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

Universal Laws and Economic Phenomena

Universal patterns of inequality

Universal price impact functions of individual trades in an order-driven market

Universality in DAX index returns fluctuations

Universality in the stock exchange

Upper and lower bounds on dynamic risk indifference prices in incomplete markets

Using Decision Tree Learner to Classify Solvency Position for Thai Non-life Insurance Companies

Using Financial Ratios to Identify Romanian Distressed Companies

Using MOEAs To Outperform Stock Benchmarks In The Presence of Typical Investment Constraints

Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models

Using self-similarity and renormalization group to analyze time series

Utilisation des méthodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalité dans le cas de petits échantillons

Utility based pricing and hedging of jump diffusion processes with a view to applications

Utility Based Pricing in the Large Claim, Nearly Complete Limit

Utility Function and Optimum Consumption in the models with Habit Formation and Catching up with the Joneses