Triple
T2631272
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Black–Scholes model |
E59634
|
entity |
| Predicate | relatedTo |
P37
|
FINISHED |
| Object |
Greeks (option sensitivities)
Greeks (option sensitivities) are quantitative measures that describe how the price of an option responds to changes in underlying variables such as the asset price, volatility, time, and interest rates.
|
E284680
|
NE FINISHED |
Provenance (5 batches)
| Stage | Batch ID | Job type | Status |
|---|---|---|---|
| creating | batch_69ab4ac8596c8190b34997e73d9e991c |
elicitation | completed |
| NER | batch_69abd8c6e540819087c7f92432b27b0f |
ner | completed |
| NED1 | batch_69af90a7021081909f81c4ddb48fa00c |
ned_source_triple | completed |
| NED2 | batch_69af92500920819082c651f75a06dd72 |
ned_description | completed |
| NEDg | batch_69af9172ba248190bbc68a00b43d9b44 |
nedg | completed |
Created at: March 6, 2026, 9:50 p.m.