Publications

A. Papageorgiou and J.F. Traub, Beating Monte Carlo, Risk, June, 1996, 63-65. Also appeared in Monte Carlo Methodologies and Applications for Pricing and Risk Management, Bruno Dupire ed., Risk Books, 1998, 327-330. A version of this paper was presented on April 15, 1996 at Mathematical Problems in Finance organized by the Institute for Advanced Study, Princeton, New Jersey, and is available online.

A. Papageorgiou and J.F. Traub, Faster Evaluation of Multidimensional Integrals, Computers in Physics, Nov/Dec, 1997, 574-578, [.ps].

A. Papageorgiou and S. Paskov, Deterministic Simulation for Risk Management, Journal of Portfolio Management, 25th anniversary issue, May, 1999, 122-127, [.ps] [.pdf].

A. Papageorgiou, Fast Convergence of Quasi-Monte Carlo for a Class of Isotropic Integrals, Mathematics of Computation, 70, 2001, 297-306, [.ps].

A. Papageorgiou, The Brownian Bridge does not Offer a Consistent Advantage in Quasi-Monte Carlo Integration, Journal of Complexity, 18:1, 2002, 171-186.

A. Papageorgiou, Sufficient Conditions for Fast Quasi-Monte Carlo Convergence, Journal of Complexity, 19:3, 2003, 332-351.

P. Jaksch and A. Papageorgiou, Eigenvector Approximation Leading to Exponential Speedup of Quantum Eigenvalue Calculation, Phys. Rev. Lett., 91, 257902, 2003. LANL quant-ph/0308016.

A. Papageorgiou, Average case quantum lower bounds for computing the boolean mean, J. Complexity, 20:5, 2004, 713-731. LANL quant-ph/0311/007.

A. Papageorgiou and H. Wozniakowski, Classical and Quantum Complexity of the Sturm-Liouville Eigenvalue Problem, Quantum Information Processing, 4:2, 2005, 87-127. LANL quant-ph/0502054.

S. Tezuka and A. Papageorgiou, Exact Cubature for a Class of Functions of Maximum Effective Dimension, J. Complexity, 22:5, 2006, 652-659.

A. Papageorgiou and H. Wozniakowski, The Sturm-Liouville Eigenvalue Problem and NP-Complete Problems in the Quantum Setting with Queries, Quantum Information Processing, 6:2, 2007, 101-120. LANL quant-ph/0504194.

A. Papageorgiou, On the complexity of the multivariate Sturm-Liouville eigenvalue problem, J. Complexity, 23:4-6, 2007, 802-827.

A. Papageorgiou and I. Petras, On the tractability of linear tensor product problems in the worst case, J. Complexity, 25, 2009, 415-419.

A. Papageorgiou and J. F. Traub, Qubit Complexity of Continuous Problems, .JFPTA, Part I, Vol. VII, 2009, 295-304. 

A. Papageorgiou and J. F. Traub, Quantum Algorithms and Complexity for Continuous Problems, in Encyclopedia of Complexity and Systems Science, Springer, New York, 2009.

A. Papageorgiou and H. Wozniakowski, Tractability through increasing smothness, J. Complexity, .26, 2010, 409-421.

A. Papageorgiou and I. Petras, Tractability of tensor product problems in the average case setting, J. Complexity, 27, 2011, 273-280.

A. Papageorgiou and C. Zhang, On the efficiency of quantum algorithms for Hamiltonian simulation, Quantum Information Processing, 11(2), 2012, 541-561.

A. Papageorgiou and J. F. Traub, Quantum algorithms for continuous problems and their applictions, Adv. in Chem. Phys., Quantum Information and Computation for Chemistry, S. Kais, A. R. Dinner and S. A. Rice Eds., 154, 2013 (to appear).

M. A. Lifshits, A. Papageorgiou and H. Wozniakowski, Average Case Tractability of Non-homogeneous Tensor Product Problems, J. Complexity, 28(5-6), 2012, 539-561.

M. A. Lifshits, A. Papageorgiou and H. Wozniakowski,Tractability of multi-parameter Euler and Wiener integrated processes, Probability and Mathematical Statistics, 32, 2012, 132-165.

A. Papageorgiou, I. Petras, J. F. Traub and C. Zhang, A fast algorithm for approximating the ground state energy on a quantum computer, to appear in Mathematics of Computation, August, 2013.

Y. Cao, A. Papageorgiou, I. Petras, J. F. Traub and S. Kais, Quantum algorithm and circuit design solving the Poisson equation, New J. Phys., 15, 2013, 013021,

 
Other papers on FinDer:

S. Paskov, New Methodologies for Valuing Derivatives, in "Mathematics of Derivative Securities" edited by S. Pliska and M. Dempster, Isaac Newton Institute, Cambridge, Cambridge University Press, UK, 1997, 545-582.

 S. Paskov and J. Traub, Faster Valuation of Financial Derivatives, The Journal of Portfolio Management, Vol. 22, No. 1, Fall, 1995, 113-120.