Quantum computation for pricing the collateralized debt obligations.
Hao TangAnurag PalTian-Yu WangLu-Feng QiaoJun GaoXian-Min JinPublished in: Quantum Eng. (2021)
Keyphrases
- quantum computation
- historical data
- deontic logic
- mechanism design
- profit maximization
- short term
- financial markets
- database
- update semantics
- credit risk
- convertible bonds
- optimal pricing
- dynamic pricing
- agent architecture
- artificial intelligence
- option pricing
- pricing model
- revenue management
- decision support system