Quantum algorithm for stochastic optimal stopping problems with applications in finance

DOI10.4230/LIPICS.TQC.2022.2MaRDI QIDQ6563763zbMATH OpenFDO

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)

This page was built for publication: Quantum algorithm for stochastic optimal stopping problems with applications in finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6563763)