Fetching the paper…
Reading the bibliography…
Pricing financial derivatives on quantum computers typically includes quantum arithmetic components which contribute heavily to the quantum resources required by the corresponding circuits.
G. Brassard, P. Hoyer, M. Mosca, and A. Tapp, “ Quantum Amplitude Amplification and Estimation ,” Contemporary Mathematics 305
2002
Earlier work this paper cites.
2003
Earlier work this paper cites.
J. Hull, Options, futures, and other derivatives , 6th ed. (Pearson Prentice Hall, Upper Saddle River, NJ [u.a.], 2006)
2006
Earlier work this paper cites.
T. G. Draper, S. A. Kutin, E. M. Rains, and K. M. Svore, “ A logarithmic-depth quantum carry-lookahead adder ,” Quantum Information and Computation 6
2006
Earlier work this paper cites.
P. Selinger, “ Quantum circuits of T-depth one ,” Physical Review A 87
2013
Earlier work this paper cites.
A. Montanaro, “ Quantum speedup of Monte Carlo methods ,” Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences 471
2015
Earlier work this paper cites.
N. J. Ross and P. Selinger, “ Optimal Ancilla-Free Clifford+T Approximation of z-Rotations ,” Quantum Info. Comput. 16
2016
Earlier work this paper cites.
G. H. Low and I. L. Chuang, “ Optimal Hamiltonian Simulation by Quantum Signal Processing ,” Phys. Rev. Lett. 118
2017
Earlier work this paper cites.
P. Rebentrost, B. Gupt, and T. R. Bromley, “ Quantum computational finance: Monte Carlo pricing of financial derivatives ,” Phys. Rev. A 98
2018
Earlier work this paper cites.
2018
Earlier work this paper cites.
S. Woerner and D. J. Egger, “ Quantum risk analysis ,” npj Quantum Information 5
2019
Earlier work this paper cites.
C. Zoufal, A. Lucchi, and S. Woerner, “ Quantum Generative Adversarial Networks for learning and loading random distributions ,” npj Quantum Information 5
2019
Cited alongside, same era.
A. Gilyén, Y. Su, G. H. Low, and N. Wiebe, “ Quantum singular value transformation and beyond: exponential improvements for quantum matrix arithmetics ,” in Proceedings of the 51st Annual ACM SIGACT Symposium on Theory of Computing (2019) pp. 193–204
2019
Cited alongside, same era.
J. Haah, “ Product Decomposition of Periodic Functions in Quantum Signal Processing ,” Quantum 3
2019
Cited alongside, same era.
N. Stamatopoulos, D. J. Egger, Y. Sun, C. Zoufal, R. Iten, N. Shen, and S. Woerner, “ Option Pricing using Quantum Computers ,” Quantum 4
2020
Cited alongside, same era.
Y. Suzuki, S. Uno, R. Raymond, T. Tanaka, T. Onodera, and N. Yamamoto, “ Amplitude estimation without phase estimation ,” Quantum Information Processing 19
J. a. F. Doriguello, A. Luongo, J. Bao, P. Rebentrost, and M. Santha, “ Quantum Algorithm for Stochastic Optimal Stopping Problems with Applications in Finance ,” in 17th Conference on the Theory of Quantum Computation, Communication and Cryptography (TQC 2022) , Leibniz International Proceedings in Informatics (LIPIcs), Vol. 232 (Schloss Dagstuhl – Leibniz-Zentrum für Informatik, Dagstuhl, Germany, 2022) pp. 2:1–2:24
2022
Later among the works it cites.
S. Herbert, “ Quantum Monte Carlo Integration: The Full Advantage in Minimal Circuit Depth ,” Quantum 6
2022
Later among the works it cites.
N. Stamatopoulos, G. Mazzola, S. Woerner, and W. J. Zeng, “ Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms ,” Quantum 6
2022
Later among the works it cites.
2022
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
2020
Cited alongside, same era.
L. Lin and Y. Tong, “ Optimal polynomial based quantum eigenstate filtering with application to solving quantum linear systems ,” Quantum 4
2020
Cited alongside, same era.
Microsoft, Q# Language Specification (2020)
2020
Cited alongside, same era.
S. Chakrabarti, R. Krishnakumar, G. Mazzola, N. Stamatopoulos, S. Woerner, and W. J. Zeng, “ A Threshold for Quantum Advantage in Derivative Pricing ,” Quantum 5
2021
Cited alongside, same era.
D. Grinko, J. Gacon, C. Zoufal, and S. Woerner, “ Iterative quantum amplitude estimation ,” npj Quantum Information 7
2021
Cited alongside, same era.
J. M. Martyn, Z. M. Rossi, A. K. Tan, and I. L. Chuang, “ Grand Unification of Quantum Algorithms ,” PRX Quantum 2
2021
Cited alongside, same era.
Y. Dong, X. Meng, K. B. Whaley, and L. Lin, “ Efficient phase-factor evaluation in quantum signal processing ,” Physical Review A 103
2021
Cited alongside, same era.
Z. M. Rossi and I. L. Chuang, “ Multivariable quantum signal processing (M-QSP): prophecies of the two-headed oracle ,” Quantum 6
2022
Later among the works it cites.
Y. Dong, L. Lin, and Y. Tong, “ Ground-State Preparation and Energy Estimation on Early Fault-Tolerant Quantum Computers via Quantum Eigenvalue Transformation of Unitary Matrices ,” PRX Quantum 3
2022
Later among the works it cites.
“ Using Q# to estimate resources needed for quantum advantage in derivative pricing ,” Accessed: 2023-06-21
2023
Closest in time.
J. M. Martyn, Y. Liu, Z. E. Chin, and I. L. Chuang, “ Efficient fully-coherent quantum signal processing algorithms for real-time dynamics simulation ,” The Journal of Chemical Physics 158
2023
Closest in time.
P. Rall and B. Fuller, “ Amplitude Estimation from Quantum Signal Processing ,” Quantum 7
2023
Closest in time.
“ QSPPACK ,” Accessed: 2023-06-21
2023
Closest in time.
“ pyqsp ,” Accessed: 2023-06-21
2023
Closest in time.