{"paper":{"title":"Quantum Derivative Pricing for SPDEs via BDSDE Representation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.NA","math.NA"],"primary_cat":"quant-ph","authors_text":"Jin-Peng Liu, Rundi Lu, Xinmiao Li, Yanqiao Wang, Zhengwei Liu","submitted_at":"2026-06-30T03:06:38Z","abstract_excerpt":"We study quantum speedups of derivative pricing for stochastic partial differential equation (SPDE) models through their backward doubly stochastic differential equation (BDSDE) representations. We develop conditional and nested quantum-accelerated multilevel Monte Carlo (QA-MLMC) methods for estimating the resulting conditional and nested expectations, improving the sampling complexity of classical Monte Carlo methods from $\\widetilde{O}(\\epsilon^{-2})$ to $\\widetilde{O}(\\epsilon^{-1})$ within additive error $\\epsilon$. We apply the framework to derivative pricing and sensitivity analysis, pr"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2606.31076","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2606.31076/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}