2 papers
quant-ph2026
Matrix Product Operator Encodings of the Magnus Expansion and Dyson Series
Victor Vanthilt, Maarten Van Damme, Jutho Haegeman +2
We introduce a matrix product operator (MPO) encoding of the Magnus expansion and the Dyson series for one-dimensional quantum lattice models with time-dependent Hamiltonians. The…
q-fin.CP2025
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…