Journal of Derivatives

(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 2020-02-01 to 2024-02-01.)
QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds22
Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models8
Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation6
Quantum Option Pricing and Quantum Finance5
Pricing and Hedging Options on Assets with Options on Related Assets5