Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Tianchen Zhao, Chuhao Sun, Asaf Cohen, James Stokes and Shravan Veerapaneni
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhao, Tianchen ; Sun, Chuhao ; Cohen, Asaf ; Stokes, James ; Veerapaneni, Shravan |
| Subject: | Multi-asset Black-Scholes PDE | Variational quantum algorithms | Variational quantum Monte Carlo | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Analysis | Mathematical analysis | Algorithmus | Algorithm | Black-Scholes-Modell | Black-Scholes model | Finanzmathematik | Mathematical finance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2259954 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551890