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).

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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.

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Original source: arXiv Quantum ↗

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