News

Risk11y
A Monte Carlo pricing algorithm for autocallables that allows for stable differentiation - Journal of Computational Finance - Risk.net
Standard Monte Carlo algorithms work well for pricing these options but they do not behave stably with respect to numerical differentiation. Hence, to calculate sensitivities, we would typically ...
Electronics Weekly4y
Algorithm accelerates Monte Carlo integration - Electronics Weekly
Algorithm accelerates Monte Carlo integration Cambridge Quantum Computing (CQC) has developed an algorithm that accelerates Monte Carlo integration. Monte Carlo integration – the process of ...
Science Daily1y
Breakthrough in Monte Carlo computer simulations - ScienceDaily
Fast, Hierarchical, and Adaptive Algorithm for Metropolis Monte Carlo Simulations of Long-Range Interacting Systems. Physical Review X , 2023; 13 (3) DOI: 10.1103/PhysRevX.13.031006 Cite This Page : ...
Business Insider4y
Cambridge Quantum Develops Algorithm to Accelerate Monte Carlo Integration on Quantum Computers - Markets Insider
The scientific and technical breakthrough provides a provable roadmap to quantum advantage CAMBRIDGE, United Kingdom, May 27, 2021 /PRNewswire/ -- ...