  This work introduces a novel approach to price rainbow options, a type of
path-independent multi-asset derivatives, with quantum computers. Leveraging
the Iterative Quantum Amplitude Estimation method, we present an end-to-end
quantum circuit implementation, emphasizing efficiency by delaying the
transition to price space. Moreover, we analyze two different amplitude loading
techniques for handling exponential functions. Experiments on the IBM QASM
simulator validate our quantum pricing model, contributing to the evolving
field of quantum finance.
