{"id":"W2608088582","doi":"","title":"A Partial Di¤erential Equation for Credit Derivatives Pricing","year":2006,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Context (archaeology); Economics; Credit derivative; Mathematics; Business; Financial system; Credit history; 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":[0.001622765,0.0006638991,0.000731066,0.000952866,0.0007797286,0.00175305,0.001078228,0.002422892,0.009628803],"category_scores_gemma":[0.004275812,0.0003734022,0.001287703,0.001539521,0.001556052,0.00333101,0.0013547,0.00345867,0.001747179],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001415044,"about_ca_system_score_gemma":0.001436609,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004967437,"about_ca_topic_score_gemma":0.003127076,"domain_scores_codex":[0.9994475,0.0001611376,0.00003954201,0.0001019383,0.0001981718,0.00005168668],"domain_scores_gemma":[0.9991639,0.0003967883,0.00009900946,0.00006317689,0.0002167159,0.00006054006],"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":[0.000005510557,0.00001274924,0.0002698913,0.00006318466,0.000008560423,0.0001110239,0.00009470931,0.01363686,0.0005893051,0.9693108,0.005693634,0.0102037],"study_design_scores_gemma":[0.00001510388,0.00001852491,0.0006170039,0.00005344701,0.00001463433,0.0002253725,0.00003535449,0.1620686,0.0002737069,0.8136324,0.02301154,0.00003418586],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01514562,0.01103121,0.8925772,0.01105336,0.00145218,0.0001070233,0.0008226809,0.0001265619,0.06768412],"genre_scores_gemma":[0.5986036,0.02366905,0.2207099,0.002920501,0.003470743,0.0003824796,0.001242679,0.0002033524,0.1487977],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009628803,"threshold_uncertainty_score":0.03221154,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.044796719188042,"score_gpt":0.2381415174868088,"score_spread":0.1933447982987668,"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."}}