3 papers
quant-ph2026
Quantum Box-Muller Transform
Dinh-Long Vu, Hitomi Mori, Patrick Rebentrost
The Box-Muller transform is a widely used method to generate Gaussian samples from uniform samples. Quantum amplitude encoding methods encode the multi-variate normal distribution…
quant-ph2025
Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
Jeong Yu Han, Bin Cheng, Dinh-Long Vu +1
A critical problem in the financial world deals with the management of risk, from regulatory risk to portfolio risk. Many such problems involve the analysis of securities modelled…
quant-ph2024
Low depth amplitude estimation without really trying
Dinh-Long Vu, Bin Cheng, Patrick Rebentrost
Standard quantum amplitude estimation algorithms provide quadratic speedup to Monte-Carlo simulations but require a circuit depth that scales as inverse of the estimation error. In…