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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…