Quantum Amplitude Loading for Rainbow Options Pricing
By Francesca Cibrario, Or Samimi Golan, Giacomo Ranieri, Emanuele Dri, Mattia Ippoliti, Ron Cohen, Christian Mattia, Bartolomeo Montrucchio, Amir Naveh, Davide Corbelletto
Rating
1351
Battle Count: 31
Relevance
8/10
Highly relevant for pricing complex derivatives, potential for significant speedup in option pricing calculations
Implementation Complexity
7/10
Requires understanding of quantum computing concepts and specialized quantum programming platforms
Reproducibility
4/5
Detailed algorithm and implementation provided, experiments conducted on IBM QASM simulator
About this paper
Methodology: Quantum Amplitude Estimation. Problem types: Option Pricing, Optimization.
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