Koichi Miyamoto
- Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation
2021/08/20 by Koichi Miyamoto, Miyamoto, Koichi · 3 citations
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Physical sciences #Pricing of Securities (q-fin.PR) #Quantum Physics (quant-ph) #Stochastic processes and financial applications
- Gravitational wave matched filtering by quantum Monte Carlo integration and quantum amplitude amplification
2022/05/12 by Koichi Miyamoto, Gonzalo Morrás, Miyamoto, Koichi +7 · 1 citation
Computer Science · Physics and Astronomy · #Computational Physics and Python Applications #FOS: Physical sciences #General Relativity and Quantum Cosmology (gr-qc) #Instrumentation and Methods for Astrophysics (astro-ph.IM) #Pulsars and Gravitational Waves Research #Quantum Physics (quant-ph)
- Learning parameter dependence for Fourier-based option pricing with tensor trains
2024/04/17 by Rihito Sakurai, Sakurai, Rihito, Haruto Takahashi +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Computational Physics and Python Applications #FOS: Economics and business #FOS: Physical sciences #Machine Learning in Healthcare #Quantum Physics (quant-ph) #Stochastic processes and financial applications