arXiv subjects

Or Samimi Golan

Publications and source records attributed to Or Samimi Golan.

3 recordsLinked to original sources

arXiv2025

Implementation of a quantum linear solver for the Vlasov-Ampere equation

We implement a quantum linear solver for the one-dimensional Vlasov-Ampere equation, following the model presented in Novikau et. al. (I. Novikau, I. Y. Dodin, and E. A. Startsev, J. Plasma Phys. 90, 805900401 (2024)). We design the relevant block encoding operator with Qmod high-level language, and obtain optimized quantum programs using Classiq synthesis tools. Compared to a rigid baseline implementation, our approach yields a clear reduction in quantum resource requirements.

quant-ph↗

arXiv2025

Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading

We present a comprehensive quantum algorithm tailored for pricing autocallable options, offering a full implementation and experimental validation. Our experiments include simulations conducted on high-performance computing (HPC) hardware, along with an empirical analysis of convergence to the classically estimated value. Our key innovation is an improved integration-based exponential amplitude loading technique that reduces circuit depth compared to state-of-the-art approaches. A detailed complexity analysis in a relevant setting shows an approximately 50x reduction in T-depth for the payoff component relative to previous methods. These contributions represent a step toward more efficient quantum approaches to pricing complex financial derivatives.

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arXiv2024

Quantum Amplitude Loading for Rainbow Options Pricing

This work introduces a novel approach to price rainbow options, a type of path-independent multi-asset derivatives, with quantum computers. Leveraging the Iterative Quantum Amplitude Estimation method, we present an end-to-end quantum circuit implementation, emphasizing efficiency by delaying the transition to price space. Moreover, we analyze two different amplitude loading techniques for handling exponential functions. Experiments on the IBM QASM simulator validate our quantum pricing model, contributing to the evolving field of quantum finance.

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