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

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 […]

Finding Small and Large k-Clique Instances on a Quantum Computer

Algorithms for triangle finding, the smallest nontrivial instance of the k -clique problem, have been proposed for quantum computers. Still, those algorithms assume the use of fixed access time quantum RAM. In this article, we present a practical gate-based approach to both the triangle-finding problem and its NP-hard k -clique generalization. We examine both constant factors for near-term implementation […]