Filipe Fontanela

Lloyds Banking Group

10 Gresham Street

London, EC2V 7AE

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

117

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

A Quantum Algorithm for Linear PDEs Arising in Finance

Number of pages: 13 Posted: 26 Dec 2019 Last Revised: 05 Feb 2021
Filipe Fontanela, Antoine (Jack) Jacquier and Mugad Oumgari
Lloyds Banking Group, Imperial College London and Lloyds Banking Group
Downloads 117 (287,739)

Abstract:

Loading...

quantum algorithms, option pricing, PDE, Schrodinger equation