{"id":"W3124969309","doi":"","title":"A New Representative of the Local Volatility Surface","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Local volatility; Implied volatility; Volatility (finance); Volatility smile; Econometrics; Ansatz; Volatility swap; Economics; Forward volatility; Call option; Mathematics; Applied mathematics; Mathematical optimization","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":[0.001144043,0.0004906948,0.0009211259,0.001270544,0.000437672,0.002055994,0.001255681,0.001309806,0.003834683],"category_scores_gemma":[0.005568848,0.0003310876,0.0006790875,0.00079404,0.001237652,0.003488619,0.001498657,0.00178317,0.0006290199],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004162522,"about_ca_system_score_gemma":0.000455485,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004573704,"about_ca_topic_score_gemma":0.0002888892,"domain_scores_codex":[0.999598,0.00008463976,0.00001838365,0.0001247955,0.0001305127,0.00004373229],"domain_scores_gemma":[0.9983949,0.0007262019,0.0002214461,0.0002754244,0.0002484939,0.0001334319],"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":[0.00006939942,0.00006816183,0.004768688,0.0002329452,0.00007476957,0.0006231354,0.0003772924,0.2955352,0.03715802,0.6079589,0.002839195,0.05029444],"study_design_scores_gemma":[0.00000686797,0.00003675134,0.001506735,0.00001928359,0.00001242939,0.0003185786,0.00007155033,0.8569272,0.003079216,0.1343104,0.003671034,0.0000400671],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07103698,0.0003592403,0.9200171,0.0003894518,0.00007388723,0.0000317542,0.0002058734,0.0004994754,0.007386346],"genre_scores_gemma":[0.8864794,0.0006354618,0.1026135,0.0002407727,0.0002375413,0.0001035061,0.0005839498,0.0005587874,0.008547017],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003834683,"threshold_uncertainty_score":0.01282835,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0196517180410589,"score_gpt":0.2276909754099057,"score_spread":0.2080392573688468,"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."}}