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Pricing Multi-Asset Derivatives by Finite-Difference Method on a Quantum Computer

Koichi Miyamoto 1, and Kenji Kubo 2,3

IEEE Transactions on Quantum Engineering ( Volume: 3) ,17 November 2021

 

1 Center for Quantum Information and Quantum Biology, Osaka University, Toyonaka, Osaka 560-8531, Japan

2 R4D, Mercari Inc., Minato-ku, Tokyo 106-6118, Japan

3 Graduate School of Engineering Science, Osaka University, Toyonaka, Osaka 560-8531, Japan