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Conferences > OFC > 2024 > W1F > W1F.3

Integrated Photonic Computing Chip For Unary-Based Option Pricing

Hui Zhang, Sergi Ramos-Calderer, Yuancheng Zhan, Hong Cai, Guo-Qiang Lo, Leong Chuan Kwek, José Ignacio Latorre, and Ai Qun Liu

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Abstract

A specialized photonic chip is demonstrated for unary European option pricing and quantum amplitude estimation is adopted to overcome classical computing bottlenecks. The chip achieves precise asset distribution modeling and prediction, significantly enhancing financial industry efficiency and services.

© 2024 The Author(s)

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