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Quantum complexity of integration
 J. COMPLEXITY
, 2001
"... It is known that quantum computers yield a speedup for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical Hölder classes F k,α d on [0, 1] d and define γ by γ = (k + ..."
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Cited by 37 (4 self)
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It is known that quantum computers yield a speedup for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical Hölder classes F k,α d on [0, 1] d and define γ by γ = (k + α)/d. The known optimal orders for the complexity of deterministic and (general) randomized methods are and comp(F k,α
OnLine SamplingBased Control For Network Queueing Problems
, 2001
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Cited by 9 (5 self)
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Contents
, 2000
"... In this paper, we consider 2D option pricing. Most of the problems come from the fact that only few closedform formulas are available. Numerical algorithms are also necessary to compute option prices. This paper examines some topics on this subject. ..."
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In this paper, we consider 2D option pricing. Most of the problems come from the fact that only few closedform formulas are available. Numerical algorithms are also necessary to compute option prices. This paper examines some topics on this subject.