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SSRNDerivatives & Volatility

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).

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