A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.
Journal of financial economics3(1-2), 125–144 (1976)
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Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.