Pricing of European Calls with the Quantum Fourier Transform

By Tom Ewen

Published 2024-04-22

Everscope rating

1281.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Quantum Fourier Transform. Problem types: Option Pricing, Time Series Forecasting.

arXiv:2404.14115 · Paper rankings

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