Hermitian block embedding enables GQSP to implement the inverse of a non-Hermitian time-step matrix from 2D Black-Scholes finite-difference discretisation, with numerical results for two-asset calls matching classical backward-Euler polynomial approximation.
Quantum computing for option portfolio anal- ysis
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GQSP enables polynomial synthesis of Hermitian matrices without block-encoding, yielding stable degree-independent success probability and closed-form symmetric expansions.
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Solving 2D Black Scholes Equation via Hermitian Block Embedding and Generalised Quantum Signal Processing
Hermitian block embedding enables GQSP to implement the inverse of a non-Hermitian time-step matrix from 2D Black-Scholes finite-difference discretisation, with numerical results for two-asset calls matching classical backward-Euler polynomial approximation.
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Hermitian Matrix Function Synthesis without Block-Encoding
GQSP enables polynomial synthesis of Hermitian matrices without block-encoding, yielding stable degree-independent success probability and closed-form symmetric expansions.