The European Physical Journal B

Special issue on Econophysics p. 175

Mechanistic approach to generalized technical analysis of share prices and stock market indices p. 177

Eigen analysis of the stability and degree of information content in correlation matrices constructed from property time series data p. 189

Second-order moving average and scaling of stochastic time series p. 197

Hammerstein system represention of financial volatility processes p. 201

Herd formation and information transmission in a population: non-universal behaviour p. 213

A data-centric approach to understanding the pricing of financial options p. 219

Valuation and dynamic replication of contingent claims in the framework of the beliefs-preferences gauge symmetry p. 229

Are EUR and GBP different words for the same currency? p. 239

Efficient option pricing with path integral p. 249

Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf p. 257

Portfolio optimization with short-selling and spin-glass p. 263

Waiting time distributions in financial markets p. 273

Noisy covariance matrices and portfolio optimization p. 277