  The Accardi-Boukas quantum Black-Scholes equation can be used as an
alternative to the classical approach to finance, and has been found to have a
number of useful benefits. The quantum Kolmogorov backward equations, and
associated quantum Fokker-Planck equations, that arise from this general
framework, are derived using the Hudson-Parthasarathy quantum stochastic
calculus. In this paper we show how these equations can be derived using a
nonlocal approach to quantum mechanics. We show how nonlocal diffusions, and
quantum stochastic processes can be linked, and discuss how moment matching can
be used for deriving solutions.
