4.7k citations · 15k across the 81 of their papers we have counts for
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Fundamental theorem for quantum asset pricing
Jinge Bao, Patrick Rebentrost
Quantum computers have the potential to provide an advantage for financial pricing problems by the use of quantum estimation. In a broader context, it is reasonable to ask about si…
Quantum computational finance: martingale asset pricing for incomplete markets
Patrick Rebentrost, Alessandro Luongo, Samuel Bosch +1
A derivative is a financial security whose value is a function of underlying traded assets and market outcomes. Pricing a financial derivative involves setting up a market model, f…
A Quantum Online Portfolio Optimization Algorithm
Debbie Lim, Patrick Rebentrost
Portfolio optimization plays a central role in finance to obtain optimal portfolio allocations that aim to achieve certain investment goals. Over the years, many works have investi…
Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
Jeong Yu Han, Bin Cheng, Dinh-Long Vu +1
A critical problem in the financial world deals with the management of risk, from regulatory risk to portfolio risk. Many such problems involve the analysis of securities modelled…