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Paper / 2024SMQ / 218333804314808
Quantum Amplitude Loading for Rainbow Options Pricing
Amir Naveh / Bartolomeo Montrucchio / Christian Mattia / Davide Corbelletto / Emanuele Dri / Francesca Cibrario / Giacomo Ranieri / Mattia Ippoliti / Or Samimi Golan / Ron Cohen
algorithms / derivativesResource overview

Quantum Amplitude Loading for Rainbow Options Pricing

Paper2024

by Amir Naveh, Bartolomeo Montrucchio, Christian Mattia, Davide Corbelletto, Emanuele Dri, Francesca Cibrario, Giacomo Ranieri, Mattia Ippoliti, Or Samimi Golan, Ron Cohen

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algorithmsderivativesoption pricing

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Suggested foundations for options and derivatives pricing. Specialist prerequisites vary by paper.

Before you read

  1. The Binomial Model

    Build replication and risk-neutral probabilities in a tractable model.

  2. Market Model and Risk-Neutral Valuation

    Distinguish pricing probabilities from physical forecasts.

Go further

  1. The Black-Scholes PDE, Formula and Implied Volatility

    Connect the pricing equation, closed-form value and implied volatility.

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Amir Naveh, Bartolomeo Montrucchio, Christian Mattia, Davide Corbelletto, Emanuele Dri, Francesca Cibrario, Giacomo Ranieri, Mattia Ippoliti, Or Samimi Golan, Ron Cohen

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