Time series generation for option pricing on quantum computers using tensor network

arXiv:2402.17148v1 Announce Type: cross
Abstract: Finance, especially option pricing, is a promising industrial field that might benefit from quantum computing. While quantum algorithms for option pricing have been proposed, it is desired to devise more efficient implementations of costly operations in the algorithms, one of which is preparing a quantum state that encodes a probability distribution of the underlying asset price. In particular, in pricing a path-dependent option, we need to generate a state encoding a joint distribution of the …

abstract algorithms arxiv benefit computers computing cs.lg finance industrial network operations pricing q-fin.cp quant-ph quantum quantum computers quantum computing series tensor time series type