.9806252,0.00001394678,0.01887148,0.0001238555,0.00008146174,0.00006321692,0.000006607875,0.00001990347,0.0001943027],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9234429,"threshold_uncertainty_score":0.6123297,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0206159044445331,"score_gpt":0.2177616789309867,"score_spread":0.1971457744864537,"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."}}