{"id":"W4234807259","doi":"10.2139/ssrn.686588","title":"No-Arbitrage Valuation of Contingent Claims in Discrete Time","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Arbitrage; Economics; Valuation (finance); Actuarial science; Financial economics; Econometrics; Contingent valuation; Microeconomics; Finance; Willingness to pay","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":[0.008792376,0.001458614,0.002278005,0.001296859,0.0008364589,0.005791141,0.002243291,0.00362215,0.004240473],"category_scores_gemma":[0.0311664,0.0009167207,0.001069875,0.001026243,0.004887335,0.0102691,0.001905194,0.003159035,0.0002237604],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002186564,"about_ca_system_score_gemma":0.001475598,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008936857,"about_ca_topic_score_gemma":0.0007066635,"domain_scores_codex":[0.9968389,0.001907395,0.0001457035,0.0003013297,0.0004930229,0.0003136658],"domain_scores_gemma":[0.9784693,0.01684634,0.001568457,0.0009834239,0.0008299552,0.001302528],"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":[0.0002911855,0.0001046018,0.0007150012,0.00009135441,0.00005698905,0.0002473117,0.000148857,0.06907031,0.0006865844,0.9225798,0.0006860232,0.005321882],"study_design_scores_gemma":[0.00004367605,0.000048303,0.0002657904,0.00001874881,0.00001810851,0.00005442326,0.00003326126,0.3296133,0.0001829279,0.669403,0.0003019508,0.00001653725],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4399993,0.003406195,0.5136455,0.006156461,0.0004449147,0.000126336,0.000257763,0.0001335944,0.03582989],"genre_scores_gemma":[0.9865727,0.0005839994,0.007453169,0.00005963999,0.00018901,0.00003470125,0.00005889857,0.00001648385,0.005031392],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008792376,"threshold_uncertainty_score":0.04649907,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04571195257727637,"score_gpt":0.3397669106138132,"score_spread":0.2940549580365368,"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."}}