Quantum algorithm for stochastic optimal stopping problems with applications in finance
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Cited by:
- Jeong Yu Han & Patrick Rebentrost, 2022. "Quantum advantage for multi-option portfolio pricing and valuation adjustments," Papers 2203.04924, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2022-01-10 (Computational Economics)
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