Quantum computational finance for martingale asset pricing in incomplete markets
Abstract A derivative is a financial asset whose future payoff is a function of underlying assets. Pricing a financial derivative involves setting up a market model, finding a martingale (“fair game”) probability measure for the model from the existing asset prices, and using that probability measur...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2024-08-01
|
| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-024-68838-1 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|