In the modern financial industry system, the structure of products has become
more and more complex, and the bottleneck constraint of classical computing
power has already restricted the development of the financial industry. Here,
we present a photonic chip that implements the unary approach to European
option pricing, in combination with the quantum amplitude estimation algorithm,
to achieve a quadratic speedup compared to classical Monte Carlo methods. The
circuit consists of three modules: a module loading the distribution of asset
prices, a module computing the expected payoff, and a module performing the
quantum amplitude estimation algorithm to introduce speed-ups. In the
distribution module, a generative adversarial network is embedded for efficient
learning and loading of asset distributions, which precisely capture the market
trends. This work is a step forward in the development of specialized photonic
processors for applications in finance, with the potential to improve the
efficiency and quality of financial services.

本论文提出了一种光子芯片，利用一元法计算欧式期权定价，并结合量子振幅估计算法，与经典蒙特卡罗方法相比具有二次加速度。该芯片由三个模块组成：加载资产价格分布、计算预期收益和执行量子振幅估计算法。在资产价格分布模块中，嵌入了生成对抗网络以高效学习和加载资产分布，准确捕捉市场趋势。该研究是金融应用专用光子处理器发展的一步，有潜力提高金融服务的效率和质量。