2 papers
quant-ph2026
Quantum Derivative Pricing for SPDEs via BDSDE Representation
Xinmiao Li, Yanqiao Wang, Rundi Lu +2
We study quantum speedups of derivative pricing for stochastic partial differential equation (SPDE) models through their backward doubly stochastic differential equation (BDSDE) re…
quant-ph2026
Quantum Algorithms for Gibbs Expectation of Non-log-concave and Heavy-tailed Distributions
Xinmiao Li, Jin-Peng Liu
We establish a systematic framework of unbiased quantum sampling and estimation protocols for the classical Gibbs expectation. This framework generalizes existing approaches to the…