Eric Ghysels, Jack Morgan, Hamed Mohammadbagherpoor. Derivative Pricing and Credit Risk in a Regime Switching Economy Using Quantum Amplitude Estimation. In Marek Osinski, Brian La Cour, Lia Yeh, editors, IEEE International Conference on Quantum Computing and Engineering, QCE 2024, Montreal, QC, Canada, September 15-20, 2024. pages 519-530, IEEE, 2024. [doi]
Abstract is missing.