Anush Pranav
Anush Pranav
@TomerGoldfriend Thank you for pointing out the existing examples in your repository. Our project aims to complement these by focusing on the Indian financial market, incorporating local regulatory considerations, market...
@TomerGoldfriend, Our contribution includes a custom payoff function based on the Heston Model to better capture Indian market volatility (e.g., NIFTY, BANK NIFTY). We also aim to optimize QMC sampling...
@TomerGoldfriend Sure, We are implementing our approach based on the paper "[Option Pricing using Quantum Computers](https://quantum-journal.org/papers/q-2020-07-06-291/)"
Thank you for the clarification @TomerGoldfriend. Our approach extends beyond the textbook implementation of QMC for option pricing, specifically targeting the Indian financial market. **Key Differentiators in Our Approach:** Modified...
Yes, we're still working on it, we'll update it asap.
We hope to finish within next week.
@TaliCohn Unfortunately, we were unable to complete it due to an issue encountered during the circuit implementation in Classiq Studio.