Triple

T2631257
Position Surface form Disambiguated ID Type / Status
Subject Black–Scholes model E59634 entity
Predicate yields P490 FINISHED
Object Black–Scholes partial differential equation 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: Black–Scholes partial differential equation | Statement: [Black–Scholes model, yields, Black–Scholes partial differential equation]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Black–Scholes partial differential equation
Context triple: [Black–Scholes model, yields, Black–Scholes partial differential equation]
  • A. 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.
  • 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. Itô’s lemma
    Itô’s lemma is a fundamental result in stochastic calculus that generalizes the chain rule to functions of stochastic processes, especially Brownian motion.
  • D. Kolmogorov backward equation
    The Kolmogorov backward equation is a fundamental partial differential equation in stochastic processes that characterizes the time evolution of expected values of functionals of Markov processes, complementary to the Fokker–Planck (forward) equation.
  • E. Itô calculus
    Itô calculus is a branch of stochastic analysis that extends classical calculus to functions of stochastic processes, particularly Brownian motion, enabling rigorous treatment of stochastic differential equations.
  • 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_69ab4ac8596c8190b34997e73d9e991c completed March 6, 2026, 9:44 p.m.
NER Named-entity recognition batch_69abd8c567408190b94ff047efa4bc06 completed March 7, 2026, 7:50 a.m.
NED1 Entity disambiguation (via context triple) batch_69af90a7021081909f81c4ddb48fa00c completed March 10, 2026, 3:31 a.m.
Created at: March 6, 2026, 9:50 p.m.