8 citations · 9 across the 10 of their papers we have counts for
3 papers · 1 filter
Implementing Credit Risk Analysis with Quantum Singular Value Transformation
Davide Veronelli, Francesca Cibrario, Emanuele Dri +4
The analysis of credit risk is crucial for the efficient operation of financial institutions. Quantum Amplitude Estimation (QAE) offers the potential for a quadratic speed-up over…
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…
Exploring Quantum-Enhanced Estimation of Financial Risk Metrics with Quantum RNG
Emanuele Dri, Achille Yomi, Muthumanimaran Vetrivelan +2
In this paper, we present an approach for estimating significant financial metrics within risk management by utilizing quantum phenomena for random number generation. We explore Qu…