Woerner, ``Option pricing using quantum computers,'' Quantum 4, 291 (2020). Bromley, ``Quantum computational finance: Monte carlo pricing of financial derivatives,'' Phys. Montanaro, ``Quantum speedup of monte carlo methods,'' Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences 471 (2015), 10.1098/rspa.2015.0301. Scholes, ``The pricing of options and corporate liabilities,'' Journal of Political Economy 81, 637 (1973). Https:///sites/default/files/reports-pdf/Derivatives-Report.pdf Wickramarachi, Deriving the Economic Impact of Derivatives, Tech. We uncover blocking challenges in known approaches and introduce a new method for quantum derivative pricing – the $\textit, To do so, we give the first complete resource estimates for useful quantum derivative pricing, using autocallable and Target Accrual Redemption Forward (TARF) derivatives as benchmark use cases. We give an upper bound on the resources required for valuable quantum advantage in pricing derivatives.
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