Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors
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- Javier Alcazar & Andrea Cadarso & Amara Katabarwa & Marta Mauri & Borja Peropadre & Guoming Wang & Yudong Cao, 2021. "Quantum algorithm for credit valuation adjustments," Papers 2105.12087, arXiv.org.
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- Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma, 2023. "From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance," Papers 2307.01155, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-BAN-2023-04-10 (Banking)
- NEP-CMP-2023-04-10 (Computational Economics)
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