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Record W2165814436 · doi:10.1016/j.econmod.2012.12.003

Upper and lower bounds for convex value functions of derivative contracts

2013· article· en· W2165814436 on OpenAlexafffund
Hatem Ben‐Ameur, Javier de Frutos, Tarek Fakhfakh, Vacaba Diaby

Bibliographic record

VenueEconomic Modelling · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsHEC MontréalGroup for Research in Decision Analysis
FundersNatural Sciences and Engineering Research Council of CanadaEuropean Regional Development FundConsejería de Educación, Junta de Castilla y León
KeywordsDerivative (finance)Bellman equationUpper and lower boundsValue (mathematics)Dynamic programmingRegular polygonMathematical optimizationConvex optimizationAffine transformationMathematicsPiecewisePiecewise linear functionMathematical economicsFunction (biology)Convex functionComputer scienceEconomicsFinancePure mathematics

Abstract

fetched live from OpenAlex
No abstract in any covered source. Its absence is recorded, not treated as a negative.

No abstract. This is not a gap in this database; OpenAlex has none either. 23.3% of the frame is in this state, and the screen finds HALF as much metaresearch here, so the absence is a measured bias rather than a missing field.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.019
metaresearch head score (Gemma)0.096
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.019
Threshold uncertainty score0.099

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0190.096
Meta-epidemiology (narrow)0.0040.002
Meta-epidemiology (broad)0.0040.003
Bibliometrics0.0050.004
Science and technology studies0.0020.008
Scholarly communication0.0110.013
Open science0.0040.006
Research integrity0.0040.013
Insufficient payload (model declined to judge)0.0100.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.028
GPT teacher head0.210
Teacher spread0.182 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations7
Published2013
Admission routes2
Has abstractno

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