{"id":"W4313450362","doi":"10.1007/s40314-022-02149-x","title":"A finite elements approach for spread contract valuation via associated two-dimensional PIDE","year":2022,"lang":"en","type":"article","venue":"Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Toronto Metropolitan University","funders":"Fields Institute for Research in Mathematical Sciences","keywords":"Toeplitz matrix; Preconditioner; Circulant matrix; Discretization; Quadrature (astronomy); Applied mathematics; Mathematics; Valuation (finance); Lévy process; Partial differential equation; Mathematical optimization; Mathematical analysis; Algorithm; Pure mathematics; Iterative method; Physics; Finance; Economics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.0005155456,0.0001197788,0.0002604898,0.00008324081,0.0004345282,0.00003409704,0.0001104619,0.00003154378,0.00004725731],"category_scores_gemma":[0.00007891742,0.0001420962,0.00005330395,0.0001747113,0.00003101898,0.00004047477,0.00008089835,0.00009396632,0.00001461543],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000645089,"about_ca_system_score_gemma":0.0000283284,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00000700888,"about_ca_topic_score_gemma":5.29124e-7,"domain_scores_codex":[0.9989354,0.000002552422,0.0005197488,0.0002811367,0.00009376705,0.0001674203],"domain_scores_gemma":[0.9990537,0.000339597,0.0004173924,0.00008778761,0.0000561709,0.00004532205],"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":[0.00001278355,0.0003500889,0.0000437641,0.00003395393,0.00003887205,7.816207e-8,0.0002168692,0.1198337,0.00002289669,0.8781695,0.00009223135,0.0011852],"study_design_scores_gemma":[0.0006107846,0.00002407871,0.0002587562,0.000001602269,0.000009201559,0.000001761505,0.00002312411,0.4815391,0.000002867579,0.5172716,0.000163754,0.00009331683],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.007069824,0.0001233221,0.9896619,0.0001341824,0.00005036277,0.0006821945,0.0005017537,0.00003373337,0.001742674],"genre_scores_gemma":[0.7730402,7.647892e-7,0.2248935,0.0003246956,0.0000486084,0.000912876,0.0006992483,0.00001823534,0.00006191295],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7659703,"threshold_uncertainty_score":0.5794513,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04540575526992288,"score_gpt":0.2512194012109576,"score_spread":0.2058136459410348,"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."}}