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It appears that a springer book has been released on the topic : https://link.springer.com/book/10.1007/978-981-32-9796-8. It covers both theory and applications of quantum computing to finance. Without having read all of it, it seems to be a serious (but expensive) source on the matter.


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You should replace the differential of the correlated process dBt with its value in the volatility equation, then replace dW~t in the same equation with: dW~t=dWt+ 2*theta*square_root(Vt)*dt you will get an formula with Vt,W1t and W2t. You can then simulate the volatility.


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