The authors present a quantum algorithm for the pricing of options, financial derivative, which works in unary representation value underlying asset. Compared to previous binary algorithm, one is designed be simple terms logic operations and connectivity requirements, while still giving sufficiently accurate results with less than 100 qubits.

Based on empirical market data, a stochastic volatility model is proposed with volatility driven by fractional noise. The model is used to obtain a risk-neutrality option pricing formula and an option pricing equation.

The stock model and option pricing problem are central contents in modern finance. In this paper, generalized stock model for financial market is proposed and the European option pricing formula for the generalized stock model is computed.

This article provides an overview of market-based option pricing and its applications. First, two fundamental approaches for market-based option pricing from the literature are introduced. Then, three important new processes, the deterministic volatility model, the stochastic volatility model, and a model including jump, are discussed. Finally, several empirical analyses on the NIKKEI225 option...

In this text, Fractional Brown Motion theory during random process is applied to research the option pricing problem. Firstly, Fractional Brown Motion theory and actuarial pricing method of option are utilized to derive Black-Scholes formula under Fractional Brown Motion and form corresponding mathematical model to describe option pricing. Secondly, based on BYD stock, estimation model on volat...