BibTeX record journals/corr/abs-2301-09241

download as .bib file

@article{DBLP:journals/corr/abs-2301-09241,
  author       = {Yongming Li and
                  Ariel Neufeld},
  title        = {Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional
                  option pricing in finance and its proof of overcoming the curse of
                  dimensionality},
  journal      = {CoRR},
  volume       = {abs/2301.09241},
  year         = {2023},
  url          = {https://doi.org/10.48550/arXiv.2301.09241},
  doi          = {10.48550/ARXIV.2301.09241},
  eprinttype    = {arXiv},
  eprint       = {2301.09241},
  timestamp    = {Fri, 27 Jan 2023 13:24:25 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2301-09241.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.