This paper puts forward a new method of option pricing by using the quantum mechanics theories. Firstly, we assume that the wave function of stock prices satisfies a Schrodinger equation which has a parameter. Secondly, we give the quantum option pricing at the suppose of the risk neutral theory and by using the knowledge of complex variables functions. Furthermore, we get the conclusion that quantum option pricing is better than the traditional B-S method in the real financial market by using empirical analysis with the data in Shanghai stock market. |