Fraunhofer Institute for Industrial Mathematics ITWMFields of Activity / Competences
- Valuation models and algorithms for structured products and derivatives
- Machine Learning Methods
Publications
Major Publications
- Horsky, R.; Koppe, J.; Wolf, M.-O.:
A Quantum Algorithm for Pricing Asian Options on Valuation Trees.
Risks 2022, Volume 10, 221, (2022) - Kope, J.; Wolf, M.-O.:
An Amplitude-Based Implementation of the Unit Step Function on a Quantum Computer.
Preprint on arXiv: https://arxiv.org/abs/2206.03053, (2022) - Wolf, M.-O.:
Modelling Frameworksfor Calculating and Analysing the Solvency Capital Requirement.
Master Thesis, Technische Universität Kaiserslautern, (2022)