quantum_monte_carlo_pricer.py — Disruptive Quantum-Inspired Option Pricing Engine

quantum_monte_carlo_pricer.py v1.2 — Disruptive Quantum-Inspired Option Pricing Engine

Features
• Zero extra setup — single file (only NumPy/SciPy)
• Standard + quantum-inspired mode (antithetic variates + control variate) for near-quadratic effective speedup
• Full dividend support, exact Black-Scholes reference for validation
• Professional Greeks: pathwise Delta, likelihood-ratio Vega, analytic Gamma/Theta/Rho
• Instant convergence history via cumulative statistics (fast, no re-runs)
• Scales efficiently to tens of millions of paths (memory warning for >50M)
• Exports full results + Greeks to JSON/CSV
• Optional high-resolution convergence plot

Dependencies
• Requires numpy (>=1.21.0), scipy (>=1.7.0) — standard in scientific Python environments
• matplotlib (>=3.5.0) optional for --plot

Intended for quantitative analysts, traders, and risk managers needing fast, accurate pricing and sensitivity analysis — a practical bridge to true quantum amplitude estimation advantage.

Real usage:
python quantum_monte_carlo_pricer.py --S0 100 --K 105 --T 1.0 --r 0.05 --sigma 0.2 --paths 2000000 --quantum-inspired --greeks --plot
python quantum_monte_carlo_pricer.py --type put --dividend 0.03 --output results.csv

Made by Britt (2025) — MIT License