24 citations · 57 across the 5 of their papers we have counts for
5 papers
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…
Quantum algorithm for credit valuation adjustments
Javier Alcazar, Andrea Cadarso, Amara Katabarwa +4
Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cas…
Emergent Causality and the N-photon Scattering Matrix in Waveguide QED
Eduardo Sánchez-Burillo, Andrea Cadarso, Luis Martín-Moreno +2
In this work we discuss the emergence of approximate causality in a general setup from waveguide QED -i.e. a one-dimensional propagating field interacting with a scatterer. We prov…
Phase Stabilization of a Frequency Comb using Multipulse Quantum Interferometry
Andrea Cadarso, Jordi Mur-Petit, Juan José García-Ripoll
From the interaction between a frequency comb and an atomic qubit, we derive quantum protocols for the determination of the carrier-envelope offset phase, using the qubit coherence…
Entanglement, fractional magnetization and long-range interactions
Andrea Cadarso, Mikel Sanz, Michael M. Wolf +2
Based on the theory of Matrix Product States, we give precise statements and complete analytical proofs of the following claim: a large fractionalization in the magnetization or th…