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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.

affaffiliation
fundfunder
venuejournal
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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 4 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 teacher distillation outputs. Candidate is the union; consensus is the intersection.

affunlabeled
LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
Ghada Alobaidi, Roland Mallier, A. S. Deakin
2004· article· en· Mathematical Models and Methods in Applied Sciences· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
38
citations
affunlabeled
OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING
Robert J. Elliott, Tak Kuen Siu, Leunglung Chan
2006· article· en· International Journal of Theoretical and Applied Finance· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
36
citations
affunlabeled
Option Pricing on the GPU
Susan Solomon, Ruppa K. Thulasiram, Parimala Thulasiraman
2010· article· en· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
35
citations
affno abstractunlabeled
A comonotonic theorem for BSDEs
Zengjing Chen, Reg Kulperger, Gang Wei
2004· article· en· Stochastic Processes and their Applications· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
35
citations
affunlabeled
The Importance of the Loss Function in Option Pricing
Peter Christoffersen, Kris Jacobs
2001· preprint· en· Érudit documents and data repository (Érudit Consortium, University of Montreal)· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
35
citations
affno abstractunlabeled
The Riccati Equation in Mathematical Finance
P.P Boyle, Weidong Tian, Fred Guan
2002· article· en· Journal of Symbolic Computation· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
35
citations
affno abstractunlabeled
Stochastic flows and the forward measure
Robert J. Elliott, John van der Hoek
2001· article· en· Finance and Stochastics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
33
citations
affunlabeled
Initial measures for the stochastic heat equation
Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu
2014· article· fr· Annales de l Institut Henri Poincaré Probabilités et Statistiques· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
33
citations
afffundno abstractunlabeled
A dynamic programming approach to price installment options
Hatem Ben‐Ameur, Michèle Breton, Pascal François
2004· article· en· European Journal of Operational Research· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
33
citations
affno abstractunlabeled
Linear Volterra backward stochastic integral equations
Yaozhong Hu, Bernt Øksendal
2018· article· en· Stochastic Processes and their Applications· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrow+insufficient_payloadconsensus · none
32
citations
afffundno abstractunlabeled
Minimax pricing and Choquet pricing
Zengjing Chen, Reg Kulperger
2006· article· en· Insurance Mathematics and Economics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
32
citations
venueno affunlabeled
VaR and CVaR Implied in Option Prices
Giovanni Barone Adesi
2016· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
32
citations
afffundno abstractunlabeled
Discrete time Wishart term structure models
Christian Gouriéroux, Razvan Sufana
2011· article· en· Journal of Economic Dynamics and Control· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
31
citations
affno abstractunlabeled
The Econometrics of Option Pricing
René García, Éric Ghysels, Éric Renault
2003· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
31
citations
afffundunlabeled
Variably Skewed Brownian Motion
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum
2000· article· en· Electronic Communications in Probability· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
30
citations
affno abstractunlabeled
Time Dependent Heston Model
Eric Benhamou, Emmanuel Gobet, Mohammed Miri
2009· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · insufficient_payloadconsensus · none
30
citations
affno abstractunlabeled
Which Volatility Model for Option Valuation?
Peter Christoffersen, Kris Jacobs
2002· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
30
citations

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