Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

Physica A Statistical Mechanics and its Applications

Pricing American options for interest rate caps and coupon bonds in quantum finance

Belal Ehsan Baaquie, Cui Liang

Published Mar 6, 2007• 7 citations
Publisher
DOI
10.1016/j.physa.2007.02.054

Related papers

Interest rates in quantum finance: Caps, swaptions and bond options

Belal Ehsan Baaquie

Physica A Statistical Mechanics and its Applications•Sep 23, 2009•10 citations

Simulation of coupon bond European and barrier options in quantum finance

Belal Ehsan Baaquie, Tang Pan

Physica A Statistical Mechanics and its Applications•Sep 9, 2010•34 citations

The Pricing of American Options on the Quantum Computer

Rafał Pracht

•Jan 1, 2023•0 citations

Quantum mechanics, path integrals and option pricing: Reducing the complexity of finance.

Claudio CORIANO', Belal Ehsan Baaquie, Srikant Marakani

•Jan 1, 2002•0 citations

In Search of Schrödinger's Cap: Pricing Derivatives with Quantum Probability

Paul McCloud

•Jan 1, 2013•4 citations

Quantum carbon finance: Carbon emission rights option pricing and investment decision

Dongsheng Zhai, Tianrui Zhang, Guoqiang Liang +1 more

Energy Economics•May 13, 2024•37 citations