Review of Derivatives Research
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
  Most cited documents in this series: (1) RePEc:kap:revdev:v:7:y:2004:i:2:p:129-168 Assessing the Least Squares Monte-Carlo Approach to American Option Valuation (2004). Cited: 7 times. (2) RePEc:kap:revdev:v:6:y:2003:i:2:p:129-155 (). Cited: 7 times. (3) RePEc:kap:revdev:v:3:y:2000:i:3:p:263-282 (). Cited: 4 times. (4) RePEc:kap:revdev:v:7:y:2004:i:2:p:99-127 On the Information in the Interest Rate Term Structure and Option Prices (2004). Cited: 4 times. (5) RePEc:kap:revdev:v:4:y:2000:i:3:p:231-262 (). Cited: 4 times. (6) RePEc:kap:revdev:v:6:y:2003:i:2:p:107-128 (). Cited: 3 times. (7) RePEc:kap:revdev:v:3:y:1999:i:2:p:157-181 (). Cited: 2 times. (8) RePEc:kap:revdev:v:7:y:2004:i:2:p:79-97 A Model of the Convenience Yields in On-the-Run Treasuries (2004). Cited: 2 times. (9) RePEc:kap:revdev:v:6:y:2003:i:3:p:165-177 (). Cited: 1 times. (10) RePEc:kap:revdev:v:5:y:2002:i:3:p:251-271 (). Cited: 1 times. (11) RePEc:kap:revdev:v:6:y:2003:i:3:p:179-202 (). Cited: 1 times. (12) RePEc:kap:revdev:v:5:y:2002:i:3:p:273-314 (). Cited: 1 times. Latest citations received in: | 2005 | 2004 | 2003 | 2002 Latest citations received in: 2005 Latest citations received in: 2004 (1) RePEc:dgr:kubcen:200418 An irregular grid approach for pricing high-dimensional American options (2004). Tilburg University, Center for Economic Research / Discussion Paper Latest citations received in: 2003 Latest citations received in: 2002 Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series.
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