{"id":"W3166297865","doi":"10.1002/fut.22214","title":"Valuation of bitcoin options","year":2021,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Valuation (finance); Economics; Currency; Moneyness; Valuation of options; Asian option; Option value; Dividend; Black–Scholes model; Monetary economics; Financial economics; Microeconomics; Finance","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":[0.0004565823,0.00005578469,0.0002347803,0.0001275376,0.00005276752,0.00001719895,0.0001213804,0.00005195374,0.0001886557],"category_scores_gemma":[0.0004181089,0.00005825121,0.000129463,0.0002733799,0.00002132067,0.0001086747,0.00002191989,0.0001012633,0.00001683783],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002956787,"about_ca_system_score_gemma":0.00007890365,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000005673133,"about_ca_topic_score_gemma":0.000004404218,"domain_scores_codex":[0.9991571,0.000006040919,0.0006090889,0.00009069627,0.00005108018,0.00008598498],"domain_scores_gemma":[0.9988152,0.00006025585,0.0007047656,0.0001299027,0.0002468362,0.00004301093],"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":[0.0000317505,0.0001606098,0.001663063,0.00003503626,0.00005406006,0.000005800147,0.0001817482,0.00007030647,0.0005470517,0.9899181,0.001775671,0.00555677],"study_design_scores_gemma":[0.0005821634,0.00007250138,0.2375433,0.00004721604,0.00002497515,0.00008805121,0.0001634559,0.0003743354,0.000756913,0.7291994,0.03102439,0.0001233141],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1230001,0.01906641,0.8370789,0.002885708,0.001206871,0.0001098344,0.00009846114,0.000007952744,0.01654576],"genre_scores_gemma":[0.9860405,0.0005622199,0.01267461,0.0001198647,0.000373567,0.000003796803,0.000004283916,0.000008425767,0.0002127733],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8630404,"threshold_uncertainty_score":0.2375416,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03330608809858614,"score_gpt":0.2438542199711926,"score_spread":0.2105481318726065,"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."}}