Login / Signup
Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance.
Dong An
Noah Linden
Jin-Peng Liu
Ashley Montanaro
Changpeng Shao
Jiasu Wang
Published in:
Quantum (2021)
Keyphrases
</>
monte carlo methods
stochastic differential equations
monte carlo
maximum a posteriori estimation
brownian motion
bayesian networks
simulated annealing
monte carlo method
additive gaussian noise
dynamic programming
markov chain
particle filter