Jian-Guo Hu1,*, Shao-Yi Wu1,*, Yi Yang1, Qin-Sheng Zhu1, Xiao-Yu Li1, Shan Yang2
Journal of Quantum Computing, Vol.4, No.1, pp. 53-61, 2022, DOI:10.32604/jqc.2022.027683
- 12 August 2022
Abstract As one of the major methods for the simulation of option pricing, Monte Carlo method assumes random fluctuations in the distribution of asset prices. Under certain uncertainties process, different evolution paths could be simulated so as to finally yield the expectation value of the asset price, which requires a lot of simulations to ensure the accuracy based on huge and expensive calculations. In order to solve the above computational problem, quantum Monte Carlo (QMC) has been established and applied in the relevant systems such as European call options. In this work, both MC and QM More >
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