Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Two stock options at the races: Black-Scholes forecasts
Two-factor capital structure models for equity and credit
Two-sided estimates for stock price distribution densities in jump-diffusion models
U.S. Core Inflation: A Wavelet Analysis
Uncertainties in estimates of the risks of late effects from space radiation
Uncertainty in the Fluctuations of the Price of Stocks
Uncovering Long Memory in High Frequency UK Futures
Uncovering the Internal Structure of the Indian Financial Market: Cross-correlation behavior in the NSE
Uncovering Volatility Dynamics in Daily REIT Returns
Understanding agent-based models of financial markets: a bottom-up approach based on order parameters and phase diagrams
Understanding the source of multifractality in financial markets
Understanding the volatility smile of options markets through microsimulation
Unemployment and inflation in Western Europe: solution by the boundary element method
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices
Universal Behavior of Extreme Price Movements in Stock Markets
Universal Correlations and Power-Law Tails in Financial Covariance Matrices
Universal Fluctuations of AEX index
Universal Fluctuations of the FTSE100