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quant-ph2024
Evidence of Scaling Advantage for the Quantum Approximate Optimization Algorithm on a Classically Intractable Problem
Ruslan Shaydulin, Changhao Li, Shouvanik Chakrabarti +26
The quantum approximate optimization algorithm (QAOA) is a leading candidate algorithm for solving optimization problems on quantum computers. However, the potential of QAOA to tac…
quant-ph2024
Quantum option pricing via the Karhunen-Loève expansion
Anupam Prakash, Yue Sun, Shouvanik Chakrabarti +8
We consider the problem of pricing discretely monitored Asian options over monitoring points where the underlying asset is modeled by a geometric Brownian motion. We provide tw…