Pricing Multiasset Derivatives by Variational Quantum Algorithms

Article Properties
  • DOI (url)
    10.1109/tqe.2023.3269525
  • Publication Date
    2023/01/01
  • Journal
    IEEE Transactions on Quantum Engineering
  • Indian UGC (journal)
  • Refrences
    56
  • Kenji Kubo Mercari R4D, Mercari, Inc., Tokyo, Japan ORCID (unauthenticated)
  • Koichi Miyamoto Center for Quantum Information and Quantum Biology, Osaka University, Osaka, Japan
  • Kosuke Mitarai Graduate School of Engineering Science, Osaka University, Osaka, Japan
  • Keisuke Fujii Graduate School of Engineering Science, Osaka University, Osaka, Japan
Journal Categories
Science
Mathematics
Instruments and machines
Electronic computers
Computer science
Science
Physics
Science
Physics
Atomic physics
Constitution and properties of matter
Technology
Electrical engineering
Electronics
Nuclear engineering
Materials of engineering and construction
Mechanics of materials
Refrences
Title Journal Journal Categories Citations Publication Date
The $h-p$ version of the finite element method with quasiuniform meshes ESAIM: Mathematical Modelling and Numerical Analysis
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
 274 1987
10.1007/978-1-4757-4296-1 2004
Protocols for trainable and differentiable quantum generative modelling 2022
A survey of quantum computing for finance 2022
Simulating option price dynamics with exponential quantum speedup 2022