Quantum Estimation of Volatility Models
The paper introduces two new methods for estimating stochastic volatility diffusions using Quantum-Inspired Classical Hidden Markov Models and Quantum Hidden Markov Models.
Featured in No. 99 on 30 May 2025 · 1 day after release
- Released
- 29 May 2025
- First featured
- No. 99 · 30 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5274549
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).