2 papers
q-fin.CP2025
Monte-Carlo Option Pricing in Quantum Parallel
Robert Scriba, Yuying Li, Jingbo B Wang
Financial derivative pricing is a significant challenge in finance, involving the valuation of instruments like options based on underlying assets. While some cases have simple sol…
quant-ph2024
Quantum Computing for Option Portfolio Analysis
Yusen Wu, Jingbo B. Wang, Yuying Li
In this paper, we introduce an efficient and end-to-end quantum algorithm tailored for computing the Value-at-Risk (VaR) and conditional Value-at-Risk (CVar) for a portfolio of Eur…