Connecting Quantum Computing with Classical Stochastic Simulation
Quantum Physics
2025-09-24 v1 Numerical Analysis
Numerical Analysis
Computational Finance
Computation
Abstract
This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then move slowly to amplitude estimation problems and applications to counting and Monte Carlo integration, again using Grover-type iterations. A hands-on Python/Qiskit implementation illustrates these concepts applied to finance. The paper concludes with a discussion on current challenges in scaling quantum simulation techniques.
Cite
@article{arxiv.2509.18614,
title = {Connecting Quantum Computing with Classical Stochastic Simulation},
author = {Jose Blanchet and Mark S. Squillante and Mario Szegedy and Guanyang Wang},
journal= {arXiv preprint arXiv:2509.18614},
year = {2025}
}
Comments
15 pages, tutorial paper prepared for the 2025 Winter Simulation Conference