Extending and simulating the quantum binomial options pricing model

Pricing options quickly and accurately is a well known problem in finance. Quantum computing is being researched with the hope that quantum computers will be able to price options more efficiently than classical computers. This research extends the quantum binomial option pricing model proposed by...

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Bibliographic Details
Main Author: Meyer, Keith
Other Authors: Kocay, W. (Computer Science)
Language:en_US
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/1993/3154