Quantum computational finance for martingale asset pricing in incomplete markets-Reference-Cited by-同舟云学术

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Quantum computational finance for martingale asset pricing in incomplete markets

Published:2024-08-15 Issue:1 Volume:14 Page:
ISSN:2045-2322
Container-title:Scientific Reports
language:en
Short-container-title:Sci Rep

Author:

Rebentrost Patrick,Luongo Alessandro,Cheng Bin,Bosch Samuel,Lloyd Seth

Funder

the National Research Foundation, the Prime Minister’s Office, and the Ministry of Education

Quantum Engineering Programme

Publisher

Springer Science and Business Media LLC

Link

https://www.nature.com/articles/s41598-024-68838-1.pdf

Reference52 articles.

1. Glasserman, P. Monte Carlo Methods in Financial Engineering (Springer-Verlag, 2003).

2. Föllmer, H. & Schied, A. Stochastic Finance: An Introduction in Discrete Time (Walter de Gruyter, 2004).

3. Hull, J. C. Options, Futures, and Other Derivatives (Prentice Hall, 2012).

4. Černý, A. Mathematical Techniques in Finance (Princeton University Press, 2009).

5. Rebentrost, P., Gupt, B. & Bromley, T. R. Quantum computational finance: Monte carlo pricing of financial derivatives. Phys. Rev. A 98, 022321 (2018).

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