Rafał Pracht

BNP Paribas Bank Polska

Warszawa

Poland

SCHOLARLY PAPERS

2

DOWNLOADS

733

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

FX Asian Option Pricing Using Quantum Computers

Number of pages: 20 Posted: 28 Jun 2022
BNP Paribas Bank Polska, BNP Paribas, Independent and BNP Paribas
Downloads 430 (125,657)
Citation 1

Abstract:

Loading...

Quantum Monte Carlo, pricing derivatives, quantum computing

2.

The Pricing of American Options on the Quantum Computer

Number of pages: 22 Posted: 07 Feb 2023 Last Revised: 05 May 2023
Rafał Pracht
BNP Paribas Bank Polska
Downloads 303 (184,770)

Abstract:

Loading...

Quantum Monte Carlo, Pricing derivatives, Quantum Computing, Quantum Machine Learning

Other Papers (1)

Total Downloads: 265
1.

Quantum Binomial Tree, an effective method for probability distribution loading for derivative pricing

Number of pages: 25 Posted: 23 Sep 2022 Last Revised: 15 Jun 2023
Rafał Pracht
BNP Paribas Bank Polska
Downloads 265 (195,393)

Abstract:

Loading...

Quantum Monte Carlo, pricing derivatives, quantum computing