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A critical problem in the financial world deals with the management of risk, from regulatory risk to portfolio risk.
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Green, A., XVA: Credit, Funding and Capital Valuation Adjustments
2015
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Hull, J., Options, Futures, and Other Derivatives
2015
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Montanaro, A., Quantum speedup of Monte Carlo methods. Proc. R. Soc. A
2015
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Stankovska, A., Global Derivatives Market. SEEU Review
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Zeitsch, P., The Economics of XVA Trading. Journal of Mathematical Finance
2017
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Rebentrost, P., Gupt, B. and Bromley, T.R., Quantum computational finance: Monte Carlo pricing of financial derivatives. Phys. Rev. A
2018
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Tang, E., A quantum-inspired classical algorithm for recommendation systems. In Proceedings of the Proceedings of the 51st Annual ACM SIGACT Symposium on Theory of Computing
2019
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2021
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González Pedraz, C. and Rixtel, A.V., The Role of Derivatives in Market Strains During the COVID-19 Crisis (El papel de los derivados en las tensiones de los mercados durante la crisis del COVID-19). Social Science Research
2021
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Rebentrost, P., Santha, M. and Yang, S., Quantum Alphatron. arXiv preprint arXiv:2108.11670
2021
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Zhu, Q., Loeper, G., Chen, W. and Langrené, N., Markovian Approximation of the Rough Bergomi Model for Monte Carlo Option Pricing. Mathematics
2021
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Cornelissen, A. and Hamoudi, Y., A Sublinear-Time Quantum Algorithm for Approximating Partition Functions. In Proceedings of the Proceedings of the 2023 Annual ACM-SIAM Symposium on Discrete Algorithms (SODA)
2023
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