Handheld computers Archives - IEEE Transactions on Quantum Engineering

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

November 2, 2022Koichi MiyamotoOpen Access, Quantum ComputingComplexity theory, Europe, Frequency division multiplexing, Handheld computers, Pricing, Quantum algorithm, Time complexity

Following the recent great advance of quantum computing technology, there are growing interests in its applications to industries, including finance. In this article, we focus on derivative pricing based on solving the Black–Scholes partial differential equation by the finite-difference method (FDM), which is a suitable approach for some types of derivatives but suffers from the […]

Quantum Radon Transforms and Their Applications

This article extends the Radon transform, a classical image-processing tool for fast tomography and denoising, to the quantum computing platform. A new kind of periodic discrete Radon transform (PDRT), called the quantum periodic discrete Radon transform (QPRT), is proposed. The quantum implementation of QPRT based on the amplitude encoding method is exponentially faster than the […]