Quantum systems for Monte Carlo methods and applications to fractional stochastic processes (Q2163670)
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English | Quantum systems for Monte Carlo methods and applications to fractional stochastic processes |
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Quantum systems for Monte Carlo methods and applications to fractional stochastic processes (English)
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10 August 2022
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quantum random number generators
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option pricing
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Monte Carlo simulation
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fractional Brownian motion
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fractional SABR model
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stochastic processes
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volatility models
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