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Articles: Econophysics Articles Published in Physica A [URL]

posted by editor's pictureeditor, 01 May 2000

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Resources: Lectures on Stochastic Calculus and Finance [URL]

posted by editor's pictureeditor, 01 April 2000

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Web site: www.ComDig.de [URL]

posted by editor's pictureeditor, 01 March 2000

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Pages

Towards a transdisciplinary econophysics

Franck Jovanovic and Christophe Schinckus

posted by gocadog's picturegocadog, 21 January 2012

pdf (478 views, 847 download, 0 comments)

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Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 18 January 2012

pdf other (513 views, 435 download, 0 comments)

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Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM

G. Cadogan

posted by gocadog's picturegocadog, 08 January 2012

other (586 views, 231 download, 1 comments)

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Trading Rules Over Fundamentals: A Stock Price Formula for High Frequency Trading, Bubbles and Crashes

G. Cadogan

posted by gocadog's picturegocadog, 03 January 2012

other (483 views, 217 download, 0 comments)

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The Source of Uncertainty in Probabilistic Preferences Over Gambles

Godfrey Cadogan

posted by gocadog's picturegocadog, 15 December 2011

other (461 views, 187 download, 0 comments)

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The Numerical Generalized Least-Squares Estimator of an Unknown Constant Mean of Random Field

Tomasz Suslo

posted by tomaszsuslo's picturetomaszsuslo, 18 November 2011

pdf ps other (463 views, 576 download, 0 comments)

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The dynamics of stock exchange based on the formalism of weak continuous quantum measurement

S. Melnyk and I. Tuluzov

posted by Melnyk's pictureMelnyk, 31 October 2011

pdf (678 views, 252 download, 0 comments)

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Quantum Analog of the Black- Scholes Formula(market of financial derivatives as a continuous weak measurement)

S. I. Melnyk, and I. G. Tuluzov

posted by Melnyk's pictureMelnyk, 31 October 2011

pdf (886 views, 279 download, 0 comments)

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Physical Methodology for Economic Systems Modeling

I. G. Tuluzov, and S. I. Melnyk

posted by Melnyk's pictureMelnyk, 31 October 2011

pdf (704 views, 250 download, 0 comments)

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Pages

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