no code implementations • 11 Jan 2021 • Javier Gonzalez-Conde, Ángel Rodríguez-Rozas, Enrique Solano, Mikel Sanz
Here, we present a digital quantum algorithm to solve Black-Scholes equation on a quantum computer by mapping it to the Schr\"odinger equation.
Quantum Physics General Finance Pricing of Securities
1 code implementation • 11 Apr 2019 • Ana Martin, Bruno Candelas, Ángel Rodríguez-Rozas, José D. Martín-Guerrero, Xi Chen, Lucas Lamata, Román Orús, Enrique Solano, Mikel Sanz
Pricing interest-rate financial derivatives is a major problem in finance, in which it is crucial to accurately reproduce the time-evolution of interest rates.
Quantum Physics Mesoscale and Nanoscale Physics
