Review of Derivatives Research

Papers
(The H4-Index of Review of Derivatives Research 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 2020-10-01 to 2024-10-01.)
ArticleCitations
Hedging cryptocurrency options8
Pricing vulnerable options with jump risk and liquidity risk8
Optimal exercise of American put options near maturity: A new economic perspective5
Pricing vulnerable basket spread options with liquidity risk4
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