Image de couverture de livre

End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Guseynov, Nikita, Liu, Nana, Pun, Chi Seng, Vaidya, Tushar
Format:	Preprint
Publié:	2026
Sujets:	Quantum Physics Computational Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Quantum Algorithm for Local-Volatility Option Pricing via the Kolmogorov Equation
par: Guseynov, Nikita, et autres
Publié: (2025)

Real Option Pricing using Quantum Computers
par: Manzano, Alberto, et autres
Publié: (2023)

Monte-Carlo Option Pricing in Quantum Parallel
par: Scriba, Robert, et autres
Publié: (2025)

Quantum Algorithms for the Pathwise Lasso
par: Doriguello, Joao F., et autres
Publié: (2023)

Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
par: Ter-Avanesov, Boris, et autres
Publié: (2024)

Efficient explicit circuit for quantum state preparation of piecewise continuous functions
par: Guseynov, Nikita, et autres
Publié: (2024)

Quantum Framework for Simulating Linear PDEs with Robin Boundary Conditions
par: Guseynov, Nikita, et autres
Publié: (2025)

Boosting Binomial Exotic Option Pricing with Tensor Networks
par: van Damme, Maarten, et autres
Publié: (2025)

Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
par: Han, Jeong Yu, et autres
Publié: (2022)

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
par: Hao, Nicole, et autres
Publié: (2024)

Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
par: He, Jian, et autres
Publié: (2025)

Efficient explicit gate construction of block-encoding for Hamiltonians needed for simulating partial differential equations
par: Guseynov, Nikita, et autres
Publié: (2024)

Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers
par: Chen, Chi-Sheng, et autres
Publié: (2025)

Efficient Hamiltonian Simulation for Solving Option Price Dynamics
par: Gonzalez-Conde, Javier, et autres
Publié: (2021)

Quantum computing for multidimensional option pricing: End-to-end pipeline
par: Hok, Julien, et autres
Publié: (2026)

Quantum-Inspired Tensor Neural Networks for Option Pricing
par: Patel, Raj G., et autres
Publié: (2022)

Evaluating Quantum Amplitude Estimation for Pricing Multi-Asset Basket Options
par: Kashif, Muhammad, et autres
Publié: (2025)

Quantum Reservoir Computing for Realized Volatility Forecasting
par: Li, Qingyu, et autres
Publié: (2025)

Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
par: Mensah, Abigail Anokyewaa, et autres
Publié: (2026)

Derivative Pricing using Quantum Signal Processing
par: Stamatopoulos, Nikitas, et autres
Publié: (2023)

Stochastic Approaches to Asset Price Analysis
par: Sekatchev, Michael, et autres
Publié: (2024)

Quantum Speedups for Derivative Pricing Beyond Black-Scholes
par: Herman, Dylan, et autres
Publié: (2026)

Lévy-Driven Option Pricing without a Riskless Asset
par: Wang, Ziyao
Publié: (2025)

Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options
par: Bain, Alan, et autres
Publié: (2019)

Stochastic Expansion for the Pricing of Asian and Basket Options
par: Floc'h, Fabien Le
Publié: (2024)

Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
par: Qiu, Jinniao, et autres
Publié: (2024)

A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations
par: Lei, Qian, et autres
Publié: (2024)

A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
par: Stedman, Mark, et autres
Publié: (2024)

Toward Efficient End-to-End Quantum Elliptic PDE Solvers: a Multilevel Correction Algorithm for Direct Observable Estimation
par: Li, Xiantao
Publié: (2026)

Coherent-State Propagation: A Computational Framework for Simulating Bosonic Quantum Systems
par: Guseynov, Nikita, et autres
Publié: (2026)

Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
par: Zaugg, Nicola F., et autres
Publié: (2024)

Deep Learning Option Pricing with Market Implied Volatility Surfaces
par: Ding, Lijie, et autres
Publié: (2025)

An End-to-End PyTorch Interface for Differentiable PDE Solvers: A RANS Model-Correction Study
par: Saverio, Luca, et autres
Publié: (2026)

Error Analysis of Deep PDE Solvers for Option Pricing
par: Rou, Jasper
Publié: (2025)

STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing
par: Gribben, Dominic, et autres
Publié: (2026)

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium
par: JEFFERSON DUARTE, et autres
Publié: (2024)

Verifiable End-to-End Delegated Variational Quantum Algorithms
par: Inajetovic, Matteo, et autres
Publié: (2025)

Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation
par: Putri, Nunik Srikandi, et autres
Publié: (2026)

Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach
par: Lei, Qian, et autres
Publié: (2024)

Volatility of Volatility and Leverage Effect from Options
par: Chong, Carsten H., et autres
Publié: (2023)