63 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- IkerbasqueES2 papers
- University of the Basque CountryES2 papers
- Basque Center for Applied MathematicsES1 paper
- CaixaBankES1 paper
- Donostia International Physics CenterES1 paper
- IQM (Germany)DE1 paper
- Multiverse Computing (Spain)ES1 paper
- Shanghai UniversityCN1 paper
- Universidad de SevillaES1 paper
- Universitat de ValènciaES1 paper
- University of California, Santa BarbaraUS1 paper
- University of PisaIT1 paper
Showing quant-phShow all
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quant-ph2021★ 20 cited
Efficient Hamiltonian Simulation for Solving Option Price Dynamics
Javier Gonzalez-Conde, Ángel Rodríguez-Rozas, Enrique Solano +1
Pricing financial derivatives, in particular European-style options at different time-maturities and strikes, means a relevant problem in finance. The dynamics describing the price…
quant-ph2019★ 63 cited
Towards Pricing Financial Derivatives with an IBM Quantum Computer
Ana Martin, Bruno Candelas, Ángel Rodríguez-Rozas +6
Pricing interest-rate financial derivatives is a major problem in finance, in which it is crucial to accurately reproduce the time-evolution of interest rates. Several stochastic d…