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Vedere anche i lavori dentro le directories che si trovano dentro articoli.

J.-P. Bouchaud et al, "Anomalous diffusion in disordere mediaL statistical 
mechanisms, models, and physical applications", Phys Rep 195, 127 (1990)
G. Zaslavsky et al, "Levy flights and related topics in Physics", 
   Lecture Notes in Physics 450, Springer (1995)
B. B. Mandelbrot et al, "Fractional brownian motion, fractal noise and 
applications", SIAM Review 10, 422 (1995) 
S. Ghashghaie et al, "Turbulent cascade in foreign exchange markets", 
Nature 381, 767 (1996)
A. Arneodo et al, "Causal cascade in the stock market from the 
`infrared` to the `ultraviolet`", Eur J of Phys B2, 277 (1998)
K. Dahmen et al, "Histeresis, avalanches, ans disorder induced critical
scaling", Phys Rev B 53, 14872 (1996)
H. Takayasu et al, "Statistical properties of deterministic threshold 
elements: the case of market prices", Physica A184, 127 (1992)
M. Levy et al, "Microscopic simulation of the stock market", 
J Phys I5, 1087 (1995)
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evolutionary game", Physica A246, 407 (1997)
P. Bak et al, "Price variations in a stock market with many agents", 
Physica A246, 430 (1997)
J.-P. Bouchaud et al, "A Langevin approach to stock market fluctuations
and crashes", Eur J of Phys B6, 543 (1998)
T. Lux et al, "Scaling and criticality in a stochastic multiagent model",
Nature 397, 498 (1999)
J.-P. Bouchaud et al, "The Black-Sholes option pricing problem in 
mathematical finance: generalization and extensions for a large class of
stochastic processes", J Phys I4, 863 (1994)
M. Potters et al, "Financial markets as adaptive systems", Europhys Lett 41, 239 (1998)
R. N. Mantegna, (collezione di lavori) Physica A 269, 1 (1999)
R. N. Mantegna et al, "Stochastic process with ultraslow convergence to a gaussian: the truncated levy flight", Phys. Rev. Lett. 73, 2946 (1994)
R. N. Mantegna et al, "Scaling behaviour in the Dynamics of an economic index", Nature 376, 46 (1995)
R. N. Mantegna et al, "Econophysics: scaling and its breakdown", 
J Stat Phys 89, 469 (1997)
Y. Liu et al, "The statistical properties of the volatility of price 
fluctuations", Phys Rev E 60, 1390 (1999)
D. Sornette, "Discrete scale invariance and complex dimensions", Phys Rep 297, 239 (1998)
D. Sornette et al, "Large financial crashes", Physica A 245, 411 (1997)
D. Sornette et al, "Stock Market crashes, precursors and replica",
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J. A. Feigenbaum et al, "Discrete scale invariance in stock markets before 
crashes", Int J Mod Phys B 10, 3737 (1996)
J. A. Feigenbaum et al, "Discrete scale invariance and the Second Black 
Monday", Mod Phys Lett B 12, 57 (1998)
P. Gopikrishnan et al, "Scaling of the distribution of fluctuations of
financial market indices", Phys Rev E 60, 5305 (1999)
G. Caldarelli et al, "A prototype model of stock exchange", Europhys Lett 40,
479 (1997)

Recenti lavori di:
RN Mantegna
JP Bouchaud
D Sornette