Efficient Hamiltonian simulation for solving option price dynamics

Summary

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Authors: Javier Gonzalez-Conde, Ángel Rodríguez-Rozas, Enrique Solano, Mikel Sanz

Journal title: Physical Review Research

Journal number: 5

Journal publisher: American Physical Society

Published year: 2023

Published pages: 043220

DOI identifier: 10.1103/physrevresearch.5.043220

ISSN: 2643-1564