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quant-ph2025
Quantum Algorithm for Local-Volatility Option Pricing via the Kolmogorov Equation
Nikita Guseynov, Mikel Sanz, Ángel Rodríguez-Rozas +2
The solution of option-pricing problems may turn out to be computationally demanding due to non-linear and path-dependent payoffs, the high dimensionality arising from multiple und…
quant-ph2025
Quantum Framework for Simulating Linear PDEs with Robin Boundary Conditions
Nikita Guseynov, Xiajie Huang, Nana Liu
We propose an explicit, oracle-free quantum framework for numerically simulating general linear partial differential equations (PDEs), extending previous work to incorporate (a) Ro…