Quantum Algorithm for Local-Volatility Option Pricing via the Kolmogorov Equation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guseynov, Nikita, Sanz, Mikel, Rodríguez-Rozas, Ángel, Liu, Nana, Gonzalez-Conde, Javier
Format:	Preprint
Published:	2025
Subjects:	Quantum Physics 68Q12 F.2.1
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.04942