{"id":"W4406814980","doi":"10.1155/jom/6658524","title":"Asian Options Pricing and Parameter Estimation of Uncertain Mean‐Reverting Currency Model With Exponential Ornstein–Uhlenbeck Exchange Rate","year":2025,"lang":"en","type":"article","venue":"Journal of Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Guangxi University of Finance and Economics; Guangxi University; Tsinghua University","keywords":"Mathematics; Mean reversion; Ornstein–Uhlenbeck process; Exponential function; Exchange rate; Cox–Ingersoll–Ross model; Estimation; Applied mathematics; Econometrics; Statistics; Stochastic process; Mathematical analysis; Interest rate; Economics; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002907751,0.001002496,0.001532468,0.0006876378,0.0004280313,0.002043935,0.001599373,0.00140095,0.001429453],"category_scores_gemma":[0.008300621,0.0007434771,0.001684109,0.000867532,0.0008715159,0.002125497,0.00102125,0.001901732,0.0001749087],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007502364,"about_ca_system_score_gemma":0.001218262,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01108949,"about_ca_topic_score_gemma":0.003397926,"domain_scores_codex":[0.9989319,0.0004909661,0.00007247208,0.0002191257,0.0001788594,0.0001065599],"domain_scores_gemma":[0.9976127,0.001528421,0.0003938664,0.0001131365,0.000273505,0.00007833815],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003260818,0.00001815843,0.00163289,0.00004231483,0.0000493189,0.0001887139,0.00005420641,0.9556335,0.0005512656,0.03662264,0.0002240379,0.004950352],"study_design_scores_gemma":[0.000003173639,0.000006845575,0.000178378,0.000002651215,0.000007330019,0.00001802341,0.000005116358,0.9955712,0.00009353112,0.004032786,0.00007339053,0.000007700116],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.122262,0.0005668784,0.8737366,0.0003648445,0.00005820695,0.00003762839,0.0001295417,0.0001292315,0.002715023],"genre_scores_gemma":[0.964643,0.0006761285,0.03158323,0.00006991959,0.00005736386,0.00008572546,0.000245466,0.00003596853,0.002603084],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01108949,"threshold_uncertainty_score":0.02204984,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03564249189493568,"score_gpt":0.2592543978723754,"score_spread":0.2236119059774397,"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."}}