Integrated photonic computing chip for unary-based option pricing

URI
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Type
Conference Paper
Citation
Zhang, H., Ramos-Calderer, S., Zhan, Y., Cai, H., Lo, G.-Q., Kwek, L. C., Latorre, J. I., & Liu, A. Q.. (2024). Integrated photonic computing chip for unary-based option pricing, In Optical Fiber Communication Conference (OFC) 2024, Technical Digest Series, Paper W1F.3. Optica Publishing Group. https://opg.optica.org/abstract.cfm?URI=OFC-2024-W1F.3
Author
Zhang, Hui
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Ramos-Calderer, Sergi
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Zhan, Yuancheng
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Cai, Hong
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Lo, Guo-Qiang
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Kwek, Leong Chuan 
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Latorre, José Ignacio
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Liu, Ai Qun
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.
Date Issued
2024
Publisher
Optica Publishing Group