Profile of Mark-Oliver Wolf

Fields 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)