  In this work we present an alternative methodology to the standard Quantum
Accelerated Monte Carlo (QAMC) applied to derivatives pricing. Our pipeline
benefits from the combination of a new encoding protocol, referred to as the
direct encoding, and a amplitude estimation algorithm, the modified Real
Quantum Amplitude Estimation (mRQAE) algorithm. On the one hand, the direct
encoding prepares a quantum state which contains the information about the sign
of the expected payoff. On the other hand, the mRQAE is able to read all the
information contained in the quantum state. Although the procedure we describe
is different from the standard one, the main building blocks are almost the
same. Thus, all the extensive research that has been performed is still
applicable. Moreover, we experimentally compare the performance of the proposed
methodology against the standard QAMC employing a quantum emulator and show
that we retain the speedups.
