4 papers
Boosting Binomial Exotic Option Pricing with Tensor Networks
Maarten van Damme, Rishi Sreedhar, Martin Ganahl
Pricing of exotic financial derivatives, such as Asian and multi-asset American basket options, poses significant challenges for standard numerical methods such as binomial trees o…
Riemannian optimization of isometric tensor networks
Markus Hauru, Maarten Van Damme, Jutho Haegeman
Several tensor networks are built of isometric tensors, i.e. tensors satisfying . Prominent examples include matrix product states (MPS) in canonical form…
Tangent-space methods for truncating uniform MPS
Bram Vanhecke, Maarten Van Damme, Jutho Haegeman +2
A central primitive in quantum tensor network simulations is the problem of approximating a matrix product state with one of a lower bond dimension. This problem forms the central…
Real-time scattering of interacting quasiparticles in quantum spin chains
Maarten Van Damme, Laurens Vanderstraeten, Jacopo De Nardis +2
We develop a method based on tensor networks to create localized single particle excitations on top of strongly-correlated quantum spin chains. In analogy to the problem of creatin…