Quantum speedup of Monte Carlo integration with respect to the number of dimensions and its application to finance

DOI10.1007/s11128-021-03127-8OpenAlexW3164125029MaRDI QIDQ2690258

Kazuya Kaneko, Kazuyoshi Yoshino, Koichi Miyamoto, Naoyuki Takeda

Publication date: 15 March 2023

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

Full work available at URL: https://arxiv.org/abs/2011.02165

zbMATH Keywords

quantum algorithmapplication of quantum computation to finance

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Quantum computation (81P68)

Related Items (1)

Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance

Uses Software

• TestU01

Cites Work

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• Amplitude estimation without phase estimation
• Practical Approximation of Single-Qubit Unitaries by Single-Qubit Quantum Clifford and T Circuits
• Credit Risk Analysis Using Quantum Computers
• TestU01
• Continuous random variate generation by fast numerical inversion
• Quantum speedup of Monte Carlo methods

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