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quant-ph2026
Quantum Counterparty Credit Risk: A Study of Path-Dependent Derivatives
Sandeep Jha, Richard Oentaryo, Sanjay Sekaran +7
Estimating potential future exposure (PFE) for path-dependent derivatives, such as FX Target Redemption Forwards (TARFs), represents a formidable computational challenge due to the…
quant-ph2026
Approximate Quantum Linear Solvers for Hybrid CFD: End-to-End Analysis with a Chebyshev-LCU Approach
Tomer Goldfriend, Leigh Lapworth, Nadav Yoran +1
Quantum linear solvers are well studied as standalone quantum algorithms; however, in hybrid classical-quantum routines, their practical value must be evaluated at the level of the…