K. Kubo

activity

20152021

most citedPricing multi-asset derivatives by finite difference method on a quantum computer

5 citations · 5 across the 2 of their papers we have counts for

collaborators

3 papers

quant-ph2021★ 5 cited

Pricing multi-asset derivatives by finite difference method on a quantum computer

Koichi Miyamoto, Kenji Kubo

Following the recent great advance of quantum computing technology, there are growing interests in its applications to industries, including finance. In this paper, we focus on der…

quant-ph2020

Variational quantum simulations of stochastic differential equations

Kenji Kubo, Yuya O. Nakagawa, Suguru Endo +1

Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences…

cond-mat.mes-hall2015

Anisotropic spin motive force in multi-layered Dirac fermion system, $α$ -(BEDT-TTF) $_{2}$ I $_{3}$

K. Kubo, T. Morinari

We investigate the anisotropic spin motive force in $α$ -(BEDT-TTF) $_{2}$ I $_{3}$ , which is a multi-layered massless Dirac fermion system under pressure. Assuming the interlayer antiferr…

Pricing multi-asset derivatives by finite difference method on a quantum computer

Variational quantum simulations of stochastic differential equations

Anisotropic spin motive force in multi-layered Dirac fermion system, α-(BEDT-TTF)2​I3​

Anisotropic spin motive force in multi-layered Dirac fermion system, $α$ -(BEDT-TTF) $_{2}$ I $_{3}$