Abstract
The recent development of quantum computing gives us an opportunity to explore its potential applications to many fields, with the field of finance being no exception. In this paper, we apply the deep quantum neural network proposed by Beer et al. (2020) and discuss such potential in the context of simple experiments, such as learning implied volatilities and option prices. Furthermore, Greeks, such as delta and gamma, which are important measures in risk management, can be computed analytically with the neural network, and our numerical experiments show that the deep quantum neural network is a promising technique for solving such numerical problems arising in finance.
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