Crossover Dimensionality for Quantum Amplitude Estimation versus Multilevel Monte Carlo in High-Dimensional Financial Risk: A Parameterized Cost Analysis

This working paper develops a parameterized cost model comparing Quantum Amplitude Estimation (QAE) with Multilevel Monte Carlo (MLMC) for high-dimensional financial risk estimation. It analyzes crossover dimensionality under efficient-oracle and path-dependent-oracle assumptions, incorporates quantum-to-classical clock and fault-tolerance overheads, and reports a synthetic classical benchmark. The manuscript is an author draft and has not undergone peer review.