3 citations · 4 across the 4 of their papers we have counts for
5 papers
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…
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…
Real Option Pricing using Quantum Computers
Alberto Manzano, Gonzalo Ferro, Álvaro 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…
Real Quantum Amplitude Estimation
Alberto Manzano, Daniele Musso, Álvaro Leitao
We introduce the Real Quantum Amplitude Estimation (RQAE) algorithm, an extension of Quantum Amplitude Estimation (QAE) which is sensitive to the sign of the amplitude. RQAE is an…
Quantum Arithmetic for Directly Embedded Arrays
Alberto Manzano, Daniele Musso, Álvaro Leitao +4
We describe a general-purpose framework to design quantum algorithms relying upon an efficient handling of arrays. The corner-stone of the framework is the direct embedding of info…