Showing quant-phShow all
2 papers · 1 filter
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-ph2024
Quantum Carleman linearisation efficiency in nonlinear fluid dynamics
Javier Gonzalez-Conde, Dylan Lewis, Sachin S. Bharadwaj +1
Computational fluid dynamics (CFD) is a specialised branch of fluid mechanics that utilises numerical methods and algorithms to solve and analyze fluid-flow problems. One promising…