Rebentrost et al., 2018 - Google Patents
Quantum computational finance: Monte Carlo pricing of financial derivativesRebentrost et al., 2018
View PDF- Document ID
- 7573669383593592442
- Author
- Rebentrost P
- Gupt B
- Bromley T
- Publication year
- Publication venue
- Physical Review A
External Links
Snippet
This work presents a quantum algorithm for the Monte Carlo pricing of financial derivatives. We show how the relevant probability distributions can be prepared in quantum superposition, the payoff functions can be implemented via quantum circuits, and the price of …
- 238000004422 calculation algorithm 0 abstract description 42
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- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
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- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
- G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
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- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
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- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
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- G—PHYSICS
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