Quantum algorithms for numerical differentiation of expected values with respect to parameters

DOI10.1007/s11128-022-03453-5OpenAlexW4220752627WikidataQ112879576 ScholiaQ112879576MaRDI QIDQ2107044

Koichi Miyamoto

Publication date: 29 November 2022

Published in: Quantum Information Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.11016

zbMATH Keywords

numerical differentiationsensitivity calculationfinancial derivative pricingquantum amplitude estimationquantum Monte Carlo integration

Mathematics Subject Classification ID

Quantum computation (81P68)

Cites Work

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