{"id":"W4390034119","doi":"10.7202/1092733ar","title":"DIFFICULTÉS DE CALCULER LES COTESDES SWAPS DE VOLATILITÉ","year":2004,"lang":"fr","type":"article","venue":"Assurances et gestion des risques","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Variance swap; Swap (finance); Kurtosis; Volatility (finance); Econometrics; Volatility swap; Economics; Interest rate swap; Implied volatility; Financial economics; Mathematics; Statistics; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001501757,0.0003919305,0.0006307429,0.0001995198,0.0004602395,0.0002580005,0.0003015022,0.0005900466,0.0002042837],"category_scores_gemma":[0.001108166,0.0004894829,0.0002956442,0.0003857662,0.0004749154,0.000875819,0.00006010003,0.0006267471,0.0001961025],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009032332,"about_ca_system_score_gemma":0.0001577993,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01450724,"about_ca_topic_score_gemma":0.003783633,"domain_scores_codex":[0.9973173,0.0001579722,0.0009112064,0.0006578677,0.00009894614,0.0008566834],"domain_scores_gemma":[0.9986339,0.0003082157,0.0003581572,0.0003444519,0.0001610568,0.0001942004],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001003895,0.0005898793,0.3687252,0.0004980171,0.0001344648,0.00002845729,0.007537625,0.2536471,0.0001368955,0.2358928,0.001924736,0.1307844],"study_design_scores_gemma":[0.001127042,0.0002510852,0.5482509,0.001007626,0.0000609652,0.00003155809,0.000409399,0.1957078,0.0009927283,0.1917337,0.05956522,0.0008620588],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.780368,0.0590322,0.1431501,0.011095,0.0007716253,0.0002345201,0.0003148254,0.0001444663,0.004889314],"genre_scores_gemma":[0.9551347,0.0204718,0.0211815,0.0002846377,0.0003969961,0.0000415057,0.00003657789,0.00005663123,0.002395648],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1795256,"threshold_uncertainty_score":0.9997557,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05763825240986048,"score_gpt":0.2763430398866688,"score_spread":0.2187047874768083,"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."}}