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Paper / 2026SMQ / 72653937279592
Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility
Koichi Miyamoto / Tassa Thaksakronwong
algorithms / linear algebraResource overview

Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility

Paper2026

by Koichi Miyamoto, Tassa Thaksakronwong

Tags
algorithmslinear algebra

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  2. ARCH and GARCH

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  1. Stochastic Volatility and the Heston Model

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  2. Reading the Implied Vol Surface — Moneyness, Term Structure, and Quoting Conventions

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