Simulating the non-Hermitian dynamics of financial option pricing with quantum computers

Abstract The Schrödinger equation describes how quantum states evolve according to the Hamiltonian of the system. For physical systems, we have it that the Hamiltonian must be a Hermitian operator to ensure unitary dynamics. For anti-Hermitian Hamiltonians, the Schrödinger equation instead models th...

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Bibliographic Details
Main Authors: Swagat Kumar, Colin Michael Wilmott
Format: Article
Language:English
Published: Nature Portfolio 2025-04-01
Series:Scientific Reports
Online Access:https://doi.org/10.1038/s41598-025-97245-3
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