Toward pricing financial derivatives with an IBM quantum computer
Pricing interest-rate financial derivatives is a major problem in finance, in which it is crucial to accurately reproduce the time evolution of interest rates. Several stochastic dynamics have been proposed in the literature to model either the instantaneous interest rate or the instantaneous forwar...
| Main Authors: | , , , , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2021-02-01
|
| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.3.013167 |