Financesimulation
Option pricing (Quantum Amplitude Estimation)
Price European-style options by estimating the expected payoff under the risk-neutral measure. Quadratic speedup over Monte Carlo. Trading-desk and treasury workload.
Configure your run
Advanced— response time, audit level, label
Free text — rides into the decision record so audits can grep your reference (e.g. "AAPL Dec 2026 $200 call").
Sign in to run — free tier is 500/month, shared with the qlro CLI on the same key.
The same circuit shape and ranking are produced by qlro.recommend_workload("industry.finance.option_pricing_qae") in the Python SDK — useful if you want to automate this in CI / CD.