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Review of Derivatives Research

IF0.9
论文数17
被引数5
期刊论文 17
发表时间
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The role of China's edible oil and oil-seed futures in world related futures market: a look at the impact of extreme shocks中国食用植物油和油籽期货在世界相关期货市场中的作用：极端冲击影响分析
deleteReview of Derivatives Research
IF0.9
delete2026-05-19
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PREAI
deleteZhang, Xiaoyi; Sarmidi, Tamat; Chai, Yongxu; Azam, Abdul Hafiz Mohd; Razak, Muhammad Faliq Abd
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Commodity financialization and electronification: evidence from high-frequency data商品金融化与电子化：高频数据证据
deleteReview of Derivatives Research
IF0.9
delete2026-05-19
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deleteLauter, Tobias; Prokopczuk, Marcel; Truck, Stefan
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Stablecoins under global stress tests: evidence across four reserve designs全球压力测试下的稳定币：四种储备设计的证据
deleteReview of Derivatives Research
IF0.9
delete2026-05-16
delete1
PREAI
deleteKaramti, Chiraz; Bouabid, Wafa
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Option pricing under regime-switching jump-diffusion dynamics with transaction costs: a neural SDE approach在具有交易成本的 regime-switching 跳扩散动态下的期权定价：一种神经 SDE 方法
deleteReview of Derivatives Research
IF0.9
delete2026-05-01
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PREAI
deleteShakeel, Mohd Raagib; Yadav, Satyam; Ahmad, Musheer
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American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions通过积分方程和特征函数对时变跳跃-扩散模型中的美式期权进行定价
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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PREAI
deleteItkin, Andrey
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Derivatives use and credit risk in global banking industry: Does bank specialization matter?衍生品使用与银行信用风险：银行专业化程度是否重要？
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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PREAI
deleteChen, Sheng-Hung; Phan, Kieu-Thi; Nguyen, Thi Phuong Chi; Pham, Ca-Van
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How do option contract sizes affect investor composition and market quality?期权合约规模如何影响投资者构成和市场质量？
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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deleteLee, Jaeram; Ryu, Doojin; Webb, Robert
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Financial derivatives usage and stock price crash risk: evidence from the Chinese emerging market金融衍生品使用与股价崩盘风险：来自中国新兴市场的证据
deleteReview of Derivatives Research
IF0.9
delete2026-04-27
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PREAI
deleteZhang, Miaomiao; Su, Kun; Liu, Chengyun; Fu, Senliulu
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Predicting option prices from their price history via machine learning利用机器学习根据期权价格历史预测期权价格
deleteReview of Derivatives Research
IF0.9
delete2026-04-11
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PREAI
deleteFritzsch, Simon; Irresberger, Felix; Weiss, Gregor
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Inside the mind of retail short sellers零售做空者的内心世界
deleteReview of Derivatives Research
IF0.9
delete2026-02-23
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deleteKlocke, Nina; Pelster, Matthias
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An integrated optimisation model for pricing and hedging oil derivatives油衍生品定价与对冲的集成优化模型
deleteReview of Derivatives Research
IF0.9
delete2026-02-17
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deletePennanen, Teemu; Sbaraini Bonatto, Luciane
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The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness系统性足迹：通过网络关联重新审视长/短组合和60/40组合的风险缓释
deleteReview of Derivatives Research
IF0.9
delete2026-01-07
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PREAI
deletePapathanasiou, Spyros; Magoutas, Anastasios; Koutsokostas, Drosos
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Beyond pure hype: news sentiment and its role in the BTC and ETH futures market超越纯粹炒作：新闻情感及其在BTC和ETH期货市场中的作用
deleteReview of Derivatives Research
IF0.9
delete2026-01-03
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deleteKreuzer, Christian; Sparrer, Christian; Dorfleitner, Gregor
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Option-pricing formulas with skewness and kurtosis包含偏度和峰度的期权定价公式
deleteREVIEW OF DERIVATIVES RESEARCH
IF0.9
delete2025-11-19
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PREAI
deleteAschakulporn, Pakorn; Zhang, Jin E.
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Pricing of geometric Asian power barrier options
deleteREVIEW OF DERIVATIVES RESEARCH
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delete2025-11-03
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deleteYoon, Hyungkuk; Kim, Bara; Kim, Jeongsim; Kim, Jerim
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Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India多重指数期货合约到期对波动率、交易量和关联性的影响：印度两个股票指数的故事
deleteREVIEW OF DERIVATIVES RESEARCH
IF0.9
delete2025-10-14
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deleteChhimwal, Bhaskar; Pandey, Vikas; Pandey, Piyush
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Digital assets, bubbles, and derivative prices数字资产、泡沫和衍生品价格
deleteREVIEW OF DERIVATIVES RESEARCH
IF0.9
delete2025-10-03
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PREAI
deleteJarrow, Robert A.
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