A compact 2-qubit QNN approximates Black-Scholes-Merton option prices with usable accuracy when executed on multiple commercial NISQ quantum processors.
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5 Pith papers cite this work. Polarity classification is still indexing.
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Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
Empirical study of index-option put-call parity finds a systematic carry gap interpreted as an implementation premium under finite capital, with a physical-drift GBM term improving in-sample and out-of-year fit.
Quantum walks integrated with variational circuits and CUDA-Q acceleration generate high-fidelity adaptive probability distributions for 1D financial modeling and 2D digit patterns.
Uses EGARCH for historical volatility, SARIMAX with meteorological regressors for forecasts under SSP2-4.5 and SSP5-8.5, and Black-Scholes to price climate-linked put options for farmers in India and US regions.
citing papers explorer
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Option Pricing on Noisy Intermediate-Scale Quantum Computers: A Quantum Neural Network Approach
A compact 2-qubit QNN approximates Black-Scholes-Merton option prices with usable accuracy when executed on multiple commercial NISQ quantum processors.
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Non-unique time and market incompleteness
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
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The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
Empirical study of index-option put-call parity finds a systematic carry gap interpreted as an implementation premium under finite capital, with a physical-drift GBM term improving in-sample and out-of-year fit.
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Quantum Walks-Based Adaptive Distribution Generation with Efficient CUDA-Q Acceleration
Quantum walks integrated with variational circuits and CUDA-Q acceleration generate high-fidelity adaptive probability distributions for 1D financial modeling and 2D digit patterns.
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Mitigating Financial Risk from Climate-Induced Agricultural Price Volatility
Uses EGARCH for historical volatility, SARIMAX with meteorological regressors for forecasts under SSP2-4.5 and SSP5-8.5, and Black-Scholes to price climate-linked put options for farmers in India and US regions.