Cover Image

On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ghysels, Eric, Morgan, Jack
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities Quantum Physics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Efficient Hamiltonian Simulation for Solving Option Price Dynamics
by: Gonzalez-Conde, Javier, et al.
Published: (2021)

Pricing of European Calls with the Quantum Fourier Transform
by: Ewen, Tom
Published: (2024)

Quantum Amplitude Loading for Rainbow Options Pricing
by: Cibrario, Francesca, et al.
Published: (2024)

Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
by: Cibrario, Francesca, et al.
Published: (2025)

A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
by: Guo, Chao, et al.
Published: (2023)

An Asymmetric Capital Asset Pricing Model
by: Hatemi-J, Abdulnasser
Published: (2024)

On Quantum Ambiguity and Potential Exponential Computational Speedups to Solving Dynamic Asset Pricing Models
by: Eric Ghysels, et al.
Published: (2025)

Dynamic Asset Pricing with α-MEU Model
by: Fan, Jiacheng, et al.
Published: (2025)

Asset Pricing Model in Markets of Imperfect Information and Subjective Views
by: Lalioui, Hafid, et al.
Published: (2025)

Asset Pricing in the Presence of Market Microstructure Noise
by: Yegon, Peter, et al.
Published: (2025)

Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance
by: Wolf, Mark-Oliver, et al.
Published: (2023)

Unifying Market Microstructure and Dynamic Asset Pricing
by: Lauria, Davide, et al.
Published: (2023)

Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model
by: Lindquist, W. Brent, et al.
Published: (2024)

To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
by: Bosi, Stefano, et al.
Published: (2025)

No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives
by: Calvelli, Alessio
Published: (2022)

Common Idiosyncratic Quantile Factors and Asset Prices
by: Barunik, Jozef, et al.
Published: (2022)

Quadratic Volatility from the Pöschl-Teller Potential and Hyperbolic Geometry
by: Saucedo, Joel
Published: (2025)

Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
by: Olkhov, Victor
Published: (2022)

Dynamic Asset Pricing Theory for Life Contingent Risks
by: Ling, Patrick
Published: (2025)

Quantum-Inspired Tensor Neural Networks for Option Pricing
by: Patel, Raj G., et al.
Published: (2022)

Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation
by: Kyakutwika, Nelson, et al.
Published: (2025)

Data-driven Option Pricing
by: Dai, Min, et al.
Published: (2024)

The Co-Pricing Factor Zoo
by: Dickerson, Alexander, et al.
Published: (2026)

Priced risk in corporate bonds
by: Dickerson, Alexander, et al.
Published: (2026)

Three Remarks On Asset Pricing
by: Olkhov, Victor
Published: (2021)

Stochastic PDEs and Quantitative Finance: The Black-Scholes-Merton Model of Options Pricing and Riskless Trading
by: Kaplowitz, Brandon, et al.
Published: (2012)

Market-Based Asset Price Probability
by: Olkhov, Victor
Published: (2022)

Fair Pricing in Long-Term Insurance: A Unified Framework
by: Lim, Hong Beng, et al.
Published: (2026)

A3T-GCN for FTSE100 Components Price Forecasting
by: Paredes, A. L.
Published: (2025)

Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model
by: Kim, Changeun, et al.
Published: (2025)

Music as an Asset Class
by: Stoikov, Sasha, et al.
Published: (2026)

Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing
by: Higgins, Mark
Published: (2026)

Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks
by: Molla, Hasib Uddin, et al.
Published: (2025)

Pricing Fractal Derivatives under Sub-Mixed Fractional Brownian Motion with Jumps
by: Karimi, Nader
Published: (2025)

Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
by: Perotti, Leonardo, et al.
Published: (2025)

Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate
by: Goudenège, Ludovic, et al.
Published: (2025)

Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing
by: Case, Giacomo
Published: (2025)

Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models
by: Samet, Michael, et al.
Published: (2022)

Quantum Walks-Based Adaptive Distribution Generation with Efficient CUDA-Q Acceleration
by: Chang, Yen-Jui, et al.
Published: (2025)

Multi-Task Dynamic Pricing in Credit Market with Contextual Information
by: Javanmard, Adel, et al.
Published: (2024)