20 citations · 32 across the 2 of their papers we have counts for
2 papers
math.NA2024★ 12 cited
A new parallel solver suited for arbitrary semilinear parabolic partial differential equations based on generalized random trees
Juan A. Acebron, Angel Rodriguez-Rozas
A probabilistic representation for initial value semilinear parabolic problems based on generalized random trees has been derived. Two different strategies have been proposed, both…
quant-ph2021★ 20 cited
Efficient Hamiltonian Simulation for Solving Option Price Dynamics
Javier Gonzalez-Conde, Ángel Rodríguez-Rozas, Enrique Solano +1
Pricing financial derivatives, in particular European-style options at different time-maturities and strikes, means a relevant problem in finance. The dynamics describing the price…