11 citations · 11 across the 1 of their papers we have counts for
2 papers
quant-ph2023★ 11 cited
Option pricing under stochastic volatility on a quantum computer
Guoming Wang, Angus Kan
We develop quantum algorithms for pricing Asian and barrier options under the Heston model, a popular stochastic volatility model, and estimate their costs, in terms of T-count, T-…
quant-ph2017
Quantum algorithm for linear differential equations with exponentially improved dependence on precision
Dominic W. Berry, Andrew M. Childs, Aaron Ostrander +1
We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state tha…