{"id":"W3125814860","doi":"10.1016/j.najef.2024.102153","title":"Pricing exchange options under stochastic correlation","year":2024,"lang":"en","type":"article","venue":"The North American Journal of Economics and Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Financial economics; Economics; Econometrics; Mathematical economics","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":[0.006154164,0.0009497856,0.002104784,0.001333399,0.0005041417,0.004639364,0.00151308,0.003775829,0.003187057],"category_scores_gemma":[0.03727052,0.0012567,0.001376752,0.001750022,0.002694026,0.008484589,0.002209557,0.003415656,0.0002870319],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00140557,"about_ca_system_score_gemma":0.001579104,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001265468,"about_ca_topic_score_gemma":0.0008808522,"domain_scores_codex":[0.9975451,0.001266444,0.0001510403,0.000221447,0.000582836,0.0002332064],"domain_scores_gemma":[0.9727659,0.02136568,0.002666093,0.0008518272,0.00124635,0.001104098],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000247355,0.00007856426,0.001935575,0.00007145033,0.0001005336,0.0006598523,0.000123853,0.3373136,0.001132208,0.650564,0.0008360782,0.00693686],"study_design_scores_gemma":[0.00004605324,0.00004261447,0.0004222178,0.00001425217,0.00001985433,0.0001108742,0.00001898296,0.8525152,0.0002331902,0.1463075,0.0002408125,0.00002855802],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4140268,0.001365808,0.5705909,0.003804555,0.0003757275,0.00007698411,0.0001306199,0.0003237025,0.009304916],"genre_scores_gemma":[0.9812716,0.0007036032,0.0120424,0.0001611205,0.000329482,0.00004508047,0.00009502395,0.00007863936,0.005273086],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006154164,"threshold_uncertainty_score":0.0325467,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02018493382532751,"score_gpt":0.2160791356482077,"score_spread":0.1958942018228802,"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."}}