Quantum Derivative Pricing for SPDEs via BDSDE Representation | Paper Citation Record

Observation 0f1ce3e7-5cb5-4ddb-a17e-a85f470e145f · outbound

This paper cites Black and M.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Black and M

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.374367Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 71d16ca1-879a-407a-8601-8d357aaa8809 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 2

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.362117Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation a63f1108-7d24-492f-81d2-e0b421d8a978 · outbound

This paper cites Fouque, G.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Fouque, G

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.345003Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 35a6ab07-ec43-4ddf-be47-4f0b3f0ba530 · outbound

This paper cites Bergomi,Stochastic Volatility Modeling, Financial Mathematics Series (Chapman and Hall/CRC, 2015).

Quantum Derivative Pricing for SPDEs via BDSDE Representation Bergomi,Stochastic Volatility Modeling, Financial Mathematics Series (Chapman and Hall/CRC, 2015)

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.358611Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation ec11e5f4-a893-4522-84b6-2ffb7b814af8 · outbound

This paper cites Heath, R.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Heath, R

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.367768Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 4eb38e6e-86b9-43aa-9750-c4781f7050a9 · outbound

This paper cites The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks.

Quantum Derivative Pricing for SPDEs via BDSDE Representation The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks

Reference 6

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.572773Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 5eac03cb-4a9a-4ce6-ba8c-dd72437b6ebf · outbound

This paper cites Modeling interest rate dynamics: an infinite-dimensional approach.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Modeling interest rate dynamics: an infinite-dimensional approach

Reference 7

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.555261Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 41e7ef78-930c-4f53-89f1-70505eea5b65 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.376406Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 86aba70d-8baa-4405-9b20-23569c5ac924 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 9

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.369366Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 0befd57f-4294-46e9-8d9d-f75b69e2d1ad · outbound

This paper cites Printems, On the discretization in time of parabolic stochastic partial differential equations, ESAIM: Mathematical Modelling and Numerical Analysis35, 1055 (2001).

Quantum Derivative Pricing for SPDEs via BDSDE Representation Printems, On the discretization in time of parabolic stochastic partial differential equations, ESAIM: Mathematical Modelling and Numerical Analysis35, 1055 (2001)

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.427070Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation df693540-3c5c-4ebc-acab-89ffc758d138 · outbound

This paper cites Larsson and V.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Larsson and V

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.418102Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 7dfafc8d-8d0d-4b81-b1cf-7f3326893227 · outbound

This paper cites Gy¨ ongy, Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise II, Potential Analysis11, 1 (1999).

Quantum Derivative Pricing for SPDEs via BDSDE Representation Gy¨ ongy, Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise II, Potential Analysis11, 1 (1999)

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.364197Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 8d687f51-50d9-48c1-8a70-60d4fd26a348 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 13

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.350950Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 935efd8e-1d19-4760-915b-db73d08ed0ed · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 14

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.391061Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 84b72dd3-56f8-4314-b949-d802dd127ad8 · outbound

This paper cites Bungartz and M.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Bungartz and M

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.389153Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 781a18e7-293c-4cc9-9425-cb7a066160f4 · outbound

This paper cites ADI finite difference schemes for option pricing in the Heston model with correlation.

Quantum Derivative Pricing for SPDEs via BDSDE Representation ADI finite difference schemes for option pricing in the Heston model with correlation

Reference 16

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.563599Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation bbaae4d8-04b4-4fb7-a11c-b2c19af43136 · outbound

This paper cites Pardoux and S.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Pardoux and S

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.349186Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 33ff8caf-68af-4bd4-a542-35a700efffef · outbound

This paper cites Pardoux and S.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Pardoux and S

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.352849Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 19fc86c0-dc22-4938-9613-81ae878f73db · outbound

This paper cites Kobylanski, Backward stochastic differential equations and partial differential equations with quadratic growth, Annals of probability , 558 (2000).

Quantum Derivative Pricing for SPDEs via BDSDE Representation Kobylanski, Backward stochastic differential equations and partial differential equations with quadratic growth, Annals of probability , 558 (2000)

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.360413Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 3615b714-6b5c-471e-a23c-890404d0fdb9 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.346641Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation f4327305-5b39-43e5-a5cc-160eeeb5c174 · outbound

This paper cites Yong and X.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Yong and X

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.356490Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation b48ce543-b49a-4d24-af4c-d48a58f218cf · outbound

This paper cites El Karoui, S.

Quantum Derivative Pricing for SPDEs via BDSDE Representation El Karoui, S

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.365955Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 8d561f0a-467b-40b5-acc6-208812dda1bc · outbound

This paper cites Peng, Backward SDE and related g-expectation, Pitman research notes in mathematics series , 141 (1997).

Quantum Derivative Pricing for SPDEs via BDSDE Representation Peng, Backward SDE and related g-expectation, Pitman research notes in mathematics series , 141 (1997)

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.371083Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation f1a33b22-43c9-47e2-8362-9876ad73ac21 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 24

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.341654Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 111f6760-7b9f-421b-9256-e9053693e9f6 · outbound

This paper cites Pardoux and S.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Pardoux and S

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.333058Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation b12831f7-a651-42b8-8e0c-0b08d3e1df33 · outbound

This paper cites Zhang, A numerical scheme for BSDEs, The annals of applied probability14, 459 (2004).

Quantum Derivative Pricing for SPDEs via BDSDE Representation Zhang, A numerical scheme for BSDEs, The annals of applied probability14, 459 (2004)

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.338242Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation de0345ae-0c02-4b06-a351-41c14684b5db · outbound

This paper cites Bouchard and N.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Bouchard and N

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.334857Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation aba00cda-2e17-4332-8afb-22e8aee39c52 · outbound

This paper cites A regression-based Monte Carlo method to solve backward stochastic differential equations.

Quantum Derivative Pricing for SPDEs via BDSDE Representation A regression-based Monte Carlo method to solve backward stochastic differential equations

Reference 28

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.586064Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 73c8fbb1-c027-404d-9bb7-23420e115a61 · outbound

This paper cites Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations

Reference 29

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.546577Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation df88c9e4-db71-4732-9c45-d5e6e2357ff5 · outbound

This paper cites Solving high-dimensional partial differential equations using deep learning.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Solving high-dimensional partial differential equations using deep learning

Reference 30

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.587946Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 5042827d-52a2-4439-9594-11891b5f8c05 · outbound

This paper cites Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations

Reference 31

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.523763Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation c3935287-9d53-4746-9460-2c91b339a05f · outbound

This paper cites A Numerical scheme for backward doubly stochastic differential equations.

Quantum Derivative Pricing for SPDEs via BDSDE Representation A Numerical scheme for backward doubly stochastic differential equations

Reference 32

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.520779Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation cffd54a5-4b3e-4870-8de8-c5e6441ef89c · outbound

This paper cites Bachouch, E.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Bachouch, E

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.331377Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation b2f4a16f-408a-4607-bdc5-5be7ce59238f · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 34

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.339865Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 02b83716-e2a0-41be-bb96-8207a27d7bb2 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 35

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.372764Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation ddd0baa8-d4d6-4b08-ab11-084f299046d5 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 36

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.412774Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 6e10f76f-14b3-4fb9-a035-7b214020a293 · outbound

This paper cites Burgos and M.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Burgos and M

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.411162Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 49f00fb5-b3b9-443f-b635-a4a91b690a88 · outbound

This paper cites Multilevel Monte Carlo methods for applications in finance.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Multilevel Monte Carlo methods for applications in finance

Reference 38

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.561277Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 81350bf6-39a0-40a5-9d84-dbee4bc17fe2 · outbound

This paper cites Multilevel nested simulation for efficient risk estimation.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Multilevel nested simulation for efficient risk estimation

Reference 39

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.606068Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation ba40f5d1-5b17-4c3a-a2ad-dbbac8463d20 · outbound

This paper cites Barth, A.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Barth, A

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.414707Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 5831767d-f399-4ad2-89b5-df11a45e24fd · outbound

This paper cites Iliev, J.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Iliev, J

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.416448Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 701b2cfb-b8a4-4bad-a76b-7e6051ce011f · outbound

This paper cites Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling

Reference 42

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.544151Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 05277da1-d80e-4320-a747-52ff1cfa1291 · outbound

This paper cites Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance

Reference 43

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.594897Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 0006e0a6-c723-4038-8781-bba177561bb6 · outbound

This paper cites Brassard, P.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Brassard, P

Reference 44

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.578984Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation f43429a7-fc04-4f80-8a19-95c6abfaddad · outbound

This paper cites Heinrich, Quantum summation with an application to integration, Journal of Complexity18, 1 (2002), arXiv:quant- ph/0105116.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Heinrich, Quantum summation with an application to integration, Journal of Complexity18, 1 (2002), arXiv:quant- ph/0105116

Reference 45

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.592070Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation ae83312e-cf01-41aa-afa7-ff5a65c528a8 · outbound

This paper cites Quantum speedup of Monte Carlo methods.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Quantum speedup of Monte Carlo methods

Reference 46

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.583211Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 22e63a97-ef12-4a6e-afa5-94965efd8d72 · outbound

This paper cites Mean estimation when you have the source code; or, quantum Monte Carlo methods.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Mean estimation when you have the source code; or, quantum Monte Carlo methods

Reference 47

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.575321Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 3ab6ee29-79a5-45e0-9b4e-810916624b31 · outbound

This paper cites Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance

Reference 48

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.518124Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 3d798365-42c0-4acf-9ba0-780b04ee5588 · outbound

This paper cites Quadratic Speed-up in Infinite Variance Quantum Monte Carlo.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Quadratic Speed-up in Infinite Variance Quantum Monte Carlo

Reference 49

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.603197Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 14454168-cc74-418c-b1d6-ba88477483bd · outbound

This paper cites Blanchet, Y.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Blanchet, Y

Reference 50

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.597673Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation e4153fc1-8428-47f5-bf76-7ba22f6ea381 · outbound

This paper cites Quantum Speedups for Markov Chain Monte Carlo Methods with Application to Optimization.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Quantum Speedups for Markov Chain Monte Carlo Methods with Application to Optimization

Reference 51

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.585038Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 38b3f86b-e5aa-40c8-b422-9757c71d2aa2 · outbound

This paper cites Li and J.-P.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Li and J.-P

Reference 52

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.566338Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation ff2bd126-d2f1-479f-8ce9-27e286cb2d4d · outbound

This paper cites Quantum computational finance: Monte Carlo pricing of financial derivatives.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Quantum computational finance: Monte Carlo pricing of financial derivatives

Reference 53

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.560799Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 68668786-6d4c-4a8a-8644-9221bedf1cb8 · outbound

This paper cites Option Pricing using Quantum Computers.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Option Pricing using Quantum Computers

Reference 54

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.558564Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 486a23a8-6993-48ce-843e-04eb797a7aad · outbound

This paper cites Herman, Y.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Herman, Y

Reference 55

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.600345Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation abb44462-5bdf-4ed4-8c2c-d4e9d9c125ec · outbound

This paper cites End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility.

Quantum Derivative Pricing for SPDEs via BDSDE Representation End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility

Reference 56

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.549548Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 4b42e811-f5a5-4619-a84f-f3c5ffd98775 · outbound

This paper cites Fujita, K.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Fujita, K

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.421620Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 635643f6-2c03-4f6a-a24b-8f6c45b19834 · outbound

This paper cites Quantum Algorithms for Stochastic Differential Equations: A Schr\"odingerisation Approach.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Quantum Algorithms for Stochastic Differential Equations: A Schr\"odingerisation Approach

Reference 58

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.555752Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 3f965636-cee4-48b9-bce7-4ca803fe2229 · outbound

This paper cites Bravyi, R.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Bravyi, R

Reference 59

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.576006Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 837d366c-cd17-44b1-bf55-02f4822292fb · outbound

This paper cites Circuit-Efficient Randomized Quantum Simulation of Non-Unitary Dynamics with Observable-Driven and Symmetry-Aware Designs.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Circuit-Efficient Randomized Quantum Simulation of Non-Unitary Dynamics with Observable-Driven and Symmetry-Aware Designs

Reference 60

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.580970Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 55822506-f3ea-41b1-a95c-1524fb737bbe · outbound

This paper cites Efficient quantum simulation for nonlinear stochastic differential equations.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Efficient quantum simulation for nonlinear stochastic differential equations

Reference 61

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.547995Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 8898f88d-0797-4f5d-8fdc-d0219f67bb1a · outbound

This paper cites Quantum algorithms for stochastic nonlinear differential equations.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Quantum algorithms for stochastic nonlinear differential equations

Reference 62

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.542341Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 49dadf9e-b572-4ea6-b980-470f4e5e427d · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 63

Resolution: verified exact; arxiv_id, observed 2026-07-01T10:05:40.539600Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 77f766c9-35f4-4c27-b713-411a495ad059 · outbound

This paper cites Bally and A.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Bally and A

Reference 64

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.405589Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation dce5d484-350b-4e86-a619-4f74c27435ac · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 65

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.336458Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 72253e68-14e8-4472-8d7c-8536ba91398c · outbound

This paper cites Multilevel Monte Carlo methods.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Multilevel Monte Carlo methods

Reference 66

Resolution: verified exact; local_arxiv, observed 2026-07-01T10:05:40.608672Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 7a49056a-c313-4b9c-a457-dc96111c5be1 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 67

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.381568Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 1eb693c0-e96d-4019-a55e-5f6b56949f67 · outbound

This paper cites Broadie and P.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Broadie and P

Reference 68

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.378148Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 47626fc4-1293-4fcb-8bce-91a0293129ad · outbound

This paper cites Fourni´ e, J.-M.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Fourni´ e, J.-M

Reference 69

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.379837Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 0183b560-246e-4a33-b7d3-d7c4723749f1 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 70

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.383210Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 2117a5e3-fa70-4b5f-b42c-1cd6f0dee892 · outbound

This paper cites Bismut,Large Deviations and the Malliavin Calculus, Progress in Mathematics, Vol.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Bismut,Large Deviations and the Malliavin Calculus, Progress in Mathematics, Vol

Reference 71

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.387230Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation c7426b02-a709-456f-b077-36587ffed4d0 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 72

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.403613Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 8b400195-3c0c-4e08-a67c-60dbbbf970ec · outbound

This paper cites Fourni´ e, J.-M.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Fourni´ e, J.-M

Reference 73

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.343388Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 1eee2562-2db2-45d3-9733-001dec634686 · outbound

This paper cites Gobet and A.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Gobet and A

Reference 74

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.354528Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 1c1dfa24-82e9-40af-a88b-df9cf4594087 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 75

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.396175Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation a3f6afaa-2d26-4278-aa20-9698f8ee1001 · outbound

This paper cites Kac, On distributions of certain wiener functionals, Transactions of the American Mathematical Society65, 1 (1949).

Quantum Derivative Pricing for SPDEs via BDSDE Representation Kac, On distributions of certain wiener functionals, Transactions of the American Mathematical Society65, 1 (1949)

Reference 76

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.399968Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 02ec0206-fda2-4505-8711-4b4e8a02366e · outbound

This paper cites Proof of Proposition 3 Proposition(Strong-error order for the direct pricing payoff).Fix(t, x)∈[0, T]×R d and a uniform grid{t k}N k=0 withh= (T−t)/N.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Proof of Proposition 3 Proposition(Strong-error order for the direct pricing payoff).Fix(t, x)∈[0, T]×R d and a uniform grid{t k}N k=0 withh= (T−t)/N

Reference 77

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.407553Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 97036d43-6cd8-460b-9671-00bdc817e910 · outbound

This paper cites Moreover,S int satisfies the accumulated stability estimate defined in Definition 4.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Moreover,S int satisfies the accumulated stability estimate defined in Definition 4

Reference 78

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.409300Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 8c7b9474-8e41-42ae-b251-64718afcc0d3 · outbound

This paper cites 3.Gis globally Lipschitz, i.e., there existsL G >0such that|G(x)−G(y)| ≤L G|x−y|.

Quantum Derivative Pricing for SPDEs via BDSDE Representation 3.Gis globally Lipschitz, i.e., there existsL G >0such that|G(x)−G(y)| ≤L G|x−y|

Reference 79

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.419887Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 5b40c7fd-3f73-47fb-8e05-68fad9a3891e · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 80

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.423277Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 58711d62-5b2e-4e5b-8fc5-c142858aadbb · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 81

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.392794Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation a5d52a83-9336-4cb9-a629-aa718584a041 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 82

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.394513Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 5fb4e868-ea19-4765-8d31-0835bbc4b833 · outbound

This paper cites 52 4.∇Gis globally Lipschitz, i.e., there existsL ∇G >0such that |∇G(x)− ∇G(y)| ≤L ∇G|x−y|, x, y∈R d.

Quantum Derivative Pricing for SPDEs via BDSDE Representation 52 4.∇Gis globally Lipschitz, i.e., there existsL ∇G >0such that |∇G(x)− ∇G(y)| ≤L ∇G|x−y|, x, y∈R d

Reference 83

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.398010Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 1ead34f2-37ab-4d0d-80d7-494815632837 · outbound

This paper cites Proof of Proposition 9 Proposition(Strong-error order for the second-order Greek payoff).Fix(t, x)∈[0, T]×R d and1≤i, j≤d.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Proof of Proposition 9 Proposition(Strong-error order for the second-order Greek payoff).Fix(t, x)∈[0, T]×R d and1≤i, j≤d

Reference 84

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.401825Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation 82abb93e-06a8-4f9c-bd94-d3991cf0db05 · outbound

This paper cites an unresolved cited work.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Unresolved cited work

Reference 85

Resolution: unresolved; raw_fallback, observed 2026-07-06T20:02:56.425088Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Observation e5b197dd-901e-4867-a1fb-f5b7998eac41 · outbound

This paper cites Φ(t, tk) (J j tk)⊤∇2 xG(X t,x tk )J i tk +∇ xG(X t,x tk )⊤K(ij),t,x tk +Y (ij) tk # −.

Quantum Derivative Pricing for SPDEs via BDSDE Representation Φ(t, tk) (J j tk)⊤∇2 xG(X t,x tk )J i tk +∇ xG(X t,x tk )⊤K(ij),t,x tk +Y (ij) tk # −

Reference 86

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T20:02:56.385442Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-06T06:34:29.942622+00:00.

Coverage vector

Reference resolution

Outbound references

Pith citing papers