{"id":"W3121546820","doi":"10.2139/ssrn.463860","title":"The Econometrics of Option Pricing","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":31,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université de Montréal","funders":"","keywords":"Economics; Econometrics; Valuation of options; Financial econometrics; Financial economics; Finance; Financial market","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":[0.003790255,0.0003762731,0.0009491516,0.001825521,0.0004117101,0.003390971,0.0007431043,0.002208896,0.009092806],"category_scores_gemma":[0.0324992,0.0005905677,0.0007381292,0.002341142,0.001987214,0.004119592,0.00105485,0.002496198,0.001089816],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001316096,"about_ca_system_score_gemma":0.001056042,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006036631,"about_ca_topic_score_gemma":0.002896775,"domain_scores_codex":[0.9985352,0.0009423564,0.00006593634,0.0001006069,0.000246335,0.0001095988],"domain_scores_gemma":[0.9787634,0.01866192,0.0008704076,0.0006939613,0.0006813003,0.0003290907],"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":[0.00006226167,0.00007823026,0.01103014,0.00009590486,0.00008285804,0.0003231156,0.0001802563,0.09806871,0.0006044962,0.8291023,0.007014877,0.05335691],"study_design_scores_gemma":[0.0000255434,0.00001810373,0.007704092,0.00002540604,0.00002443534,0.0001409205,0.000142858,0.1966864,0.000116662,0.7910538,0.00403592,0.00002589278],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2624927,0.03903102,0.580492,0.04993979,0.001311483,0.0000806004,0.001093135,0.000657336,0.06490186],"genre_scores_gemma":[0.9624252,0.008181912,0.01198016,0.0003698194,0.0009380165,0.00003892318,0.0003826085,0.00006113352,0.01562219],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009092806,"threshold_uncertainty_score":0.03041846,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01753527950908337,"score_gpt":0.2100244382289386,"score_spread":0.1924891587198552,"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."}}