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Quantum Algorithm for Option Pricing

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Quantum Computers

Abstract

One of the main areas for the application of quantum algorithms is in the pricing of options. An introductory text cannot do justice to this fast-evolving subject, and hence, the discussion will focus on only the pricing of a European call or a put option.

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References

  1. Baaquie BE (2004) Quantum finance: path integrals and Hamiltonians for options and interest rates. Cambridge University Press, UK

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Author information

Authors and Affiliations

  1. Helixtap Technologies, Singapore, Singapore

    Belal Ehsan Baaquie

  2. Centre for Quantum Technologies, National University of Singapore, Singapore, Singapore

    Leong-Chuan Kwek

Authors
  1. Belal Ehsan Baaquie
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  2. Leong-Chuan Kwek
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© 2023 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

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Cite this chapter

Baaquie, B.E., Kwek, LC. (2023). Quantum Algorithm for Option Pricing. In: Quantum Computers. Springer, Singapore. https://doi.org/10.1007/978-981-19-7517-2_14

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  • DOI: https://doi.org/10.1007/978-981-19-7517-2_14

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  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-19-7516-5

  • Online ISBN: 978-981-19-7517-2

  • eBook Packages: Physics and AstronomyPhysics and Astronomy (R0)

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