Quantum computing-based power option pricing method, device, medium and equipment

By constructing a stochastic process model of new energy electricity prices using quantum computing technology and encoding it with quantum states, and combining it with quantum payoff operators and amplitude estimation algorithms, the problem of low efficiency in traditional electricity option pricing methods is solved, and the expected return of electricity options is estimated quickly and accurately.

CN122222720APending Publication Date: 2026-06-16GUOHUA ENERGY INVESTMENT +1
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Patent Information

Authority / Receiving Office
CN · China
Patent Type
Applications(China)
Current Assignee / Owner
GUOHUA ENERGY INVESTMENT
Filing Date
2026-01-26
Publication Date
2026-06-16

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Abstract

The present disclosure relates to the technical field of electricity pricing, and provides a quantum computing-based electricity option pricing method, device, medium and equipment. The method comprises: acquiring new energy electricity price data; based on the new energy electricity price data, constructing a random process model of the new energy electricity price, and determining a probability distribution of the electricity price at the option expiration time based on the random process model; based on the probability distribution of the electricity price, determining a quantum state representing the probability distribution; and converting a preset electricity option payment function into a quantum payment operator; based on a quantum amplitude estimation algorithm, applying the quantum payment operator to the quantum state to estimate the expected return of the electricity option; and based on the expected return of the electricity option, determining a target electricity option price. The present embodiment introduces quantum computing technology to improve the calculation efficiency and accuracy of electricity option pricing, and realizes fast and accurate estimation of the expected return of the electricity option.
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