9 citations · 9 across the 2 of their papers we have counts for
2 papers
q-fin.CP2025
Boosting Binomial Exotic Option Pricing with Tensor Networks
Maarten van Damme, Rishi Sreedhar, Martin Ganahl
Pricing of exotic financial derivatives, such as Asian and multi-asset American basket options, poses significant challenges for standard numerical methods such as binomial trees o…
quant-ph2022★ 9 cited
The Quantum Approximate Optimization Algorithm performance with low entanglement and high circuit depth
Rishi Sreedhar, Pontus Vikstål, Marika Svensson +3
Variational quantum algorithms constitute one of the most widespread methods for using current noisy quantum computers. However, it is unknown if these heuristic algorithms provide…