{"id":"W3023101956","doi":"10.1093/rfs/hhn009","title":"Mispricing of S&P 500 Index Options","year":2008,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":182,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Stochastic dominance; Index (typography); Economics; Call option; Econometrics; Financial economics; Actuarial science; Computer science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002757618,0.0001230552,0.0008398865,0.00009422081,0.0001491653,0.000001477221,0.0001819915,0.00004787897,0.00002829784],"category_scores_gemma":[0.00113932,0.0001266901,0.0001804757,0.0005800728,0.0001939232,0.00006354845,0.00007437498,0.00007922836,0.00007495096],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003591278,"about_ca_system_score_gemma":0.00005345802,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001111545,"about_ca_topic_score_gemma":0.00001546955,"domain_scores_codex":[0.9986523,0.000003355192,0.0009134598,0.0002178327,0.00005046062,0.0001625655],"domain_scores_gemma":[0.9988047,0.00006921809,0.0006389414,0.0002579043,0.0001995151,0.00002966238],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.000005539415,0.0001337521,0.005741552,0.004870945,0.00005176455,8.473758e-7,0.0004294506,0.00000610074,0.0000147744,0.980166,0.002888509,0.00569078],"study_design_scores_gemma":[0.0007836758,0.0002153854,0.2378304,0.008607409,0.00009310856,0.00002688066,0.00006844375,0.00002698735,0.0001400635,0.2801682,0.4712464,0.0007929933],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"review","genre_gemma":"review","genre_scores_codex":[0.0105089,0.8748868,0.1090565,0.0005713345,0.0001882848,0.0003919337,0.0001341873,0.00001938715,0.004242625],"genre_scores_gemma":[0.3716064,0.6227916,0.004745561,0.0003834911,0.0001374532,0.0001323011,0.000007262702,0.00001541286,0.0001804729],"genre_candidate":"review","genre_consensus":"review","teacher_disagreement_score":0.6999978,"threshold_uncertainty_score":0.5166273,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09825322165943089,"score_gpt":0.301923780488423,"score_spread":0.2036705588289921,"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."}}