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A guided walk down Wall Street: an introduction to econophysics
16 references·2 citing·34 second hop
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References

  • 1987Stochastic Differential Equations: An Introduction with Applications.3,963 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1999Introduction to Econophysics1,831 cited
  • 1998Arbitrage Theory in Continuous Time1,267 cited
  • 1995The Mathematics of Financial Derivatives1,037 cited
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  • 1968The Random Character of Stock Market Prices926 cited
  • 2003Lévy processes in finance pricing financial derivatives807 cited
  • 1966Long-Term Storage: An Experimental Study.766 cited
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  • 2000Theory of financial risks : from statistical physics to risk management420 cited
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  • 1984Stochastic Methods in Economics and Finance.313 cited
  • 1983Stochastic Methods in Economics and Finance.262 cited

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Cited by

  • 2014Cumulative Advantage: Conductors and Insulators of Heavy‐Tailed Productivity Distributions and Productivity Stars91 cited
  • 2013The Emergence of Econophysics: A New Approach in Modern Financial Theory66 cited