most citedThe Quantum Approximate Optimization Algorithm performance with low entanglement and high circuit depth

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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…