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Collateralized debt obligation (CDO) has been one of the most commonly used structured financial products and is intensively studied in quantitative finance.
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Zoufal, C., Lucchi, A., & Woerner, S. Quantum Generative Adversarial Network for Learning and Loading Random Distributions · 2019
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Stamatopoulos, N., Egger, D. J., Sun, Y., Zoufal, C., Iten, R., Shen, N., & Woerner, S. Option Pricing using Quantum Computers · 2020
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arXiv Preprint arXiv: 2007.01430 (2020)
Cohen, J., Khan, A., & Alexander, C. Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer · 2020
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