Full grid solution for multi-asset options pricing with tensor networks

By Lucas Arenstein, Michael Kastoryano

Published 2026-02-24

Everscope rating

1804.2

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Quantized Tensor Train (QTT) PDE Solvers. Problem types: PDE Solving (Parabolic), Numerical Computation, Optimization (Rank Minimization), Options Pricing, Risk Management (Greeks Computation).

arXiv:2601.00009 · Paper rankings

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