Quantum speedup of Monte Carlo integration with respect to the number of dimensions and its application to finance
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda, Kazuyoshi Yoshino
Topics & Concepts
SpeedupPseudorandom number generatorMonte Carlo methodQuantum computerComputer scienceMonte Carlo integrationContext (archaeology)Quantum Monte CarloQuantum algorithmQuantum circuitApplied mathematicsSubroutineAlgorithmQuantumFinanceMathematicsHybrid Monte CarloParallel computingQuantum mechanicsStatisticsPhysicsMarkov chain Monte CarloQuantum error correctionPaleontologyBiologyOperating systemEconomicsQuantum Computing Algorithms and ArchitectureQuantum Information and CryptographyParallel Computing and Optimization Techniques