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The recent development of quantum computing gives us an opportunity to explore its potential applications to many fields, with the field of finance being no exception.
Fontanela, F., Jacquier, J.A., Oumgari, M. (2019). A Quantum algorithm for linear PDEs arising in Finance. arXiv: 1912.02753
1912
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1912
Earlier work this paper cites.
Jozsa,R. (1994). Fidelity for Mixed Quantum States. Journal of Modern Optics
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Brassard, G., Hoyer, P., Mosca, M., Tapp, A. (2002). Quantum amplitude amplification and estimation. AMS Contemporary Mathematics
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2005
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Huge, B., Savine, A. (2020) Differential Machine Learning. arXiv:2005.02347
2005
Cited alongside, same era.
2005
Cited alongside, same era.
Antonov, A., Konikov, M., Spector, M. (2015). The free boundary SABR: natural extension to negative rates. Risk
2015
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McClean, J.R., Boixo, S., Smelyanskiy, V.N., Babbush, R., Neven, H. (2018). Barren plateaus in quantum neural network training landscapes. Nature Communications
2018
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Arute, F. e t et a l . al. (2019). Quantum supremacy using a programmable superconducting processor. Nature
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Woerner, S., Egger, D.J. (2019). Quantum risk analysis. npj Quantum Information
2019
Later among the works it cites.
Beer, K., Bondarenko, D., Farrelly, T., Osborne, J.T., Salzman, R., Scheiermann, D., Wolf, R. (2020). Training deep quantum neural networks. Nature Communications
2020
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Itkin,A. (2020). Deep learning calibration of option pricing models: some pitfalls and solutions. Risk
2020
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Ruf, J., Wang, W. (2020). Hedging with neural networks. SSRN 3580132
2020
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Stamatopoulos, N., Egger, D.J., Sun, Y., Zoufal,C.,Iten,R., Shen,N., Woerner,S. (2020). Option pricing using quantum computers. Quantum
2020
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Cited alongside, same era.