Triple

T12021200
Position Surface form Disambiguated ID Type / Status
Subject Myron Scholes E286150 entity
Predicate notableWork P4 FINISHED
Object The Pricing of Options and Corporate Liabilities E59634 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: The Pricing of Options and Corporate Liabilities | Statement: [Myron Scholes, notableWork, The Pricing of Options and Corporate Liabilities]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: The Pricing of Options and Corporate Liabilities
Context triple: [Myron Scholes, notableWork, The Pricing of Options and Corporate Liabilities]
  • A. Merton’s jump-diffusion model
    Merton’s jump-diffusion model is a financial model that extends the Black–Scholes framework by incorporating sudden, random price jumps in addition to continuous diffusion to better capture real-world asset price dynamics.
  • B. 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.
  • C. Black–Scholes model chosen
    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.
  • D. Merton’s model of credit risk
    Merton’s model of credit risk is a structural framework in finance that values a firm’s equity as a call option on its assets to assess the probability of default and price corporate debt.
  • E. Merton model
    The Merton model is a structural credit risk framework that values a company's equity as a call option on its assets to assess default risk and price corporate debt and derivatives.
  • 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_69d6ab45a368819084fce08bf0dc3705 completed April 8, 2026, 7:23 p.m.
NER Named-entity recognition batch_69d903ed15408190afc21afd57d6a737 completed April 10, 2026, 2:06 p.m.
NED1 Entity disambiguation (via context triple) batch_69f48b62cad8819092beb72c604a4762 completed May 1, 2026, 11:15 a.m.
Created at: April 8, 2026, 9:47 p.m.