{"id":"W3214756013","doi":"10.32920/ryerson.14653533.v1","title":"Pricing barrier and barrier crack option under levy process","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Monte Carlo method; Lévy process; Gasoline; Computation; Fourier transform; Fast Fourier transform; Monte Carlo methods for option pricing; Process (computing); Econometrics; Economics; Computer science; Valuation of options; Mathematics; Applied mathematics; Engineering; Algorithm; Statistics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001518389,0.0006413672,0.0008957518,0.0008295196,0.0005019237,0.001753484,0.001066142,0.001961077,0.003818529],"category_scores_gemma":[0.005803594,0.0003241693,0.001181792,0.0005829686,0.001771844,0.003640766,0.001076553,0.001851365,0.000197289],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00088485,"about_ca_system_score_gemma":0.0008190571,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004215096,"about_ca_topic_score_gemma":0.001663757,"domain_scores_codex":[0.9994053,0.0001969908,0.00002470716,0.00009187391,0.0001648286,0.0001163728],"domain_scores_gemma":[0.9980168,0.0009019675,0.0004160378,0.0001075695,0.0002426995,0.0003149094],"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":[0.0002015376,0.000103142,0.004684617,0.0001205309,0.00007806158,0.001661977,0.000231848,0.380053,0.01088717,0.5942761,0.001406459,0.006295537],"study_design_scores_gemma":[0.00001965665,0.00003883086,0.0006062079,0.000005667355,0.00001131511,0.0001220156,0.00003622252,0.9559087,0.0003075788,0.04270742,0.0002179125,0.00001843436],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6838281,0.00120408,0.303342,0.001648194,0.0001298502,0.00005812678,0.0001394338,0.0001346153,0.009515494],"genre_scores_gemma":[0.9866252,0.0005062287,0.006144156,0.00006987563,0.00008839074,0.00003008015,0.00006083947,0.00003063805,0.006444642],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004215096,"threshold_uncertainty_score":0.01277429,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.032812574932892,"score_gpt":0.2517902364368919,"score_spread":0.2189776615039999,"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."}}