{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004798147,0.00009688476,0.0003554258,0.000223084,0.00007559756,0.00003318728,0.000120237,0.00004919805,0.000008014692],"category_scores_gemma":[0.0002636442,0.0000869597,0.00005733269,0.0002489878,0.00004215023,0.000179031,0.00003199206,0.0001140223,0.000002181896],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003841307,"about_ca_system_score_gemma":0.00005199629,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000009347904,"about_ca_topic_score_gemma":0.000005154375,"domain_scores_codex":[0.9989324,0.000003812716,0.0007951359,0.000108248,0.00004630536,0.0001140628],"domain_scores_gemma":[0.9986379,0.0001018896,0.0009828787,0.0001304311,0.0001104525,0.00003650261],"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":[0.00002377607,0.0003037215,0.000267746,0.0008989346,0.00009758647,0.000001953375,0.00327749,0.01404809,0.0001100178,0.971347,0.00007560621,0.009548124],"study_design_scores_gemma":[0.0004483268,0.00007670512,0.0005068395,0.0004048611,0.00005461578,0.00001372075,0.0003036807,0.4535803,0.00009788215,0.544373,0.00003623838,0.0001039099],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08907627,0.0007561705,0.9090914,0.0002947667,0.00005098663,0.0001329407,0.00001552793,0.000005027652,0.000576951],"genre_scores_gemma":[0.764205,0.0001124984,0.2355425,0.00002520502,0.00002564343,0.00001122471,0.000001146531,0.000009139662,0.00006767541],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.6751287,"threshold_uncertainty_score":0.3546114,"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."}}