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Gonzalo Ferro

1 paper hereh-index 27 citations4 works total

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  • middle author1

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  • quant-ph1

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collaborators

1 paper

quant-ph2024

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…

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