A discrete-time quantum walk model is proposed to generate and characterize asymmetric and bimodal probability distributions for long-term financial asset returns.
Physical Review A77(3), 032326 (2008)
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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.