Quantum algorithm for stochastic optimal stopping problems with applications in finance

DOI10.4230/LIPICS.TQC.2022.2MaRDI QIDQ6563763FDOQ6563763

Authors: João F. Doriguello, Alessandro Luongo, Jinge Bao, Miklos Santha 

Publication date: 27 June 2024

zbMATH Keywords

stochastic processesoptimal stopping timeAmerican optionsquantum financequantum computation complexity

Mathematics Subject Classification ID

Quantum computation (81P68) Quantum cryptography (quantum-theoretic aspects) (81P94)

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