Journal

Name:
Review Of Derivatives Research web
Rankings:
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 15.65 295/501
ABS (2010) 50.0 227/288
Australian RC (2010) 50.0 293/479
CNRS (2008) 40.0 247/336
Ideas discounted recursive impact factor (2012) 0.81 256/396
ISI, JCR SSE, Impact Factor (2010) 5.23 325/388
Source Normalized Impact per Paper (SNIP) (2011) 4.84 392/476
Article Influence Score (2019) 0.18 395/428
Impact Factor (2019) 0.32 433/440
Impact Factor (5 year) (2019) 0.65 399/428
SJR - Scimago (2019) 0.23 477/549
Count (2020) 1.0 126/640
Articles 8:

Conditional Risk-Neutral Density from Option Prices by Local Polynomial Kernel Smoothing with No-Arbitrage Constraints
Ana M. Monteiro, António Santos
vol. 23, 2020, p. 41-61.

Valuing American-Style Options under the CEV Model: An Integral Representation Based Method
Aricson Cruz, José Carlos Dias
vol. 23, 2020, p. 63-83.

A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility
Gonçalo Faria, João Correia da Silva
vol. 17, 2014, p. 125-159.

Unifying Exotic Option Closed Formulas
Carlos Veiga, Uwe Wystup, Manuel L. Esquível
vol. 15, 2012, p. 99-128.

American Options and Callable Bonds under Stochastic Interest Rates and Endogenous Bankruptcy
João Pedro Vidal Nunes
vol. 14, 2011, p. 283-332.

On Improving the Least Squares Monte Carlo Option Valuation Method
Nelson Areal, Artur Rodrigues, Manuel Rocha Armada
vol. 11, 2008, p. 119-151.

An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims
Antonio Camara
vol. 3, 1999, p. 67-83.

Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
João Pedro Vidal Nunes, Les Clewlow, Stewart Hodges
vol. 3, 1999, p. 5-66.

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