Imperial College London

ProfessorJackJacquier

Faculty of Natural SciencesDepartment of Mathematics

Professor of Mathematics
 
 
 
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Contact

 

+44 (0)20 7594 8569a.jacquier Website

 
 
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Location

 

804Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Fontanela:2021:10.1137/21M1397878,
author = {Fontanela, F and Jacquier, A and Oumgari, M},
doi = {10.1137/21M1397878},
journal = {SIAM JOURNAL ON FINANCIAL MATHEMATICS},
pages = {SC98--SC114},
title = {Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance},
url = {http://dx.doi.org/10.1137/21M1397878},
volume = {12},
year = {2021}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Fontanela,F
AU - Jacquier,A
AU - Oumgari,M
DO - 10.1137/21M1397878
EP - 114
PY - 2021///
SN - 1945-497X
SP - 98
TI - Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance
T2 - SIAM JOURNAL ON FINANCIAL MATHEMATICS
UR - http://dx.doi.org/10.1137/21M1397878
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000736041000002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL - 12
ER -