Triple
T478470
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Itô calculus |
E9112
|
entity |
| Predicate | usedIn |
P98
|
FINISHED |
| Object |
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.
|
E59634
|
NE FINISHED |
Provenance (5 batches)
| Stage | Batch ID | Job type | Status |
|---|---|---|---|
| creating | batch_69a2e7ff81708190b0507a24a997232c |
elicitation | completed |
| NER | batch_69a2f056459881909749764cc4a7f9e8 |
ner | completed |
| NED1 | batch_69a46804b90881908422851eeb9bbba1 |
ned_source_triple | completed |
| NED2 | batch_69a4696c35c08190890e8159983e2efb |
ned_description | completed |
| NEDg | batch_69a46901d5c08190af7ea8b01206505c |
nedg | completed |
Created at: Feb. 28, 2026, 1:12 p.m.