{"id":"W4239558228","doi":"10.1007/978-0-387-78165-5_7","title":"Financial Applications","year":2008,"lang":"en","type":"book-chapter","venue":"Springer series in statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Stochastic game; Variance reduction; Monte Carlo method; Asset (computer security); Finance; Constant (computer programming); Value (mathematics); Computer science; Mathematical finance; Variance (accounting); Valuation of options; Mathematical economics; Econometrics; Actuarial science; Economics; Mathematics; Accounting; Statistics","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":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00009038782,0.0003081723,0.0005897658,0.000248543,0.0001556333,0.00003315339,0.0003446339,0.0003264781,0.0003179136],"category_scores_gemma":[0.00009599169,0.0004290671,0.00007882762,0.0001049986,0.0002398626,0.00008617916,0.000125968,0.0004146108,0.001492777],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001508546,"about_ca_system_score_gemma":0.0001177749,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004837413,"about_ca_topic_score_gemma":0.0001282741,"domain_scores_codex":[0.9982154,7.948483e-7,0.0008584961,0.0005679526,0.00005969528,0.0002976813],"domain_scores_gemma":[0.9988183,0.00005574166,0.0004749596,0.000515406,0.0000736713,0.00006193436],"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":[0.000007809452,0.00002332979,0.00005313036,0.00006269338,0.00001064222,0.00001316374,0.00009900603,0.000005624845,2.35883e-7,0.9928133,0.003086049,0.003825013],"study_design_scores_gemma":[0.00007959305,0.00001844072,0.0003589808,0.00001707043,0.000004040205,0.000007495863,0.000001493317,0.00001390263,5.040353e-7,0.5108787,0.4883736,0.0002461549],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"other","genre_scores_codex":[0.000001374996,0.002882026,0.6521407,0.00007585204,0.0002420341,0.0003814353,0.003562068,0.00004280053,0.3406717],"genre_scores_gemma":[0.002999035,0.01737288,0.2995537,0.0007189618,0.002149699,0.001743027,0.001116512,0.0004490433,0.6738972],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.4852875,"threshold_uncertainty_score":0.9998161,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02770951628602374,"score_gpt":0.2235135568339247,"score_spread":0.1958040405479009,"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."}}