1 citations · 1 across the 4 of their papers we have counts for
3 papers · 1 filter
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…