{"id":"W2496333006","doi":"10.1142/9789814383318_0012","title":"On the Polynomial–Normal model and option pricing","year":2012,"lang":"en","type":"book-chapter","venue":"Advances in statistics, probability and actuarial science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Mathematical economics; Economics; Econometrics; Applied mathematics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.001207906,0.001068804,0.0008789288,0.0007882621,0.0004951967,0.001977649,0.001254702,0.002123971,0.007458617],"category_scores_gemma":[0.003769333,0.0004578773,0.0007817209,0.001912717,0.002464822,0.004158863,0.0007675384,0.003392088,0.00193183],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001311438,"about_ca_system_score_gemma":0.0009393749,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003304935,"about_ca_topic_score_gemma":0.002115956,"domain_scores_codex":[0.9995426,0.000157532,0.00002044089,0.00006956894,0.000174317,0.0000355406],"domain_scores_gemma":[0.9991818,0.0005399006,0.00004876812,0.00007775196,0.000114773,0.00003702438],"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":[0.000006526756,0.00001269406,0.00007444699,0.00002856201,0.000006747379,0.00004218062,0.00003496125,0.008770934,0.0001249643,0.970624,0.007689684,0.0125843],"study_design_scores_gemma":[0.000002311043,0.000003744587,0.00005658757,0.00000951716,0.000002183351,0.00003645636,0.000005839825,0.01632026,0.00002720547,0.9744737,0.009056279,0.000005832673],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0127021,0.04043435,0.7552785,0.01273137,0.002514424,0.00004050826,0.000405023,0.0003402445,0.1755535],"genre_scores_gemma":[0.5268005,0.06087889,0.1455974,0.003064492,0.009746051,0.0001334294,0.0009322304,0.00059374,0.2522532],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007458617,"threshold_uncertainty_score":0.02495158,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03311908800980316,"score_gpt":0.2471053446229309,"score_spread":0.2139862566131278,"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."}}