Papers

• Quantitative Universal Approximation for Noisy Quantum Neural Networks (2026)
  Lukas Gonon and Antoine Jacquier and Marcel Mordarski
  1.78
• Quantum-Theoretical Re-interpretation of Pricing Theory (2025)
  Tian Xin
  1.44
• Quadratic Volatility from the P\"oschl-Teller Potential and Hyperbolic Geometry (2025)
  Joel Saucedo
  1.28
• Quantum Walks-Based Adaptive Distribution Generation with Efficient CUDA-Q Acceleration (2025)
  Yen-Jui Chang et al.
  1.11
• Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer (2020)
  Kazuya Kaneko et al.
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• Quantum option pricing using Wick rotated imaginary time evolution (2021)
  Santosh Kumar Radha
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• Quantum crypto-economics: Blockchain prediction markets for the evolution of quantum technology (2021)
  Peter P. Rohde et al.
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• Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation (2021)
  Koichi Miyamoto
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• Pricing multi-asset derivatives by finite difference method on a quantum computer (2021)
  Koichi Miyamoto et al.
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• Quantum algorithms for numerical differentiation of expected values with respect to parameters (2021)
  Koichi Miyamoto
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• Quantum effects in an expanded Black-Scholes model (2022)
  Anantya Bhatnagar et al.
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• Pricing multi-asset derivatives by variational quantum algorithms (2022)
  Kenji Kubo et al.
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• Quantum Computation for Pricing Caps using the LIBOR Market Model (2022)
  Hao Tang and Wenxun Wu and Xian-Min Jin
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• Quantum Encoding and Analysis on Continuous Time Stochastic Process with Financial Applications (2022)
  Xi-Ning Zhuang et al.
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• Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters (2023)
  Qi Chen and Chao Guo
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• Preparing random state for quantum financing with quantum walks (2023)
  Yen-Jui Chang et al.
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• Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance (2023)
  Mark-Oliver Wolf et al.
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• A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model (2023)
  Chao Guo and Ning Yao
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• Quantum Amplitude Loading for Rainbow Options Pricing (2024)
  Francesca Cibrario et al.
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• On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models (2024)
  Eric Ghysels and Jack Morgan
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