{"id":"W3122728683","doi":"","title":"Price bias and common practice in option pricing","year":2018,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal; Simon Fraser University","funders":"","keywords":"Unobservable; Econometrics; Estimator; Economics; Valuation of options; Jump; Stock price; Volatility (finance); Mathematics; Statistics; Series (stratigraphy)","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":[0.02388946,0.000696855,0.001454282,0.002707104,0.001285304,0.004023764,0.002870159,0.003952168,0.00397688],"category_scores_gemma":[0.1655838,0.0007973185,0.001026421,0.002943329,0.007735509,0.009300285,0.003776845,0.00497413,0.0007518482],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002190156,"about_ca_system_score_gemma":0.000951863,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001983382,"about_ca_topic_score_gemma":0.001023156,"domain_scores_codex":[0.9807664,0.007709065,0.00114395,0.003426318,0.006417491,0.0005367126],"domain_scores_gemma":[0.8998438,0.06880712,0.007376662,0.01655731,0.006810265,0.0006049416],"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":[0.00007910845,0.00005727409,0.008321308,0.0002240725,0.0001139135,0.0003166783,0.0007707218,0.01808572,0.001229733,0.9199279,0.00207742,0.04879627],"study_design_scores_gemma":[0.00002373577,0.00003777205,0.002427649,0.0001425043,0.0000256525,0.0003449507,0.00007001278,0.09285128,0.00188886,0.8981157,0.004010252,0.00006160801],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08410131,0.006641875,0.8779496,0.008603151,0.0005651421,0.0000807688,0.0001719323,0.0005602086,0.02132599],"genre_scores_gemma":[0.8224605,0.003188676,0.167241,0.001313705,0.0008613012,0.0001564084,0.0001665761,0.0003244067,0.004287396],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02388946,"threshold_uncertainty_score":0.1263411,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02315251716223651,"score_gpt":0.2359181017664087,"score_spread":0.2127655846041722,"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."}}