Quantum algorithms for numerical differentiation of expected values with respect to parameters

DOI10.1007/S11128-022-03453-5OpenAlexW4220752627WikidataQ112879576 ScholiaQ112879576MaRDI QIDQ2107044FDOQ2107044

Authors: Koichi Miyamoto 

Publication date: 29 November 2022

Published in: Quantum Information Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.11016

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zbMATH Keywords

numerical differentiationsensitivity calculationfinancial derivative pricingquantum amplitude estimationquantum Monte Carlo integration

Mathematics Subject Classification ID

Quantum computation (81P68)

Cites Work

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• Amplitude estimation without phase estimation
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• Credit Risk Analysis Using Quantum Computers
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Cited In (4)

• Numerical Recipes in Quantum Information Theory and Quantum Computing
• Title not available (Why is that?)
• Quantum algorithm for Feynman loop integrals
• On the Power of Quantum Algorithms for Vector Valued Mean Computation

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