Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
7
Impact Factor (IF)
0.14
5 Years IF
0.14
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2015 0 0.55 0.03 0 31 31 43 1 0 0 0 0 0.23
2016 0.1 0.53 0.05 0.1 31 62 40 3 4 31 3 31 3 1 33.3 0 0.21
2017 0.15 0.55 0.11 0.15 36 98 54 11 15 62 9 62 9 4 36.4 2 0.06 0.21
2018 0.36 0.57 0.37 0.41 41 139 38 52 67 67 24 98 40 9 17.3 5 0.12 0.24
2019 0.34 0.6 0.3 0.29 34 173 18 52 119 77 26 139 40 5 9.6 4 0.12 0.24
2020 0.13 0.73 0.14 0.15 53 226 10 32 151 75 10 173 26 8 25 1 0.02 0.34
2021 0.14 1.02 0.15 0.14 36 262 5 38 189 87 12 195 28 0 1 0.03 0.39
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12016Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500274.

Full description at Econpapers || Download paper

14
22018Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275.

Full description at Econpapers || Download paper

10
32015An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206.

Full description at Econpapers || Download paper

10
42017Do market competition and development indicators matter for banks’ risk, capital, and efficiency relationship?. (2017). Zheng, Changjun ; Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x.

Full description at Econpapers || Download paper

9
52017Performance of banking industry in Bangladesh: Insights of CAMEL rating. (2017). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500062.

Full description at Econpapers || Download paper

8
62015Static models of central counterparty risk. (2015). Ghamami, Samim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500115.

Full description at Econpapers || Download paper

8
72017Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372.

Full description at Econpapers || Download paper

8
82015Local risk-minimization for Lévy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152.

Full description at Econpapers || Download paper

7
92019A stochastic control approach to managed futures portfolios. (2019). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051.

Full description at Econpapers || Download paper

7
102015Program trading and its risk analysis based on agent-based computational finance. (2015). Xiong, Xiong ; Zhang, Yongjie ; Yuan, Hailiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500140.

Full description at Econpapers || Download paper

5
112016Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Yilmaz, Adil ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x.

Full description at Econpapers || Download paper

5
122020An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127.

Full description at Econpapers || Download paper

4
132016Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs. (2016). Shokrollahi, Foad ; Magdziarz, Marcin ; Kiliman, Adem. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s2424786316500031.

Full description at Econpapers || Download paper

4
142017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

Full description at Econpapers || Download paper

4
152016Pricing corporate bonds with interest rates following double square-root process. (2016). Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158.

Full description at Econpapers || Download paper

3
162017Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Oral, Emrah ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074.

Full description at Econpapers || Download paper

3
172017Approximate pricing of European and Barrier claims in a local-stochastic volatility setting. (2017). Barger, Weston ; Lorig, Matthew. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500189.

Full description at Econpapers || Download paper

3
182018Financial management and forecasting using business intelligence and big data analytic tools. (2018). Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500111.

Full description at Econpapers || Download paper

3
192017Banks’ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256.

Full description at Econpapers || Download paper

3
202017Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Campolongo, Francesca ; Schoutens, Wim ; de Spiegeleer, Jan ; di Girolamo, Francesca Erica. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013.

Full description at Econpapers || Download paper

3
212017Pólya-based approximation for the ATM-forward implied volatility. (2017). Mati, Ivan ; Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500323.

Full description at Econpapers || Download paper

3
222018Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020.

Full description at Econpapers || Download paper

3
232018Factors affecting investment decision-making in Pakistan stock exchange. (2018). Ramzan, M ; Saeed, Tahir ; Mumtaz, Adeel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500330.

Full description at Econpapers || Download paper

3
242017Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change. (2017). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500281.

Full description at Econpapers || Download paper

3
252018An analytical solution for the HJB equation arising from the Merton problem. (2018). Zhu, Song-Ping ; Ma, Guiyuan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500081.

Full description at Econpapers || Download paper

3
262017Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Ward, Brian ; Concha, Julio ; Bulthuis, Brian. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207.

Full description at Econpapers || Download paper

3
272015Analytical valuation of autocallable notes. (2015). Guillaume, Tristan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500164.

Full description at Econpapers || Download paper

2
282015Risk-return trade-off, information diffusion, and U.S. stock market predictability. (2015). Xie, Haibin ; Wang, Shouyang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500383.

Full description at Econpapers || Download paper

2
292018A hybrid computational approach for option pricing. (2018). Zhu, Song-Ping ; He, Xin-Jiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500214.

Full description at Econpapers || Download paper

2
302020On the consistency of jump-diffusion dynamics for FX rates under inversion. (2020). Pallavicini, Andrea ; Brigo, Damiano ; Graceffa, Federico. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500462.

Full description at Econpapers || Download paper

2
312021Fintech firms and banks sustainability: Why cybersecurity risk matters?. (2021). Najaf, Rabia ; Mostafiz, Md Imtiaz. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321500195.

Full description at Econpapers || Download paper

2
322015Revisiting variance gamma pricing: An application to S&P500 index options. (2015). Mozumder, Sharif ; Dowd, Kevin ; Sorwar, Ghulam. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s242478631550022x.

Full description at Econpapers || Download paper

2
332016Optimal pairs trading with time-varying volatility. (2016). Li, Thomas Nanfeng ; Tourin, Agnes . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500237.

Full description at Econpapers || Download paper

2
342018Exact solutions for time-fractional Fokker–Planck–Kolmogorov equation of Geometric Brownian motion via Lie point symmetries. (2018). Naderifard, Azadeh ; Hejazi, Reza S ; Dastranj, Elham. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500093.

Full description at Econpapers || Download paper

2
352016A sharp approximation for ATM-forward option prices and implied volatilites. (2016). Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s242478631650002x.

Full description at Econpapers || Download paper

2
362017Pricing for options in a mixed fractional Hull–White interest rate model. (2017). Pan, Jian ; Zhou, Xiangying. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500116.

Full description at Econpapers || Download paper

2
372019Platforms oriented business and data analytics in digital ecosystem. (2019). Triptahi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500361.

Full description at Econpapers || Download paper

2
382019Option pricing in a subdiffusive constant elasticity of variance (CEV) model. (2019). Liu, Allen ; Tong, Kevin Z. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s242478631950018x.

Full description at Econpapers || Download paper

2
392020IoT Platform Business Model for Innovative Management Systems. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309.

Full description at Econpapers || Download paper

2
402016A general framework for the benchmark pricing in a fully collateralized market. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500195.

Full description at Econpapers || Download paper

2
412017Optimal dividends in the dual risk model under a stochastic interest rate. (2017). Cheng, Zailei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500104.

Full description at Econpapers || Download paper

2
422015Dynamic asset allocation for a bank under CRRA and HARA framework. (2015). Perera, Ryle S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500310.

Full description at Econpapers || Download paper

2
432016Efficient and exact simulation of the Gaussian affine interest rate models. (2016). Ostrovski, Vladimir. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s2424786316500092.

Full description at Econpapers || Download paper

2
442017Pricing derivatives with fractional volatility. (2017). Funahashi, Hideharu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500141.

Full description at Econpapers || Download paper

1
452018Weighted average price management of manufacturer sales on commodity exchanges. (2018). Vavilov, Sergey A ; Kuznetsov, Konstantin S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500299.

Full description at Econpapers || Download paper

1
462019Empirical investigation of relationship between research and development intensity and firm performance: The role of ownership structure and board structure. (2019). Zulfiqar, Muhammad ; Ahmed, Aftab ; Khurshid, Muhammad Kashif ; Yousaf, Muhammad Usman. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500166.

Full description at Econpapers || Download paper

1
472020Platform business model on state-of-the-art business learning use case. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500152.

Full description at Econpapers || Download paper

1
482018Stochastic volatility for utility maximizers — A martingale approach. (2018). Ellersgaard, Simon ; Tegner, Martin. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s242478631850007x.

Full description at Econpapers || Download paper

1
492021Binomial tree method for option pricing: Discrete Carr and Madan formula approach. (2021). Suda, Shintaro ; Saeki, Ryota ; Muroi, Yoshifumi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321500249.

Full description at Econpapers || Download paper

1
502015Does model misspecification matter for hedging? A computational finance experiment based approach. (2015). Sun, Youfa ; Yuan, Steven ; Liu, Jianguo ; Guo, Shimin. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500231.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500274.

Full description at Econpapers || Download paper

9
22015An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206.

Full description at Econpapers || Download paper

4
32020An acceleration scheme for deep learning-based BSDE solver using weak expansions. (2020). Yamada, Toshihiro ; Naito, Riu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:02:n:s2424786320500127.

Full description at Econpapers || Download paper

4
42015Static models of central counterparty risk. (2015). Ghamami, Samim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500115.

Full description at Econpapers || Download paper

4
52016Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs. (2016). Shokrollahi, Foad ; Magdziarz, Marcin ; Kiliman, Adem. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s2424786316500031.

Full description at Econpapers || Download paper

3
62018An analytical solution for the HJB equation arising from the Merton problem. (2018). Zhu, Song-Ping ; Ma, Guiyuan. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500081.

Full description at Econpapers || Download paper

3
72017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

Full description at Econpapers || Download paper

3
82018Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275.

Full description at Econpapers || Download paper

3
92017Approximate pricing of European and Barrier claims in a local-stochastic volatility setting. (2017). Barger, Weston ; Lorig, Matthew. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500189.

Full description at Econpapers || Download paper

3
102019A stochastic control approach to managed futures portfolios. (2019). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500051.

Full description at Econpapers || Download paper

3
112017Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change. (2017). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500281.

Full description at Econpapers || Download paper

2
122019Option pricing in a subdiffusive constant elasticity of variance (CEV) model. (2019). Liu, Allen ; Tong, Kevin Z. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s242478631950018x.

Full description at Econpapers || Download paper

2
132019Platforms oriented business and data analytics in digital ecosystem. (2019). Triptahi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:04:n:s2424786319500361.

Full description at Econpapers || Download paper

2
142017Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Campolongo, Francesca ; Schoutens, Wim ; de Spiegeleer, Jan ; di Girolamo, Francesca Erica. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013.

Full description at Econpapers || Download paper

2
152015Local risk-minimization for Lévy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152.

Full description at Econpapers || Download paper

2
162020IoT Platform Business Model for Innovative Management Systems. (2020). Tripathi, A R ; Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:03:n:s2424786320500309.

Full description at Econpapers || Download paper

2
172021Fintech firms and banks sustainability: Why cybersecurity risk matters?. (2021). Najaf, Rabia ; Mostafiz, Md Imtiaz. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:02:n:s2424786321500195.

Full description at Econpapers || Download paper

2
182018Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020.

Full description at Econpapers || Download paper

2
192017Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Oral, Emrah ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074.

Full description at Econpapers || Download paper

2
202017Do market competition and development indicators matter for banks’ risk, capital, and efficiency relationship?. (2017). Zheng, Changjun ; Moudud-Ul, Syed ; Gupta, Anupam Das. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750027x.

Full description at Econpapers || Download paper

2
212017Optimal dividends in the dual risk model under a stochastic interest rate. (2017). Cheng, Zailei. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500104.

Full description at Econpapers || Download paper

2
222018Financial management and forecasting using business intelligence and big data analytic tools. (2018). Mishra, Shrutika. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500111.

Full description at Econpapers || Download paper

2
232020On the consistency of jump-diffusion dynamics for FX rates under inversion. (2020). Pallavicini, Andrea ; Brigo, Damiano ; Graceffa, Federico. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:04:n:s2424786320500462.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 12
YearTitle
2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

Full description at Econpapers || Download paper

2021Mediating Role of Innovation Capacity in the Relationship between Corporate governance and Firm Performance: evidence from Chinese listed firms. (2021). Xiaoyan, Zhou ; Gulema, Tolossa Fufa. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:4:p:105-122.

Full description at Econpapers || Download paper

2021A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model. (2021). Nasroallah, Abdelaziz ; Mehrdoust, Farshid ; Noorani, Idin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:181:y:2021:i:c:p:1-15.

Full description at Econpapers || Download paper

2021A censored Ornstein–Uhlenbeck process for rainfall modeling and derivatives pricing. (2021). Liu, Allen ; Tong, Zhigang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309171.

Full description at Econpapers || Download paper

2021Do behavioral biases differ among institutional and individual investors?. (2021). Ruwani, J M ; Gunathilaka, Roshani Chamalka. In: Accounting and Finance. RePEc:iaf:journl:y:2021:i:2:p:61-73.

Full description at Econpapers || Download paper

2021No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process. (2021). Rathgeber, Andreas W ; Stadler, Johannes ; Ulze, Markus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:163-184.

Full description at Econpapers || Download paper

2021It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling. (2021). Verschueren, Eva ; Schoutens, Wim ; Madan, Dilip B ; Hocht, Stephan ; STEPHAN HÖCHT, . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:196-:d:671908.

Full description at Econpapers || Download paper

2021AI business model: an integrative business approach. (2021). Tripathi, A R ; Mishra, Shrutika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:10:y:2021:i:1:d:10.1186_s13731-021-00157-5.

Full description at Econpapers || Download paper

2021Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2021). Tsuchida, Yoshifumi ; Takahashi, Akihiko ; Yamada, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1159.

Full description at Econpapers || Download paper

2021A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. (2021). Takahashi, Akihiko ; Tsuchida, Yoshifumi ; Yamada, Toshihiro. In: Papers. RePEc:arx:papers:2101.09890.

Full description at Econpapers || Download paper

2021Relationship between Cashless Banking and Bank’s Profitability of Bangladesh. (2021). Datta, Rony Kumar. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:7:p:21-32.

Full description at Econpapers || Download paper

2021CBI-time-changed Lévy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Working Papers. RePEc:ver:wpaper:14/2021.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2021

YearCiting document
2021Die österreichische Land- und Forstwirtschaft im Kontext der Bioökonomie. (2021). Sinabell, Franz. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2021:i:9:p:651-664.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document
2020Literature review on business prototypes for digital platform. (2020). Tripathi, A R ; Mishra, Shrutika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:9:y:2020:i:1:d:10.1186_s13731-020-00126-4.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019Tracking VIX with VIX Futures: Portfolio Construction and Performance. (2019). Leung, Tim ; Ward, Brian. In: Papers. RePEc:arx:papers:1907.00293.

Full description at Econpapers || Download paper

2019Optimal Trading of a Basket of Futures Contracts. (2019). Leung, Tim ; Angoshtari, Bahman . In: Papers. RePEc:arx:papers:1910.04943.

Full description at Econpapers || Download paper

2019Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework. (2019). Leung, Tim ; Zhou, Yang. In: Papers. RePEc:arx:papers:1910.06432.

Full description at Econpapers || Download paper

2019Optimal dynamic basis trading. (2019). Leung, Tim ; Angoshtari, Bahman. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:3:d:10.1007_s10436-019-00348-x.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018A Stochastic Control Approach to Managed Futures Portfolios. (2018). Leung, Tim ; Yan, Raphael. In: Papers. RePEc:arx:papers:1811.01916.

Full description at Econpapers || Download paper

2018OPTIMAL INVESTMENT STRATEGY WITH DIVIDEND PAYING AND PROPORTIONAL TRANSACTION COSTS. (2018). Nkeki, Charles I. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s201049521850001x.

Full description at Econpapers || Download paper

2018Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis. (2018). Zhong, Yangfan ; Mi, Yanhui. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500238.

Full description at Econpapers || Download paper

2018A hybrid Markov chain-tree valuation framework for stochastic volatility jump diffusion models. (2018). Nguyen, Duy. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:04:n:s2424786318500391.

Full description at Econpapers || Download paper