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 2021-10-01 to 2025-10-01.)
ArticleCitations
On the Term Structure of VIX Futures’ Implied Convexity8
The Forecasting Power of Short-Term Options7
Pricing Total Return Swaps6
Robust Consumption and Portfolio Choice under the 4/2 Stochastic Volatility Model5
Evaluation of Deep Learning Algorithms for Quadratic Hedging4
Implied Willow Tree4
Compound Option Pricing and the Roll-Geske-Whaley Formula under the Conjugate-Power Dagum Distribution4
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