A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.
Econometrica: Journal of the econometric society 57(2), 357–384 (1989)
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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.