Extending and simulating the quantum binomial options pricing model
Pricing options quickly and accurately is a well known problem in finance. Quantum computing is being researched with the hope that quantum computers will be able to price options more efficiently than classical computers. This research extends the quantum binomial option pricing model proposed by...
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Language: | en_US |
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2009
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Online Access: | http://hdl.handle.net/1993/3154 |