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

Published 2024-02-12

Everscope rating

1356.5

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Quantum Amplitude Estimation. Problem types: Option Pricing, Optimization.

arXiv:2402.05574 · Paper rankings

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