Pricing options on quantum computers: state of the art and outlook

This thesis explains the challenges that arise when pricing financial derivative contracts and how quantum computers can be used to accelerate the computing process currently performed on classical computers. More precisely, I provide concrete explanations on how previously suggested circuits work and I give examples of implementations of these circuits. I also introduce fundamental notions of finance and quantum computing so that readers coming from different fields can more easily grasp the content covered. Finally, I highlight potential issues with the algorithms presented and I suggest research avenues.

Name thesis:degree_name

M. Sc.

Level thesis:degree_level

Maîtrise

Discipline thesis:degree_discipline

Finance

Grantor dc:publisher

Université de Sherbrooke

Year dc:date.issued

2022

Author dc:creator

• Jauron, Charles-Antoine

Advisors dc:contributor.advisor

• Bélanger, Alain
• MacKay, Anne

• Quantum finance
• Option pricing
• Quantum speed-up
• Monte Carlo
• Quantum arithmetic
• Weighted sums

Language dc:language.iso

en

Handle dc:identifier.uri

http://hdl.handle.net/11143/19930

OAI identifier oai:identifier

oai:usherbrooke.scholaris.ca:11143/19930