Search Results for author: Tian-Yu Wang

Found 1 papers, 0 papers with code

Quantum Computation for Pricing the Collateralized Debt Obligations

no code implementations6 Aug 2020 Hao Tang, Anurag Pal, Lu-Feng Qiao, Tian-Yu Wang, Jun Gao, Xian-Min Jin

Collateralized debt obligation (CDO) has been one of the most commonly used structured financial products and is intensively studied in quantitative finance.

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