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20062024
most citedOption Pricing using Quantum Computers

226 citations · 927 across the 16 of their papers we have counts for

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9 papers · 1 filter

quant-ph2024★ 2 cited

Low Depth Phase Oracle Using a Parallel Piecewise Circuit

Zhu Sun, Gregory Boyd, Zhenyu Cai +7

We explore the important task of applying a phase to a computational basis state . The closely related task of rotating a target qubit by an angle…

quant-ph2024

Quantum amplitude estimation from classical signal processing

Farrokh Labib, B. David Clader, Nikitas Stamatopoulos +1

We demonstrate that the problem of amplitude estimation, a core subroutine used in many quantum algorithms, can be mapped directly to a problem in signal processing called directio…

quant-ph2024★ 3 cited

Quantum Risk Analysis of Financial Derivatives

Nikitas Stamatopoulos, B. David Clader, Stefan Woerner +1

We introduce two quantum algorithms to compute the Value at Risk (VaR) and Conditional Value at Risk (CVaR) of financial derivatives using quantum computers: the first by applying…

quant-ph2023★ 18 cited

Derivative Pricing using Quantum Signal Processing

Nikitas Stamatopoulos, William J. Zeng

Pricing financial derivatives on quantum computers typically includes quantum arithmetic components which contribute heavily to the quantum resources required by the corresponding…

quant-ph2022★ 18 cited

End-to-end resource analysis for quantum interior point methods and portfolio optimization

Alexander M. Dalzell, B. David Clader, Grant Salton +8

We study quantum interior point methods (QIPMs) for second-order cone programming (SOCP), guided by the example use case of portfolio optimization (PO). We provide a complete quant…

quant-ph2022★ 36 cited

Quantum Resources Required to Block-Encode a Matrix of Classical Data

B. David Clader, Alexander M. Dalzell, Nikitas Stamatopoulos +3

We provide modular circuit-level implementations and resource estimates for several methods of block-encoding a dense matrix of classical data to precision ; the min…