2 papers
q-fin.CP2026
Pricing Lookback Options on a Quantum Computer
Florence Paquette, Tania Belabbas, Emmanuel Hamel +1
We develop a quantum algorithm to price discretely monitored lookback options in the Black-Scholes framework using imaginary time evolution. By rewriting the pricing PDE as a Schro…
quant-ph2024
Efficiently manipulating Pauli strings with PauliArray
Maxime Dion, Tania Belabbas, Nolan Bastien
Pauli matrices and Pauli strings are widely used in quantum computing. These mathematical objects are useful to describe or manipulate the quantum state of qubits. They offer a con…