2 code implementations • 3 Dec 2019 • Sergi Ramos-Calderer, Adrián Pérez-Salinas, Diego García-Martín, Carlos Bravo-Prieto, Jorge Cortada, Jordi Planagumà, José I. Latorre
We present a quantum algorithm for European option pricing in finance, where the key idea is to work in the unary representation of the asset value.
Quantum Physics
