{"artifact_id":"L1-441","layer":"L1","title":"Monte Carlo Option Pricing","domain":"Computational Finance","sub_domain":"Monte Carlo simulation","physics_fingerprint":{"L_DAG":2.5,"title":"Monte Carlo Option Pricing","domain":"Computational Finance","carrier":"N/A","primitives":["S.mc.path_generation","O.discounting.expectation","O.regularize"],"sub_domain":"Monte Carlo simulation","noise_model":"gaussian","problem_class":"parameter_estimation","solution_space":"option_price_scalar","difficulty_delta":3,"integration_axis":"simulation_paths","sensing_mechanism":"monte_carlo_path_simulation"},"observable_profile":{"metric":"price_standard_error_percent","regime":"Existence of the recovered option_price_scalar is guaranteed within the declared Omega bounds. Uniqueness holds on the measurement-supported subspace; out-of-support modes are controlled by declared priors. Stability is conditionally stable (kappa_eff ~= 10); discretization_error_Euler_Milstein dominates the stability cliff; the remaining mismatch parameters contribute higher-order bias terms. Gaussian sets the irreducible data-fidelity floor.","secondary":"price_bias_percent"},"size_tiers":{"center_spec":{"omega":{"N_paths":10000,"sigma_vol":0.2,"N_timesteps":100,"T_maturity_yr":1.0},"input_format":"measurement_only","problem_class":"parameter_estimation","forward_operator":"monte_carlo_path_simulation","epsilon_fn_center":"0.5 price_standard_error_percent"},"omega_bounds":{"N_paths":[1000,10000000.0],"sigma_vol":[0.05,0.8],"N_timesteps":[10,1000],"T_maturity_yr":[0.1,10.0]},"epsilon_bounds":{"price_standard_error_percent":[0.01,5.0]},"allowed_problem_classes":["parameter_estimation"],"allowed_omega_dimensions":["N_paths","N_timesteps","sigma_vol","T_maturity_yr"],"allowed_forward_operators":["monte_carlo_path_simulation"]},"hardness_fn":{"type":"epsilon_fn","delta":3,"kappa":100,"metric":"price_standard_error_percent"},"initiator_dataset":[{"name":"primary","weight":1.0,"ipfs_cid":null,"license_hash":null}],"status":"testnet","staked_pwm":0.0,"chain_hash":"0x5ecc3f0ab38af6c3204ae3d349c809268ffa2bf1527f6761e6b57f9b3198c25a","chain_tx_hash":"0xf571c624f15786b36078fbe26f1277ec0bf4e58f63802ff20436469a4a3553c7","chain_block":41555259}