可观测量的量子组合与风险中性估值模型
Quantum Portfolios of Observables and the Risk Neutral Valuation Model
摘要：
量子比特上编码的量子算法的量子端口最近已经被报道。本文讨论了连续变量版本的量子投资组合。从随机方程出发，建立了一个与传统的Black-Scholes期权定价模型类似的基于可观测值的风险中性期权定价模型.量子算法在这里编码的简谐振荡器（SHO）的状态，和一个福克-普朗克方程的Glauber P-表示作为分析的出发点。讨论了qbit极化组合的观测结果，并利用所得的Fokker-Planck方程得到了qbit极化组合的风险中性估值.
英文摘要：
Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral valuation model for options dependent on the measured values of the observables, analogous to the traditional Black-Scholes valuation model, is obtained from the underlying stochastic equations. The quantum algorithms are here encoded on simple harmonic oscillator (SHO) states, and a Fokker-Planck equation for the Glauber P-representation is obtained as a starting point for the analysis. A discussion of the observation of the polarization of a portfolio of qbits is also obtained and the resultant Fokker-Planck equation is used to obtain the risk neutral valuation of the qbit polarization portfolio.
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