8 citations · 18 across the 3 of their papers we have counts for
3 papers · 1 filter
Quantum computational finance: martingale asset pricing for incomplete markets
Patrick Rebentrost, Alessandro Luongo, Samuel Bosch +1
A derivative is a financial security whose value is a function of underlying traded assets and market outcomes. Pricing a financial derivative involves setting up a market model, f…
Hamiltonian singular value transformation and inverse block encoding
Seth Lloyd, Bobak T. Kiani, David R. M. Arvidsson-Shukur +5
The quantum singular value transformation is a powerful quantum algorithm that allows one to apply a polynomial transformation to the singular values of a matrix that is embedded a…
Quantum polar decomposition algorithm
Seth Lloyd, Samuel Bosch, Giacomo De Palma +5
The polar decomposition for a matrix is , where is a positive Hermitian matrix and is unitary (or, if is not square, an isometry). This paper shows that the a…