{"id":"W7133056514","doi":"","title":"Adaptive finite difference methods for valuing American options","year":2007,"lang":"","type":"dissertation","venue":"TSpace","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Discretization; Uniqueness; Finite difference; Finite difference method; Partial differential equation; Mixed complementarity problem; Complementarity (molecular biology); Linear complementarity problem; Penalty method","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"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":[0.0008533384,0.0005763,0.0005091507,0.0004704031,0.000350126,0.000674561,0.000833085,0.0009711051,0.001987279],"category_scores_gemma":[0.002314158,0.0002236534,0.0007118128,0.00068242,0.001093072,0.0007801084,0.001061875,0.001753578,0.0003427439],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004670451,"about_ca_system_score_gemma":0.0006989927,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001891486,"about_ca_topic_score_gemma":0.001635498,"domain_scores_codex":[0.9996426,0.0001489037,0.0000164817,0.000038596,0.0001330805,0.0000202874],"domain_scores_gemma":[0.9993351,0.0003825355,0.00007316808,0.00003940363,0.0001307838,0.00003899592],"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":[0.00002434252,0.00003862641,0.0003653125,0.0001167973,0.00002693492,0.00007218753,0.0001008611,0.7116618,0.004751038,0.2336538,0.0009755527,0.04821273],"study_design_scores_gemma":[0.000005963038,0.00001331921,0.00003987241,0.000008410129,0.000002623378,0.00001141233,0.000005540349,0.9686009,0.0004917851,0.02877118,0.002043031,0.00000592011],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.005080355,0.0005402301,0.9914545,0.000218439,0.0000724701,0.00002440876,0.00001986425,0.00003283098,0.002556947],"genre_scores_gemma":[0.3191379,0.0019338,0.664874,0.0002434482,0.0002248648,0.0002840419,0.0001072446,0.00007805045,0.0131166],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.001987279,"threshold_uncertainty_score":0.006648123,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07549952412300853,"score_gpt":0.4103556428957609,"score_spread":0.3348561187727523,"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."}}