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verified SJR 0,351 · Q2 • database Scopus / SJR & Web of Science & DOAJ & Latindex indexed
Review of Derivatives Research
United States · Springer New York
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Review of Derivatives Research

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.

ISSN: 1380-6645
Publisher: Springer New York
Category: Finance
Indexation: verifiedScopus / SJR verifiedWeb of Science verifiedDOAJ verifiedLatindex
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schedule CountryOfPapers database fields
SJR Impact Factor trending_up
0,351 Q2
H-index 30
Acceptance rate pie_chart
37%
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
2.190 € Subscription
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science DOAJ Latindex

SJR Impact

0,351

H-index

30

Docs (year)

9

Docs 3y

30

Total refs

484

Cites 3y

37

Citable 3y

30

Cites/Doc 2y

1.39

Ref/Doc

53.78

Immediate OA

2190 €

Embargoed OA

NPD

Non OA / Submission

0 €

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Best articles by citations

Pricing of non-redundant derivatives in a complete market

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Pricing VIX derivatives with free stochastic volatility model

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Testing the martingale restriction for option implied densities

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The Dynamics of Implied Volatilities: A Common Principal Components Approach

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

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The valuation of forward-start rainbow options

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Theory of Storage and the Pricing of Commodity Claims

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Two-dimensional risk-neutral valuation relationships for the pricing of options

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Valuation of vulnerable American options with correlated credit risk

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Term structure modelling of defaultable bonds

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

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Pricing of swaps with default risk

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SHOW MORE ARTICLES

Pricing the risks of default

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Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis

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Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads - an explanation by means of a quanto option

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Preface

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Option Pricing Bounds and the Elasticity of the Pricing Kernel

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Option market making under inventory risk

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Optimal investment and production decisions and the value of the firm

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On the primal-dual algorithm for callable Bermudan options

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

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On pricing options with stressed-beta in a reduced form model

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Model misspecification analysis for bond options and Markovian hedging strategies

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Market making and risk management in options markets

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