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

DOI10.1007/S11128-022-03453-5MaRDI QIDQ2107044zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

financial derivative pricingnumerical differentiationquantum amplitude estimationquantum Monte Carlo integrationsensitivity calculation

Mathematics Subject Classification ID

Quantum computation (81P68)

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Cites work

• A fast quantum circuit for addition with few qubits
• A logarithmic-depth quantum carry-lookahead adder
• A Remark on Stirling's Formula
• Amplitude estimation via maximum likelihood on noisy quantum computer
• Amplitude estimation without phase estimation
• Credit Risk Analysis Using Quantum Computers
• General explicit difference formulas for numerical differentiation
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• scientific article; zbMATH DE number 2103524 (Why is no real title available?)
• Mapping of subtractor and adder-subtractor circuits on reversible quantum gates
• Optimizing quantum optimization algorithms via faster quantum gradient computation
• Quantum addition circuits and unbounded fan-out
• Quantum Circuit Design of a T-count Optimized Integer Multiplier
• Quantum speedup of Monte Carlo methods
• Transformation of quantum states using uniformly controlled rotations

Cited in

(6)

• Quantum algorithm for Feynman loop integrals
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• On the Power of Quantum Algorithms for Vector Valued Mean Computation
• Numerical Recipes in Quantum Information Theory and Quantum Computing
• Short communication: A quantum algorithm for linear PDEs arising in finance
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