Blaise, M. Gaspard (2023) Option pricing using quantum algorithms PRE - Research Project, ENSTA.
Quantum computing has emerged as a promising field at the intersection of physics and computer science, and holds great promise for solving complex computational problems more efficiently than classical computers. While quantum computing is still in its early stages, it has the potential to revolutionize various industries and significantly impact our technological landscape in the future. Some applications are cryptography, optimization, drug discovery and finance. When applied to option pricing, quantum computing has the potential to provide faster and more accurate calculations, enabling more precise pricing models and facilitating improved risk management strategies in the financial industry.
|Item Type:||Thesis (PRE - Research Project)|
|Uncontrolled Keywords:||Option Pricing - Black-Scholes - Monte Carlo - Quantum Computing - Amplitude Estimation|
|Subjects:||Mathematics and Applications|
|Deposited By:||Gaspard Blaise|
|Deposited On:||30 août 2023 12:03|
|Dernière modification:||30 août 2023 12:03|
Repository Staff Only: item control page