22 citations · 22 across the 1 of their papers we have counts for
2 papers
quant-ph2026
Photonic Quantum Computing vs. Classical Solvers in Constrained Factor Portfolio Optimization
Nirvik Sahoo, Chyng Wen Tee, Paul Robert Griffin
The authors present a rigorous empirical evaluation of three distinct optimization paradigms for institutional factor portfolio construction: an entropy-based photonic quantum anne…
q-fin.MF2021★ 22 cited
A Black-Scholes user's guide to the Bachelier model
Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee +1
To cope with the negative oil futures price caused by the COVID-19 recession, global commodity futures exchanges temporarily switched the option model from Black--Scholes to Bachel…