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Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its proof of overcoming the curse of dimensionality.
Yongming Li
Ariel Neufeld
Published in:
CoRR (2023)
Keyphrases
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monte carlo
option pricing
dynamic programming
black scholes
markov chain
machine learning
image processing
objective function
search space
state space
fuzzy logic
level set
particle filter
non stationary
image denoising
decision analysis