Triple
T11961730
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Snell envelope |
E284683
|
entity |
| Predicate | usedIn |
P98
|
FINISHED |
| Object | Snell envelope method for American option pricing |
E284683
|
NE FINISHED |
How this triple was built (2 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Snell envelope method for American option pricing | Statement: [Snell envelope, usedIn, Snell envelope method for American option pricing]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Snell envelope method for American option pricing Context triple: [Snell envelope, usedIn, Snell envelope method for American option pricing]
-
A.
Snell envelope
chosen
The Snell envelope is a stochastic process that represents the smallest supermartingale dominating a given process and is fundamental in optimal stopping theory and the valuation of American-style options.
-
B.
Feynman–Kac formula
The Feynman–Kac formula is a fundamental result connecting solutions of certain partial differential equations with expectations over stochastic processes, forming a bridge between quantum mechanics, probability theory, and mathematical finance.
-
C.
Clark–Ocone formula
The Clark–Ocone formula is a key result in stochastic calculus and Malliavin calculus that provides an explicit integral representation of square-integrable random variables with respect to Brownian motion.
-
D.
Black–Scholes model
The Black–Scholes model is a fundamental mathematical framework in financial economics for pricing options and other derivatives by modeling asset prices as stochastic processes.
-
E.
Lucas asset pricing model
The Lucas asset pricing model is a foundational rational expectations framework in macro-finance that explains asset prices through representative-agent intertemporal consumption choices under uncertainty.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (3 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69d6ab2eaeb881909f7914758f859413 |
completed | April 8, 2026, 7:23 p.m. |
| NER | Named-entity recognition | batch_69d9037848f481908276716675464464 |
completed | April 10, 2026, 2:04 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69f4592fa9a48190a0450e3d0c57c4d3 |
completed | May 1, 2026, 7:41 a.m. |
Created at: April 8, 2026, 9:45 p.m.