3 papers
quant-ph2026
Solving 2D Black Scholes Equation via Hermitian Block Embedding and Generalised Quantum Signal Processing
James W. Greenwell, Jingbo Wang, Des Hill
The Black Scholes equation provides a fundamental model for the no arbitrage pricing of financial derivatives. After finite difference discretisation, the pricing problem can be fo…
quant-ph2026
Non-variational supervised quantum kernel methods: a review
John Tanner, Chon-Fai Kam, Jingbo Wang
Quantum kernel methods (QKMs) have emerged as a prominent framework for supervised quantum machine learning. Unlike variational quantum algorithms, which rely on gradient-based opt…
q-fin.CP2025
Monte-Carlo Option Pricing in Quantum Parallel
Robert Scriba, Yuying Li, Jingbo B Wang
Financial derivative pricing is a significant challenge in finance, involving the valuation of instruments like options based on underlying assets. While some cases have simple sol…