当前位置: X-MOL 学术Quantitative Finance › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Quantum-inspired variational algorithms for partial differential equations: application to financial derivative pricing
Quantitative Finance ( IF 1.3 ) Pub Date : 2024-01-30 , DOI: 10.1080/14697688.2023.2259954
Tianchen Zhao 1 , Chuhao Sun 1 , Asaf Cohen 1 , James Stokes 1 , Shravan Veerapaneni 1
Affiliation  

Variational quantum Monte Carlo (VMC) combined with neural-network quantum states offers a novel angle of attack on the curse-of-dimensionality encountered in a particular class of partial differen...

中文翻译:

受量子启发的偏微分方程变分算法:在金融衍生品定价中的应用

变分量子蒙特卡罗 (VMC) 与神经网络量子态相结合,为解决特定类别的偏微分方程中遇到的维数灾难提供了一种新颖的攻击角度。
更新日期:2024-01-30
down
wechat
bug