On Quantum Ambiguity and Potential Exponential Computational Speedups to Solving Dynamic Asset Pricing Models
提出用量子计算求解一类动态非线性资产定价模型，理论上比经典算法快指数级，利用量子叠加、纠缠和干涉特性，并将均衡资产定价解表示为量子态，同时用量子决策理论处理模糊性和模型不确定性。
ABSTRACT 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, entanglement, and interference. The equilibrium asset pricing solution is a quantum state. We use quantum decision‐theoretic foundations of ambiguity and model/parameter uncertainty to deal with model selection.