Boosting Binomial Exotic Option Pricing with Tensor Networks

Fuente: arXiv

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Bibliographic Details
Main Authors:	van Damme, Maarten, Sreedhar, Rishi, Ganahl, Martin
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Quantum Physics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.17033