1 citations · 1 across the 4 of their papers we have counts for
4 papers
Quantum Counterparty Credit Risk: A Study of Path-Dependent Derivatives
Sandeep Jha, Richard Oentaryo, Sanjay Sekaran +7
Estimating potential future exposure (PFE) for path-dependent derivatives, such as FX Target Redemption Forwards (TARFs), represents a formidable computational challenge due to the…
Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
Francesca Cibrario, Ron Cohen, Emanuele Dri +8
We present a comprehensive quantum algorithm tailored for pricing autocallable options, offering a full implementation and experimental validation. Our experiments include simulati…
Design and synthesis of scalable quantum programs
Tomer Goldfriend, Israel Reichental, Amir Naveh +42
We present a scalable, robust approach to creating quantum programs of arbitrary size and complexity. The approach is based on the true abstraction of the problem. The quantum prog…
Communication near the channel capacity with an absence of compression: Statistical Mechanical Approach
Ido Kanter, Hanan Rosemarin
The generalization of Shannon's theory to include messages with given autocorrelations is presented. The analytical calculation of the channel capacity is based on the transfer mat…