{"id":"W2501326810","doi":"10.1007/978-3-319-30379-6_50","title":"Pricing Options with Hybrid Stochastic Volatility Models","year":2016,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Control variates; Stochastic volatility; Estimator; Valuation of options; Monte Carlo method; Econometrics; Volatility (finance); Mathematics; Economics; Hybrid Monte Carlo; Markov chain Monte Carlo; Statistics","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":[0.0008752634,0.0008724818,0.0007793902,0.0005262408,0.000186348,0.002034557,0.0009792579,0.001166801,0.005212964],"category_scores_gemma":[0.001975231,0.0004871728,0.0009328835,0.0007989994,0.0007644246,0.002404029,0.001103374,0.00161021,0.001094626],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004045204,"about_ca_system_score_gemma":0.0002585013,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004654875,"about_ca_topic_score_gemma":0.0003785487,"domain_scores_codex":[0.9995725,0.000142192,0.00002141037,0.00004582673,0.0001976198,0.00002050648],"domain_scores_gemma":[0.9995184,0.0003036765,0.00004073797,0.00005357766,0.00005856334,0.00002499575],"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":[0.00004412557,0.00003494287,0.0002419807,0.0001018688,0.00008847087,0.0001147462,0.00004704953,0.1845195,0.002483791,0.7511994,0.005096273,0.0560279],"study_design_scores_gemma":[0.00001269537,0.00001517454,0.000105614,0.00001747445,0.00001394102,0.0001029579,0.000006378276,0.5863448,0.0003505145,0.406166,0.006846349,0.00001824406],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02064982,0.0077248,0.9323485,0.0009362193,0.0006425771,0.00002707253,0.0001389129,0.0003924738,0.03713968],"genre_scores_gemma":[0.7148732,0.008905738,0.1741701,0.0004778912,0.001922227,0.0001186234,0.0005098889,0.0004228987,0.0985994],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.005212964,"threshold_uncertainty_score":0.01743913,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03556434599384672,"score_gpt":0.2029872086577084,"score_spread":0.1674228626638617,"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."}}