{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003466517,0.00008567323,0.0001733984,0.000134173,0.0001784934,0.00005063002,0.00009532085,0.00009802975,0.00001200673],"category_scores_gemma":[0.0004515185,0.00010185,0.00002044837,0.0003308008,0.0001297506,0.0002218608,0.00002959165,0.0001507815,0.0001071345],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008020678,"about_ca_system_score_gemma":0.00001079099,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006191454,"about_ca_topic_score_gemma":0.0000712472,"domain_scores_codex":[0.9992482,0.000005060504,0.0002968751,0.0002568063,0.00002303863,0.0001699909],"domain_scores_gemma":[0.9994149,0.000150425,0.0002071261,0.0001490333,0.00003568383,0.0000428921],"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":[0.00001351132,0.00004132735,0.004502017,0.00001128781,0.000005374131,0.000001535295,0.002146998,0.000002352404,0.00001696531,0.9872811,0.00003779613,0.005939729],"study_design_scores_gemma":[0.0007078298,0.0001560132,0.1083774,0.0000262855,0.000009325857,0.00003595732,0.0006710598,0.0030236,0.00007319781,0.7645536,0.1220016,0.0003641286],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4659506,0.001710431,0.5044138,0.002462642,0.0001722414,0.0002454046,0.00001763688,0.00004153022,0.02498573],"genre_scores_gemma":[0.9847928,0.0002540439,0.01398282,0.0006337638,0.0001851494,0.0000356067,0.000004751447,0.00001250547,0.00009853012],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5188422,"threshold_uncertainty_score":0.4153321,"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."}}