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quant-ph2020
Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda +1
Monte Carlo integration using quantum computers has been widely investigated, including applications to concrete problems. It is known that quantum algorithms based on quantum ampl…
quant-ph2020★ 3 cited
Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda +1
Applications of the quantum algorithm for Monte Carlo simulation to pricing of financial derivatives have been discussed in previous papers. However, up to now, the pricing model d…