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Stochastic processes play a fundamental role in physics, mathematics, engineering and finance.
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Creating superpositions that correspond to efficiently integrable probability distributions
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Brownian motion
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Quantum algorithms and the finite element method
Ashley Montanaro and Sam Pallister · 2016
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Quantum computing for finance: State-of-the-art and future prospects
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Credit risk analysis using quantum computers
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Option pricing using quantum computers
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Focus beyond quadratic speedups for error-corrected quantum advantage
Ryan Babbush, Jarrod R McClean, Michael Newman, Craig Gidney, Sergio Boixo, and Hartmut Neven · 2021
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A threshold for quantum advantage in derivative pricing
Shouvanik Chakrabarti, Rajiv Krishnakumar, Guglielmo Mazzola, Nikitas Stamatopoulos, Stefan Woerner, and William J Zeng · 2021
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Iordanis Kerenidis and Anupam Prakash · 2017
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Mean-squared-displacement statistical test for fractional brownian motion
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