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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:
CoRR (2020)
Keyphrases
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monte carlo methods
stochastic differential equations
monte carlo
brownian motion
maximum a posteriori estimation
bayesian networks
simulated annealing
fractional brownian motion
financial markets
additive gaussian noise
multiresolution