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Quantum Computing for Financial Mathematics

Author

Listed:
  • Antoine Jacquier
  • Oleksiy Kondratyev
  • Gordon Lee
  • Mugad Oumgari

Abstract

Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its potential.

Suggested Citation

  • Antoine Jacquier & Oleksiy Kondratyev & Gordon Lee & Mugad Oumgari, 2023. "Quantum Computing for Financial Mathematics," Papers 2311.06621, arXiv.org.
    • Handle: RePEc:arx:papers:2311.06621
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    References listed on IDEAS

    as
    1. Filipe Fontanela & Antoine Jacquier & Mugad Oumgari, 2019. "A Quantum algorithm for linear PDEs arising in Finance," Papers 1912.02753, arXiv.org, revised Feb 2021.
    2. Alberto Peruzzo & Jarrod McClean & Peter Shadbolt & Man-Hong Yung & Xiao-Qi Zhou & Peter J. Love & Alán Aspuru-Guzik & Jeremy L. O’Brien, 2014. "A variational eigenvalue solver on a photonic quantum processor," Nature Communications, Nature, vol. 5(1), pages 1-7, September.
    3. Samson Wang & Enrico Fontana & M. Cerezo & Kunal Sharma & Akira Sone & Lukasz Cincio & Patrick J. Coles, 2021. "Noise-induced barren plateaus in variational quantum algorithms," Nature Communications, Nature, vol. 12(1), pages 1-11, December.
    4. Jianjun Chen & Yongming Li & Ariel Neufeld, 2023. "Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its complexity analysis," Papers 2301.09241, arXiv.org, revised Apr 2024.
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