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quant-ph2026
End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
Nikita Guseynov, Nana Liu, Chi Seng Pun +1
Multi-asset option pricing under local- and stochastic-volatility models leads naturally to high-dimensional parabolic PDEs. We develop an end-to-end quantum PDE framework for Euro…
quant-ph2023
Quantum Algorithms for the Pathwise Lasso
Joao F. Doriguello, Debbie Lim, Chi Seng Pun +2
We present a novel quantum high-dimensional linear regression algorithm with an -penalty based on the classical LARS (Least Angle Regression) pathwise algorithm. Similarly…