Quantum advantage of Monte Carlo option pricing
Quantum computers have the potential to provide quadratic speedup for Monte Carlo methods currently used in various classical applications. In this work, we examine the advantage of quantum computers for financial option pricing with the Monte Carlo method. Systematic and statistical errors are hand...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
IOP Publishing
2023-01-01
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| Edice: | Journal of Physics Communications |
| Témata: | |
| On-line přístup: | https://doi.org/10.1088/2399-6528/acd2a4 |
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