Quantum computing enables the resolution of certain problems more quickly and simply compared to classical computers or even supercomputers while utilizing lower power: they are particularly powerful in situations where is required the analysis of different combinations simultaneously. Specifically, in the case of Option Pricing, it allows for the replacement of traditional models like Monte Carlo Simulation, delivering results much faster by leveraging Amplitude Estimation. This thesis aims to analyze the characteristics of different methods of implementing Amplitude Estimation and determine which one best suits the analyzed problem. The current state of the art of quantum computer is predominantly experimental, with several obstacles to most useful applications.