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Using quantum computing for European Call Option and European Put Option

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Quantum Pricing Power - QPP

Getting started:

pip install qiskit matplotlib numpy
git clone https://github.com/dmartmillan/quantum-pricing-power.git
python3 main.py

Inputs:

  • Option Type (Call or Put)
  • Underlying price
  • Underlying price volatility
  • Risk free rate
  • Days to expiration
  • Strike

References:

Authors:

A. Leus, D. Martínez, A. Vitali, D. Franco

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Using quantum computing for European Call Option and European Put Option

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