"Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for ..."

Yongming Li, Ariel Neufeld (2023)

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DOI: 10.48550/ARXIV.2301.09241

access: open

type: Informal or Other Publication

metadata version: 2023-01-27

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  - https://dblp.org/rec/journals/corr/abs-2301-09241
Yongming Li, Ariel Neufeld:
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. CoRR abs/2301.09241 (2023)

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