Search Results for author: Jack Morgan

Found 1 papers, 0 papers with code

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

no code implementations2 May 2024 Eric Ghysels, Jack Morgan

We formulate quantum computing solutions to a large class of dynamic nonlinear asset pricing models using algorithms, in theory exponentially more efficient than classical ones, which leverage the quantum properties of superposition and entanglement.

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