https://aqora.io/discussions/research-papers/AFRvcGljAZwo4pakfqCk7l7W5-WH4g/quantum-speedups-for-derivative-pricing-beyond-black-scholes
Quantum Speedups for Derivative Pricing Beyond Black-Scholes | Research Papers
Dylan Herman, Yue Sun, Jin-Peng Liu, Marco Pistoia, Charlie Che, Rob Otter, Shouvanik Chakrabarti, Aram Harrow (Feb 04 2026). **Abstract:** This paper explores...
derivative pricingbeyond blackresearch papersquantumspeedups
https://www.sarthakbagaria.com/notes/derivativepricing/code/cms/
quant/src/cms.rs — Fixed Income Derivative Pricing Notes · Sarthak Bagaria
Pricing a CMS payoff out of the swaption smile, without a term structure model.
fixed incomederivative pricingquantsrccms
https://library.imsc.res.in/bib/50200
Details for: Factor Model Approach to Derivative Pricing › IMSc Library catalog
derivative pricinglibrary catalogdetailsfactormodel