Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wolf, Mark-Oliver, Ewen, Tom, Turkalj, Ivica
Format:	Preprint
Published:	2023
Subjects:	Quantum Physics Pricing of Securities
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Pricing of European Calls with the Quantum Fourier Transform
by: Ewen, Tom
Published: (2024)

Application of ZX-calculus to Quantum Architecture Search
by: Ewen, Tom, et al.
Published: (2024)

Quantum Amplitude Loading for Rainbow Options Pricing
by: Cibrario, Francesca, et al.
Published: (2024)

On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
by: Ghysels, Eric, et al.
Published: (2024)

Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing
by: Case, Giacomo
Published: (2025)

On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Framework
by: Wolf, Mark-Oliver
Published: (2025)

A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
by: Guo, Chao, et al.
Published: (2023)

Denoised Monte Carlo for option pricing and Greeks estimation
by: Daniluk, Andrzej, et al.
Published: (2024)

Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
by: Cibrario, Francesca, et al.
Published: (2025)

Quantum Walks-Based Adaptive Distribution Generation with Efficient CUDA-Q Acceleration
by: Chang, Yen-Jui, et al.
Published: (2025)

Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
by: Liu, Yu
Published: (2024)

Efficient Hamiltonian Simulation for Solving Option Price Dynamics
by: Gonzalez-Conde, Javier, et al.
Published: (2021)

Quadratic Volatility from the Pöschl-Teller Potential and Hyperbolic Geometry
by: Saucedo, Joel
Published: (2025)

Stochastic PDEs and Quantitative Finance: The Black-Scholes-Merton Model of Options Pricing and Riskless Trading
by: Kaplowitz, Brandon, et al.
Published: (2012)

Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks
by: Molla, Hasib Uddin, et al.
Published: (2025)

Quantum-Inspired Tensor Neural Networks for Option Pricing
by: Patel, Raj G., et al.
Published: (2022)

Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing
by: Higgins, Mark
Published: (2026)

A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing
by: Wang, Ce
Published: (2024)

Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation
by: Kyakutwika, Nelson, et al.
Published: (2025)

Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks
by: Ahn, Dohyun, et al.
Published: (2026)

Generic Forward Curve Dynamics for Commodity Derivatives
by: Xiao, David
Published: (2023)

Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility
by: Pirjol, Dan, et al.
Published: (2023)

Social Media Emotions and IPO Returns
by: Vamossy, Domonkos F.
Published: (2023)

Multivariate Lévy models: calibration and pricing
by: Amici, Giovanni, et al.
Published: (2023)

Foreign Signal Radar
by: Jiao, Wei
Published: (2025)

VIX options in the SABR model
by: Pirjol, Dan, et al.
Published: (2025)

A Co-evolutionary Approach for Heston Calibration
by: Gutierrez, Julian
Published: (2025)

Counterexamples for FX Options Interpolations -- Part II
by: Healy, Jherek
Published: (2025)

Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets
by: Lee, Ting-Jung, et al.
Published: (2025)

Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach
by: Xu, Maochun, et al.
Published: (2026)

Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data
by: Maréchal, Loïc, et al.
Published: (2024)

CBI-time-changed Lévy processes for multi-currency modeling
by: Fontana, Claudio, et al.
Published: (2021)

GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market
by: Gu, Ming, et al.
Published: (2025)

Asset Pricing in the Presence of Market Microstructure Noise
by: Yegon, Peter, et al.
Published: (2025)

Asset Pricing Model in Markets of Imperfect Information and Subjective Views
by: Lalioui, Hafid, et al.
Published: (2025)

Interpretable Factors of Firm Characteristics
by: Jiao, Yuxiao, et al.
Published: (2025)

Fast Derivative Valuation from Volatility Surfaces using Machine Learning
by: Ding, Lijie, et al.
Published: (2025)

Data-driven Option Pricing
by: Dai, Min, et al.
Published: (2024)

Asian options for local-stochastic volatility models in the short-maturity regime
by: Pirjol, Dan, et al.
Published: (2024)

Mean-Reverting SABR Models: Closed-form Surfaces and Calibration for Equities
by: Perederiy, V.
Published: (2025)