Journal of Derivatives

Papers
(The H4-Index of Journal of Derivatives is 5. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-07-01 to 2024-07-01.)
ArticleCitations
Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models9
Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation7
Pricing and Hedging Options on Assets with Options on Related Assets5
Evaluation of Deep Learning Algorithms for Quadratic Hedging5
Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein–Uhlenbeck Process5
0.032886028289795