2 papers
q-fin.PR2026
STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing
Dominic Gribben, Carolina Allende, Alba Villarino +5
We develop a tensor-network surrogate for option pricing, targeting large-scale portfolio revaluation problems arising in market risk management (e.g., VaR and Expected Shortfall c…
quant-ph2019
Performance and error modeling of Deutsch's algorithm in IBM Q
Efrain Buksman, Andr/'e L. Fonseca de Oliveira, Carolina Allende
The performance of quantum computers today can be studied by analyzing the effect of errors in the result of simple quantum algorithms. The modeling and characterization of these e…