3 papers
quant-ph2025
Approximation and Generalization Capacities of Parametrized Quantum Circuits for Functions in Sobolev Spaces
Alberto Manzano, David Dechant, Jordi Tura +1
Parametrized quantum circuits (PQC) are quantum circuits which consist of both fixed and parametrized gates. In recent approaches to quantum machine learning (QML), PQCs are essent…
q-fin.CP2024
Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices
Alberto Manzano, Emanuele Nastasi, Andrea Pallavicini +1
In this article, we analyze two modeling approaches for the pricing of derivative contracts on a commodity index. The first one is a microscopic approach, where the components of t…
quant-ph2024
Real Option Pricing using Quantum Computers
Alberto Manzano, Gonzalo Ferro, Ãlvaro Leitao +2
In this work we present an alternative methodology to the standard Quantum Accelerated Monte Carlo (QAMC) applied to derivatives pricing. Our pipeline benefits from the combination…