Review of Derivatives Research

Review of Derivatives Research

ISSNs: 1380-6645

Additional searchable ISSN (Electronic): 1573-7144

Springer New York LLC, United States

Scopus rating (2021): CiteScore 1

Journal

Journal Metrics

Research Output

  1. 2009
  2. The smirk in the S&P500 futures options prices: A linearized factor analysis

    Carverhill, A., Cheuk, T. H. F. & Dyrting, S., Jul 2009, In: Review of Derivatives Research. 12, 2, p. 109-139

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 5
    Check@CityULib
  3. 1999
  4. Published

    Options on the minimum or the maximum of two average prices

    Wu, X. & Zhang, J. E., 1999, In: Review of Derivatives Research. 3, 2, p. 183-204

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 10
    Check@CityULib