{"id":"W4320509322","doi":"10.2991/978-94-6463-036-7_150","title":"An Analysis of Optimized Asian Options","year":2022,"lang":"en","type":"book-chapter","venue":"Advances in economics, business and management research/Advances in Economics, Business and Management Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Asian option; Issuer; Exotic option; Valuation of options; Put option; Actuarial science; Stock options; Risk analysis (engineering); Computer science; Financial economics; Business; Economics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001104619,0.0005195794,0.0004362803,0.0008888317,0.0004397687,0.001305921,0.000629404,0.0005948934,0.006490415],"category_scores_gemma":[0.003092907,0.0002134548,0.0008342695,0.0007332059,0.0007250606,0.001727827,0.0007240315,0.0008202665,0.0003181027],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006342001,"about_ca_system_score_gemma":0.000659537,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001245361,"about_ca_topic_score_gemma":0.0005880988,"domain_scores_codex":[0.9995982,0.0001478965,0.00002348103,0.00005197828,0.0001314423,0.00004698762],"domain_scores_gemma":[0.9993083,0.0003131939,0.0001033976,0.00004851418,0.0001598821,0.00006671788],"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":[0.0001005681,0.00004583427,0.001587293,0.0001301691,0.00004825419,0.0004268585,0.0001634814,0.187809,0.003514046,0.7768736,0.002013352,0.02728758],"study_design_scores_gemma":[0.00001300647,0.00006933732,0.001010695,0.0000396429,0.00002636234,0.0002332306,0.00005290513,0.8360298,0.0008463123,0.1564937,0.005162102,0.00002283007],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2383647,0.004058407,0.6544409,0.0009225566,0.0002061963,0.00009596959,0.0002061629,0.000162976,0.101542],"genre_scores_gemma":[0.9454445,0.001307181,0.0331204,0.0001303372,0.0001108969,0.00006734501,0.0001482857,0.00006864722,0.01960237],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006490415,"threshold_uncertainty_score":0.0217126,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0445294803313185,"score_gpt":0.320653850024637,"score_spread":0.2761243696933185,"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."}}