Pricing of European Calls with the Quantum Fourier Transform

By Tom Ewen

Rating

1283
Battle Count: 122

Relevance

8/10
Highly relevant for option pricing in quantitative trading, potentially offering significant speedup over classical methods for certain models

Implementation Complexity

7/10
Requires advanced knowledge of quantum computing and financial mathematics, as well as access to quantum computing resources

Reproducibility

4/5
The paper provides detailed mathematical derivations and algorithm descriptions, but lacks specific code implementation details

About this paper

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

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