Banco Santander (Spain)

output

20102024

most citedTowards Pricing Financial Derivatives with an IBM Quantum Computer

63 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

A. Elices2 · h 5
E. Solano2 · h 67
M. Sanz2 · h 33
Ana Martin1 · h 7
Ángel Rodríguez-Rozas1 · h 10
Bruno Candelas1 · h 1
E. Giménez1 · h 7
Javier Gonzalez-Conde1 · h 6
J. Fouque1 · h 36
J. Martín-Guerrero1 · h 38
José M. Álvarez1 · h 2
L. Lamata1 · h 45

collaborating institutions

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 2021Show all

1 paper · 1 filter

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…