{"id":"W7096472223","doi":"","title":"The Importance of Estimating Implied Volatility Functions Using the Relevant Loss Function","year":2001,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Valuation of options; Benchmark (surveying); Implied volatility; Function (biology); Sample (material); Volatility (finance); Estimation","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":[0.02970167,0.001565361,0.001344426,0.001209885,0.0005033749,0.0031515,0.001716392,0.002561596,0.001086614],"category_scores_gemma":[0.2098788,0.0007127553,0.0007273268,0.001149979,0.001565485,0.006345605,0.002235359,0.003377052,0.0003227317],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000957081,"about_ca_system_score_gemma":0.001152297,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002677286,"about_ca_topic_score_gemma":0.001286125,"domain_scores_codex":[0.9907094,0.006989275,0.0003160953,0.0005371488,0.001232362,0.0002156804],"domain_scores_gemma":[0.8212819,0.163914,0.005521218,0.004803784,0.003996448,0.0004826628],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002997881,0.0001823559,0.01453209,0.0002550092,0.0001797309,0.0001976278,0.0002766394,0.7903866,0.002225002,0.09212252,0.0009435275,0.09839904],"study_design_scores_gemma":[0.00001797397,0.000104698,0.001376358,0.00004047476,0.00002633462,0.00006951155,0.00005033617,0.9664108,0.001605678,0.0299698,0.0003032627,0.0000248496],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.06701171,0.0007137917,0.92893,0.001087274,0.00005810223,0.00005482182,0.00005032532,0.0001441878,0.001949846],"genre_scores_gemma":[0.7614413,0.00146103,0.2345334,0.0002999325,0.0002395251,0.0001334471,0.0002447317,0.0002032348,0.001443422],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02970167,"threshold_uncertainty_score":0.1570794,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04034914302031192,"score_gpt":0.2489954423705674,"score_spread":0.2086462993502555,"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."}}