Efficient option pricing with a unary-based photonic computing chip and generative adversarial learning
Efficient option pricing with a unary-based photonic computing chip and generative adversarial learning
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 …