A Threshold for Quantum Advantage in Derivative Pricing

A Threshold for Quantum Advantage in Derivative Pricing

We give an upper bound on the resources required for valuable quantum advantage in pricing derivatives. To do so, we give the first complete resource estimates for useful quantum derivative pricing, using autocallable and Target Accrual Redemption Forward (TARF) derivatives as benchmark use cases. W...

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Bibliographic Details
Main Authors: Shouvanik Chakrabarti, Rajiv Krishnakumar, Guglielmo Mazzola, Nikitas Stamatopoulos, Stefan Woerner, William J. Zeng
Format: Article
Language:English
Published: Verein zur Förderung des Open Access Publizierens in den Quantenwissenschaften 2021-06-01
Series:Quantum
Online Access:https://quantum-journal.org/papers/q-2021-06-01-463/pdf/

Internet

https://quantum-journal.org/papers/q-2021-06-01-463/pdf/

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