QunaSys Tech Blog

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Financial engineering

Concrete Quantum Resource Estimation for Quantitative Finance — Solving the Black–Scholes Equation with LCHS

Using option pricing, a representative problem in quantitative finance, as an example, we implemented a quantum circuit for solving the Black–Scholes equation with the LCHS (Linear Combination of Hamiltonian Simulation) method using QURI SDK and estimated the required computational resources.