Quantum algorithms achieve polylog(N) complexity for high-dimensional linear SDEs by amplitude-encoding the solution and noise via Dyson series or Euler-Maruyama approximations plus quantum linear systems solvers.
Quantum computational finance: Monte Carlo pricing of financial derivatives
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A quantum Monte Carlo algorithm solves multidimensional Black-Scholes PDEs for option pricing with polynomial complexity in dimension d and accuracy 1/ε, with rigorous error bounds and a claimed speedup over classical Monte Carlo for bounded payoffs.
Quantum walks integrated with variational circuits and CUDA-Q acceleration generate high-fidelity adaptive probability distributions for 1D financial modeling and 2D digit patterns.
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Quantum algorithm for solving high-dimensional linear stochastic differential equations via amplitude encoding of the noise term
Quantum algorithms achieve polylog(N) complexity for high-dimensional linear SDEs by amplitude-encoding the solution and noise via Dyson series or Euler-Maruyama approximations plus quantum linear systems solvers.
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Quantum Monte Carlo algorithm for option pricing and its complexity analysis
A quantum Monte Carlo algorithm solves multidimensional Black-Scholes PDEs for option pricing with polynomial complexity in dimension d and accuracy 1/ε, with rigorous error bounds and a claimed speedup over classical Monte Carlo for bounded payoffs.
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Quantum Walks-Based Adaptive Distribution Generation with Efficient CUDA-Q Acceleration
Quantum walks integrated with variational circuits and CUDA-Q acceleration generate high-fidelity adaptive probability distributions for 1D financial modeling and 2D digit patterns.