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:

• Qiskit
• Qiskit Finance Tutorials
• Stefan Woerner and Daniel J. Egger. (2019) Quantum risk analysis
• Patrick Rebentrost, Brajesh Gupt and Thomas R. Bromley. (August 23, 2018) Quantum computational finance: Monte Carlo pricing of financial derivatives Retrieved from Xanadu, 371 Richmond St W, Toronto, M5V 2L7, Canada.

Authors:

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