MPS generative model trained to sample Heston model paths for quantum path-dependent option pricing.
A hybrid quantum wasserstein gan with applications to option pricing,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
quant-ph 1years
2024 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Time series generation for option pricing on quantum computers using tensor network
MPS generative model trained to sample Heston model paths for quantum path-dependent option pricing.