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20242026
most citedToward end-to-end quantum simulation for protein dynamics

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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…