4 citations · 4 across the 2 of their papers we have counts for
2 papers
quant-ph2026
A Noise-Aware Quantum Algorithm for Credit Valuation Adjustments on Real Quantum Hardware
Guillem Borràs Espert, Francisco Gómez Casanova, Luis de Pedro Sánchez +2
Credit Valuation Adjustment (CVA) requires repeated risk-neutral expectation estimation, making it a natural test bed for quantum amplitude estimation, whose coherent amplification…
q-fin.CP2023★ 4 cited
Application of Tensor Neural Networks to Pricing Bermudan Swaptions
Raj G. Patel, Tomas Dominguez, Mohammad Dib +12
The Cheyette model is a quasi-Gaussian volatility interest rate model widely used to price interest rate derivatives such as European and Bermudan Swaptions for which Monte Carlo s…