{"id":"W4411656161","doi":"10.51847/untj4ofihc","title":"10.51847/untJ4oFIhC","year":2000,"lang":"en","type":"article","venue":"Time to knit","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Heston model; Valuation of options; Econometrics; Database transaction; Economics; Stochastic volatility; Financial economics; Computer science; SABR volatility model; Volatility (finance)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0006473526,0.001130064,0.0007117799,0.002105285,0.001129707,0.003237491,0.001196813,0.003170673,0.8962677],"category_scores_gemma":[0.001392025,0.0003148648,0.0005169146,0.002363896,0.000847542,0.001632882,0.00163838,0.001313957,0.8576819],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001150006,"about_ca_system_score_gemma":0.0009109657,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00636509,"about_ca_topic_score_gemma":0.003788364,"domain_scores_codex":[0.999499,0.00004662903,0.00003663656,0.0001415943,0.000175407,0.0001008676],"domain_scores_gemma":[0.9987373,0.0002155838,0.00006271216,0.0002846814,0.0004874947,0.0002121286],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0003256681,0.000235865,0.001342365,0.0003494182,0.00002448505,0.0004332503,0.0001298996,0.001218354,0.005943592,0.02194751,0.1780301,0.7900195],"study_design_scores_gemma":[0.00004817698,0.00005875494,0.001395858,0.0001938262,0.00002020988,0.0004427063,0.0001255107,0.003680722,0.00210321,0.00448662,0.9874121,0.00003225535],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"other","genre_gemma":"other","genre_scores_codex":[0.003097513,0.001182216,0.007736544,0.001252117,0.00210053,0.0001037386,0.001272543,0.001927103,0.9813277],"genre_scores_gemma":[0.01299038,0.0005360483,0.003476983,0.0004949296,0.0002646657,0.00006079119,0.001293433,0.0003578438,0.9805249],"genre_candidate":"other","genre_consensus":"other","teacher_disagreement_score":0.1037323,"threshold_uncertainty_score":0.1479615,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01177681028530193,"score_gpt":0.1730645369603413,"score_spread":0.1612877266750394,"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."}}