{"id":"W3124965823","doi":"10.4236/jmf.2012.22016","title":"Interest Rate Models","year":2012,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Vasicek model; Short rate; Jump diffusion; Stochastic volatility; Bond valuation; Short-rate model; Affine term structure model; Affine transformation; Econometrics; Term (time); Jump; Heath–Jarrow–Morton framework; Interest rate; State variable; Rendleman–Bartter model; Mathematics; Applied mathematics; Mathematical economics; Yield curve; Volatility (finance); Economics; Finance; Physics","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":[0.002585454,0.001864849,0.001705441,0.001606406,0.0006219403,0.003416104,0.004839467,0.004407671,0.0162605],"category_scores_gemma":[0.008731923,0.0006471145,0.001727751,0.002335774,0.001049819,0.004635527,0.001571761,0.003010419,0.009611581],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001555391,"about_ca_system_score_gemma":0.001001467,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004081974,"about_ca_topic_score_gemma":0.001789443,"domain_scores_codex":[0.997878,0.000800497,0.0001848377,0.0004545935,0.0005103297,0.0001718487],"domain_scores_gemma":[0.9974825,0.001160579,0.0004940224,0.0003302504,0.0004070642,0.0001256469],"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":[0.0000184839,0.00003376645,0.0004096589,0.00009696533,0.00003907231,0.000156902,0.00007972933,0.07741987,0.0002252496,0.9001623,0.009442889,0.0119151],"study_design_scores_gemma":[0.00006361125,0.00005534701,0.0004221521,0.0001158628,0.00006185791,0.000555985,0.00004458736,0.2358509,0.0001977176,0.6530796,0.10948,0.00007247596],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01283519,0.02666297,0.8386983,0.007452862,0.001427928,0.0002433173,0.004538127,0.001245917,0.1068954],"genre_scores_gemma":[0.5486465,0.05886148,0.1883868,0.002875332,0.005418668,0.001293873,0.008593031,0.0008298219,0.1850946],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0162605,"threshold_uncertainty_score":0.05439681,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08597502099020142,"score_gpt":0.2603517795009265,"score_spread":0.174376758510725,"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."}}