원문정보
피인용수 : 0건 (자료제공 : 네이버학술정보)
초록
영어
We compare quantum Monte Carlo with classic Monte Carlo methods in pricing vanilla options. The quantum Monte Carlo method was performed on a quantum computer using amplitude estimation, an algorithm that provides excellent convergence rates. We find that quantum simulations can achieve stability in computing price and sensitivity. Furthermore, the quantum Monte Carlo method is superior to classical ones in convergence speed and stability.
목차
Abstract
1. Introduction
2. Monte Carlo methods in option pricing
3. Quantum Approach to Price European Options
4. Results
5. Conclusion and discussions
References
1. Introduction
2. Monte Carlo methods in option pricing
3. Quantum Approach to Price European Options
4. Results
5. Conclusion and discussions
References
키워드
저자정보
참고문헌
자료제공 : 네이버학술정보