Multiverse, Pasqal, and Crédit Agricole Tout Progress Using Quantum Computing in FS hpcwire.com - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from hpcwire.com Daily Mail and Mail on Sunday newspapers.
Paris, 26 January 2023 – Crédit Agricole CIB and European quantum companies Pasqal and Multiverse Computing have announced results on two quantum computing [.]
Ahmedabad (Gujarat) [India], August 2 (ANI/NewsVoir): Pankaj Chandra, Vice Chancellor of Ahmedabad University, announced Sankarshan Basu as the new Dean of the Amrut Mody School of Management, effective August 1, 2022. Professor Basu joins from the Indian Institute of Management (IIM) Bangalore, where he has worked for the last two decades as a Professor of Finance and Accounting. Professor Basu has completed his Honours (Statistics) from Presidency College, Calcutta, his MSc (Statistics) from the Indian Institute of Technology, Kanpur, and his PhD (Statistics) from the London School of Economics and Political Science, UK. In terms of research, his areas of interest are Financial Calculus, Option Pricing, Bond and Portfolio Valuation, Applications of Quantitative Techniques to Finance, Insurance, Reinsurance, Risk Management, and Financial Markets. He has presented his work at international conferences in Thailand, the US, the UK, France, Spain, Norway, Iran, Tunisia, Morocco, the Neth
Short sell bans are often imposed during a financial crisis as a desperate measure to stabilize financial markets. Yet, the impact of short sell bans on option pricing and hedging is not well studied, at least quantitatively, until very recently when Guo Zhu [(2017) Equal risk pricing under convex trading constraints, Journal of Economic Dynamics and Control 76, 136-151] and He Zhu [(2020) A revised option pricing formula with the underlying being banned from short selling, Quantitative Finance 20 (6), 935-948] formulated a new pricing framework with the underlying being either completely or partially banned from short selling. However, no empirical results were provided to substantiate the usefulness of the formulae, as well as to deepen our understanding on the effects of short sell bans. This paper provides a comprehensive empirical study on the effects of short sell bans to the standard option pricing theory by carrying out both cross-sectional and options time series model calibra