Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its proof of overcoming the curse of dimensionality (Q6424075)
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preprint article from arXiv
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| English | Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its proof of overcoming the curse of dimensionality |
preprint article from arXiv |
Statements
22 January 2023
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quant-ph
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cs.NA
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math.NA
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q-fin.CP
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q-fin.MF
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Yongming Li
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Ariel Neufeld
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