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.
Metrics
Scimago and CountryOfPapers database fields
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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Researcher reviews
Best articles by citations
Pricing of non-redundant derivatives in a complete market
View morePricing VIX derivatives with free stochastic volatility model
View moreTesting the martingale restriction for option implied densities
View moreThe Dynamics of Implied Volatilities: A Common Principal Components Approach
View moreThe valuation of a firm's investment opportunities: a reduced form credit risk perspective
View moreThe valuation of forward-start rainbow options
View moreTheory of Storage and the Pricing of Commodity Claims
View moreTwo-dimensional risk-neutral valuation relationships for the pricing of options
View moreValuation of vulnerable American options with correlated credit risk
View moreTerm structure modelling of defaultable bonds
View morePricing swaps and options on quadratic variation under stochastic time change models - discrete observations case
View morePricing of swaps with default risk
View morePricing the risks of default
View morePricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis
View morePricing anomaly at the first sight: same borrower in different currencies faces different credit spreads - an explanation by means of a quanto option
View morePreface
View moreOption Pricing Bounds and the Elasticity of the Pricing Kernel
View moreOption market making under inventory risk
View moreOptimal investment and production decisions and the value of the firm
View moreOn the primal-dual algorithm for callable Bermudan options
View moreOn the multiplicity of option prices under CEV with positive elasticity of variance
View moreOn pricing options with stressed-beta in a reduced form model
View moreModel misspecification analysis for bond options and Markovian hedging strategies
View moreMarket making and risk management in options markets
View more