{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001581179,0.00009096013,0.0001818953,0.0001172905,0.0001697,0.00006465641,0.00007607986,0.00006547542,0.0001930875],"category_scores_gemma":[0.000106475,0.0001029674,0.0001027308,0.0001491869,0.00003281174,0.0002034345,0.00001932927,0.00003936592,0.00008314646],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004393146,"about_ca_system_score_gemma":0.00001496074,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004000777,"about_ca_topic_score_gemma":0.00007759446,"domain_scores_codex":[0.9991025,0.000003402511,0.0004216956,0.0002393186,0.00002594137,0.0002070963],"domain_scores_gemma":[0.9995697,0.000062116,0.0001784525,0.0001280242,0.00003395884,0.00002778858],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00001399149,0.00005784069,0.03895346,0.000006397529,0.000007680265,1.429053e-7,0.00008603879,0.0007376978,0.00008550997,0.9559535,0.002389922,0.001707767],"study_design_scores_gemma":[0.001085008,0.000103908,0.5444719,0.000007981613,0.00001080891,7.01889e-7,0.00004560635,0.07467466,0.001471602,0.2130705,0.1646982,0.0003590561],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2266268,0.0001374921,0.7590046,0.0003387605,0.0004976531,0.0002414656,0.0000791842,0.00004974859,0.01302434],"genre_scores_gemma":[0.992183,0.000007962039,0.004570065,0.00001126284,0.001205036,0.00007297883,0.0001063702,0.0000143707,0.001828906],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7655563,"threshold_uncertainty_score":0.419889,"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."}}