SSCIQ4
Journal of Derivatives
PAGEANT MEDIA LTD
Journal of Derivatives is an academic journal published by PAGEANT MEDIA LTD. Identifiers: ISSN 1074-1240, eISSN 2168-8524. Indexed in SSCI. Metrics: JIF 0.5. Subject areas: BUSINESS, BUSINESS, FINANCE, FINANCE. tlooto lists 57 papers from this journal.
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Journal profile
- ISSN
- 1074-1240
- eISSN
- 2168-8524
- Abbreviation
- J DERIV
- Publisher
- PAGEANT MEDIA LTD
- Country
- -
Web of Science categories
SSCIBUSINESS, FINANCE
Scopus ASJC categories
No ASJC category data available.
Keywords
Business, Finance
Papers in this journal
Recent papers
- Exotic Callable Structured Products Valuation via Randomized Neural Networks
2026
- Pricing Vulnerable Basket-Spread Options in Multivariate Variance Gamma Models
2026
- Systematic Risk and the Discount for Lack of Marketability
2026
- Contract-Level Binary Prediction of Implied Volatility Surfaces Using Transformers
2026
- Editor’s Letter
2026
Most cited papers
- Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
2007 · 194 citations
- The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing
2011 · 87 citations
- Stock Market Volatility Around Expiration Days
1996 · 37 citations
- Pricing American Options in the Heston Model: A Close Look on Incorporating Correlation
2013 · 15 citations
- Counterparty Credit Risk and American Options
2013 · 12 citations