Journal of Derivatives

Papers
(The H4-Index of Journal of Derivatives is 4. 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 2021-02-01 to 2025-02-01.)
ArticleCitations
Biased Implied Volatilities and Dividend-Paying Stocks6
Robust and Nearly Exact Option Pricing with Bilateral Gamma Processes6
On the Term Structure of VIX Futures’ Implied Convexity6
General Restrictions on Prices of Financial Derivatives Written on Underlying Diffusions5
Carr Memorial: Maximum Drawdown Derivatives to a Hitting Time4
Semi-Analytical Pricing of Barrier Options in the Time-Dependent λ-SABR Model: Uncorrelated Case4
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