Rainbow Option Pricing with bruteforce method using Classiq Platform

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Rainbow Option Pricing with bruteforce method using Classiq Platform #175

Closed giacomoRanieri closed 3 months ago

giacomoRanieri commented 3 months ago

This work completes the novel approach to price rainbow options presented in #103 with a bruteforce method introduced by Or Samimi Golan (@orsa-classiq)

You can find all the relevant information within the research paper at this link

Thanks to the other authors:

Francesca Cibrario,
Or Samimi Golan,
Emanuele Dri,
Mattia Ippoliti,
Ron Cohen,
Christian Mattia,
Bartolomeo Montrucchio,
Amir Naveh,
Davide Corbelletto

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giacomoRanieri commented 3 months ago

@orsa-classiq Looks like it's failing due to missing credentials during the test phase