ISSN: 1380-6645

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Review of Derivatives Research Q2 Unclaimed

Springer New York United States

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Review of Derivatives Research is a journal indexed in SJR in Finance and Economics, Econometrics and Finance (miscellaneous) with an H index of 30. It has a price of 2190 €. It has an SJR impact factor of 0,351 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,351.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Economics, Econometrics and Finance (miscellaneous) (Q2) Economics, Econometrics and Finance (miscellaneous) (Q2) Finance (Q3)

Price

2190 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,351

SJR Impact factor

30

H Index

9

Total Docs (Last Year)

30

Total Docs (3 years)

484

Total Refs

37

Total Cites (3 years)

30

Citable Docs (3 years)

1.39

Cites/Doc (2 years)

53.78

Ref/Doc

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Aims and Scope

Best articles by citations

A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation

Valuation of vulnerable American options with correlated credit risk

Asset pricing under information with stochastic volatility

Analytical approximations for the critical stock prices of American options: a performance comparison

Leverage, options liabilities, and corporate bond pricing

Pricing swaps and options on quadratic variation under stochastic time change models - discrete observations case

Pricing the risks of default

Pricing the Risks of Default: A Note on Madan and Unal

Adaptive placement method on pricing arithmetic average options

Seasonal and stochastic effects in commodity forward curves

Pricing VIX derivatives with free stochastic volatility model

Static versus dynamic hedges: an empirical comparison for barrier options

SHOW MORE ARTICLES

On the primal-dual algorithm for callable Bermudan options

A remark on static hedging of options written on the last exit time

Determinants of S&P 500 index option returns

Model misspecification analysis for bond options and Markovian hedging strategies

Theory of Storage and the Pricing of Commodity Claims

Fourier transformation and the pricing of average-rate derivatives

On the multiplicity of option prices under CEV with positive elasticity of variance

The valuation of a firm's investment opportunities: a reduced form credit risk perspective

The valuation of forward-start rainbow options

Stock options and managers' incentives to cheat

Manager fee contracts and managerial incentives

The Dynamics of Implied Volatilities: A Common Principal Components Approach