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4,299,418 works, Canadian by any of four routes.

Every filter state is a URL; the URL is the query; the query is citable via /q/⟨hash⟩. The page, the API and the export parse the same parameters.

The current cohort, streamed from the database: every work column, the machine labels, the provisional scores, and the per-row validation status. Exports are capped at 100,000 rows. Mints a permanent /q/ link for this exact query. The same filters always produce the same link, whoever asks.

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Stochastic processes and financial applications
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Direct Codex and Gemma labels are unvalidated and sparse. Distilled predictions cover the full frame and are also unvalidated. Choose the evidence source explicitly; absence of a direct label is never a negative label.

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The four routes compose: require the funder route and exclude affiliation to get the funder-only stratum no affiliation-based frame ever sees.

1,930 results · 1 filter active ·
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20002025
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Machine labels · sparse coverage
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An unlabeled work is unknown, not a negative. Label coverage is reported on every query.
1,930 works in the cohort · of 4,299,418page 2 of 39

Labels cover 4 of 1,930 works in this cohort. The rest are unlabeled, which is not a negative label: the label table is sparse today and grows as labeling rounds land.

Distilled predictions cover 1,930 of 1,930 works in this cohort. Predictions are machine_predicted_unvalidated. The Gemma side is a direct model label for every work (title-only); the Codex side is a distilled, calibrated classifier. Candidate is the union; consensus is the intersection.

affno abstractunlabeled
Forecasting with Option-Implied Information
Peter Christoffersen, Kris Jacobs, Bo Young Chang
2013· book-chapter· en· Handbook of economic forecasting· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
98
citations
affno abstractunlabeled
Nonlinearity and temporal dependence
Xiaohong Chen, Lars Peter Hansen, Marine Carrasco
2009· article· en· Journal of Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
98
citations
affno abstractunlabeled
Calibration and hedging under jump diffusion
Chunxiong He, J. S. Kennedy, Thomas F. Coleman, Peter Forsyth, Yuning Li, K.R. Vetzal
2007· article· en· Review of Derivatives Research· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
97
citations
affno abstractunlabeled
Wishart Quadratic Term Structure Models
Christian Gouriéroux, Razvan Sufana
2003· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
97
citations
afffundno abstractunlabeled
Compact finite difference method for American option pricing
Jichao Zhao, Matt Davison, Robert M. Corless
2006· article· en· Journal of Computational and Applied Mathematics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
96
citations
affunlabeled
Option Pricing With Modular Neural Networks
Nikola Gradojević, Ramazan Gençay, Dragan Kukolj
2009· article· en· IEEE Transactions on Neural Networks· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
94
citations
affno abstractunlabeled
Regime Switching and European Options
John Buffington, Robert J. Elliott
2007· book-chapter· en· Lecture notes in control and information sciences· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
89
citations
fundno affunlabeled
Stochastic Modeling in Economics and Finance
Jitka Dupačová, Jan Hurt, Josef Štěpán
2003· book· en· Kluwer Academic Publishers eBooks· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
87
citations
afffundno abstractunlabeled
Option valuation with co-integrated asset prices
Jin‐Chuan Duan, Stanley R. Pliska
2003· article· en· Journal of Economic Dynamics and Control· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
82
citations
affno abstractunlabeled
Minimal Hellinger martingale measures of order q
Tahir Choulli, Christophe Stricker, Jia Li
2007· article· en· Finance and Stochastics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
81
citations
affno abstractgemma · no categorygpt · no categorymodels agree
Option Valuation with Conditional Skewness
Peter Christoffersen, Steven L. Heston, Kris Jacobs
2003· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
80
citations
affunlabeled
A Generalized Stochastic Differential Utility
Ali Lazrak, M.C. Quenez
2003· article· en· Mathematics of Operations Research· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
79
citations
affunlabeled
Advances in Mathematical Finance
Michael C. Fu, Robert A. Jarrow, Ju-Yi Yen, Robert J. Elliott
2007· book· en· Applied and numerical harmonic analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
78
citations
affunlabeled
The Dirichlet problem for the convex envelope
Adam M. Oberman, Luís Silvestre
2011· article· en· Transactions of the American Mathematical Society· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
75
citations
affgemma · no categorygpt · no categorymodels agree
Three ways to solve for bond prices in the Vasicek model
Rogemar Mamon
2004· article· en· Journal of Applied Mathematics and Decision Sciences· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
72
citations
affno abstractunlabeled
Prices and sensitivities of Asian options: A survey
Phelim Boyle, Alexander Potapchik
2007· article· en· Insurance Mathematics and Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
69
citations
afffundunlabeled
PORTFOLIO MANAGEMENT WITH CONSTRAINTS
Phelim Boyle, Weidong Tian
2007· article· en· Mathematical Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
68
citations
affunlabeled
The integral of geometric Brownian motion
Daniel Dufresne
2001· article· en· Advances in Applied Probability· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
67
citations
fundno affunlabeled
Choquet expectation and Peng’s g-expectation
Zengjing Chen, Tao Chen, Matt Davison
2005· article· en· The Annals of Probability· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
66
citations
afffundunlabeled
Good Volatility, Bad Volatility, and Option Pricing
Bruno Feunou, Cédric Okou
2018· article· en· Journal of Financial and Quantitative Analysis· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
62
citations

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