Pricing Multiasset Derivatives by Variational Quantum Algorithms
Pricing a multiasset derivative is an important problem in financial engineering, both theoretically and practically. Although it is suitable to numerically solve partial differential equations to calculate the prices of certain types of derivatives, the computational complexity increases exponentia...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2023-01-01
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| Series: | IEEE Transactions on Quantum Engineering |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10112619/ |