Quantum algorithms are constructed for exact analog encoding of correlated Gaussian vectors and their exponentiation, achieving subcubic gate-depth complexity under polylogarithmic data-loading assumptions, with end-to-end resource analysis for rough Bergomi variance simulation.
Quantum option pricing via the K arhunen- L o\` e ve expansion
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Quantum algorithms for fast heat equation state preparation with claimed qubit savings for option pricing.
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Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility
Quantum algorithms are constructed for exact analog encoding of correlated Gaussian vectors and their exponentiation, achieving subcubic gate-depth complexity under polylogarithmic data-loading assumptions, with end-to-end resource analysis for rough Bergomi variance simulation.
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Exponentially Fast Solution State Preparation for the Heat Equation and its use for Option Pricing
Quantum algorithms for fast heat equation state preparation with claimed qubit savings for option pricing.