Econophysics applies the techniques of physics and nonlinear dynamics to complex economic problems. This essay invokes econophysics in order to introduce a theoretical model that aspires to encompass all essential features of real financial markets. It summarizes the central argument of my book,...

Classical quantitative finance models such as the Geometric Brownian Motion or its later extensions such as local or stochastic volatility models do not make sense when seen from a physics-based perspective, as they are all equivalent to a negative mass oscillator with a noise. This paper...

This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...