3 papers
q-fin.CP2026
Full grid solution for multi-asset options pricing with tensor networks
Lucas Arenstein, Michael Kastoryano
Pricing multi-asset options via the Black-Scholes PDE is limited by the curse of dimensionality: classical full-grid solvers scale exponentially in the number of underlyings and ar…
math.NA2025
Fast and Flexible Quantum-Inspired Differential Equation Solvers with Data Integration
Lucas Arenstein, Martin Mikkelsen, Michael Kastoryano
Accurately solving high-dimensional partial differential equations (PDEs) remains a central challenge in computational mathematics. Traditional numerical methods, while effective i…
quant-ph2025
Functional matrix product state simulation of continuous variable quantum circuits
Andreas Bock Michelsen, Frederik K. Marqversen, Michael Kastoryano
We introduce a functional matrix product state (FMPS) based method for simulating the real-space representation of continuous-variable (CV) quantum computation. This approach effic…