arXiv:2611.04431v1 Announce Type: new Abstract: Quantum amplitude estimation can estimate expected discounted payoffs with quadratically fewer oracle calls than Monte Carlo, but each call requires coherent computation. We use language-model-assisted circuit design to reduce reversible payoff arithmetic for a three-asset worst-of autocallable and a target accrual redemption forward (TARF). The constructions retain compact integer representations of market paths alongside contract history, reconstructing quantities temporarily for contract decisions and payoff-angle evaluation.
Quantum Research · 2026-11-04
Reducing the arithmetic cost of quantum derivative pricing with language-model circuit design
arXiv:2611.04431v1 Announce Type: new Abstract: Quantum amplitude estimation can estimate expected discounted payoffs with quadratically fewer oracle calls than Monte Carlo, but each call requires coherent computation. We use language-model-assisted circuit design to reduce reversible payoff arithmetic for a three-asset worst-of autocallable and a target accrual redemption forward (TARF).
Source and attribution
Original source: arXiv Quantum ↗
This is an attributed editorial digest. For the complete study and original reporting, follow the source link.
Reader feedback
0 likes · 0 dislikes