ListarOpenAIRE por tema "Quantum theory"

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    • A Survey on Quantum Computational Finance for Derivatives Pricing and VaR 

      Gómez, Andrés; Leitao, Álvaro; Manzano, Alberto; Musso, Daniele; Nogueiras, María R.; Ordóñez, Gustavo; Vázquez, Carlos (Springer, 2022-10)
      [Abstract]: We review the state of the art and recent advances in quantum computing applied to derivative pricing and the computation of risk estimators like Value at Risk. After a brief description of the financial ...