Quantum algorithm for credit valuation adjustments

Understand

Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques.

• In quantitative finance, statistical samplings arise broadly in many use cases.
• Here we focus on a particular one of such use cases, credit valuation adjustment (CVA), and identify opportunities and challenges towards quantum advantage for practical instances.
• To improve the depths of quantum circuits for solving such problem, we draw on various heuristics that indicate the potential for significant improvement over well-known techniques such as reversible logical circuit synthesis.