Figure 1From: Quantum pricing with a smile: implementation of local volatility model on quantum computerThe quantum circuit for asset price evolution of the LV model in the PRN-type method. Ancillary qubits are abbreviated for simple display. The subroutine \(U_{j}\) simulates the time evolution at the j-th time step, and the details of \(U_{j}\) is described in Fig. 2. The implementation of \(J_{W}\) and \(P_{W}\) is shown in Fig. 5Back to article page