Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading

Francesca Cibrario, Ron Cohen, Emanuele Dri, Christian Mattia, Or Samimi Golan, Tamuz Danzig, Giacomo Ranieri, Hanan Rosemarin, Davide Corbelletto, Amir Naveh, Bartolomeo Montrucchio. Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading. In Marek Osinski, Brian La Cour, Samanvay Sharma, editors, IEEE International Conference on Quantum Computing and Engineering, QCE 2025, Albuquerque, NM, USA, August 30 - Sept. 5, 2025. pages 2459-2469, IEEE, 2025. [doi]

Abstract

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