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 2020-11-01 to 2024-11-01.)
ArticleCitations
Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation9
American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion6
Evaluation of Deep Learning Algorithms for Quadratic Hedging6
Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein–Uhlenbeck Process6
Pricing and Hedging Options on Assets with Options on Related Assets5
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