Quantum unary approach to option pricing

نویسندگان

چکیده

The authors present a quantum algorithm for the pricing of options, financial derivative, which works in unary representation value underlying asset. Compared to previous binary algorithm, one is designed be simple terms logic operations and connectivity requirements, while still giving sufficiently accurate results with less than 100 qubits.

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ژورنال

عنوان ژورنال: Physical review

سال: 2021

ISSN: ['0556-2813', '1538-4497', '1089-490X']

DOI: https://doi.org/10.1103/physreva.103.032414