International Journal of Financial Engineering (IJFE) / World Scientific Publishing Co. Pte. Ltd.
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
7
Impact Factor (IF)
0.14
5 Years IF
0.16
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 | 0.1 | 0 | 31 | 31 | 65 | 2 | 3 | 0 | 0 | 0 | 2 | 0.06 | 0.23 | |||
| 2016 | 0.29 | 0.53 | 0.15 | 0.29 | 31 | 62 | 47 | 9 | 12 | 31 | 9 | 31 | 9 | 1 | 11.1 | 0 | 0.21 | |
| 2017 | 0.27 | 0.55 | 0.19 | 0.27 | 36 | 98 | 61 | 19 | 31 | 62 | 17 | 62 | 17 | 4 | 21.1 | 2 | 0.06 | 0.21 |
| 2018 | 0.37 | 0.57 | 0.41 | 0.46 | 41 | 139 | 40 | 57 | 88 | 67 | 25 | 98 | 45 | 9 | 15.8 | 5 | 0.12 | 0.24 |
| 2019 | 0.34 | 0.6 | 0.31 | 0.29 | 34 | 173 | 22 | 53 | 141 | 77 | 26 | 139 | 41 | 5 | 9.4 | 4 | 0.12 | 0.24 |
| 2020 | 0.13 | 0.73 | 0.16 | 0.17 | 53 | 226 | 14 | 36 | 177 | 75 | 10 | 173 | 30 | 8 | 22.2 | 1 | 0.02 | 0.34 |
| 2021 | 0.14 | 1.02 | 0.16 | 0.16 | 36 | 262 | 8 | 41 | 218 | 87 | 12 | 195 | 31 | 0 | 1 | 0.03 | 0.38 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2015 | An 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 | 21 |
| 2 | 2016 | Pricing 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 | 15 |
| 3 | 2017 | Style 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 | 10 |
| 4 | 2018 | Optimal 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 |
| 5 | 2017 | Do market competition and development indicators matter for banksââ¬â¢ 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 | 10 |
| 6 | 2015 | Static 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 | 9 |
| 7 | 2017 | Performance 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 |
| 8 | 2015 | Local 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 |
| 9 | 2019 | A 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 |
| 10 | 2017 | Dynamic 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 | 5 |
| 11 | 2015 | Program 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 |
| 12 | 2016 | Co-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 |
| 13 | 2018 | Financial 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 | 4 |
| 14 | 2016 | Pricing 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 |
| 15 | 2020 | An 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 |
| 16 | 2017 | Approximate 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 |
| 17 | 2015 | Fast numerical method for pricing of variable annuities with guaranteed minimum withdrawal benefit under optimal withdrawal strategy. (2015). Luo, Xiaolin ; Shevchenko, Pavel V. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500243. Full description at Econpapers || Download paper | 3 |
| 18 | 2017 | Pricing currency options in the Heston/CIR double exponential jump-diffusion model. (2017). Ahlip, Rehez ; Prodan, Ante. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s242478631750013x. Full description at Econpapers || Download paper | 3 |
| 19 | 2017 | Banksââ¬â¢ 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 |
| 20 | 2016 | Pricing 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 |
| 21 | 2021 | Fintech 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 | 3 |
| 22 | 2019 | Platforms 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 | 3 |
| 23 | 2017 | Contingent 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 |
| 24 | 2018 | Factors 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 |
| 25 | 2017 | Pólya-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 |
| 26 | 2016 | Optimal 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 | 3 |
| 27 | 2015 | Revisiting 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 | 3 |
| 28 | 2018 | Analytical 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 |
| 29 | 2017 | Analytical 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 |
| 30 | 2016 | Trading VIX futures under mean reversion with regime switching. (2016). Li, Jiao. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500213. Full description at Econpapers || Download paper | 3 |
| 31 | 2018 | An 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 |
| 32 | 2017 | Optimal 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 |
| 33 | 2017 | Co-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 |
| 34 | 2016 | Efficient 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 |
| 35 | 2020 | IoT 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 |
| 36 | 2019 | What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market. (2019). Dastkhan, Hossein. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500075. Full description at Econpapers || Download paper | 2 |
| 37 | 2015 | Analytical 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 |
| 38 | 2020 | On 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 |
| 39 | 2018 | Exact solutions for time-fractional Fokkerââ¬âPlanckââ¬âKolmogorov 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 |
| 40 | 2020 | Platform 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 | 2 |
| 41 | 2019 | Option 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 |
| 42 | 2017 | Pricing for options in a mixed fractional Hullââ¬âWhite 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 |
| 43 | 2015 | Risk-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 |
| 44 | 2015 | Dynamic 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 |
| 45 | 2017 | Optimal 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 |
| 46 | 2018 | A 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 |
| 47 | 2015 | Linkage between corporate governance and corporate social responsibility in banking sector of Bangladesh. (2015). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s242478631550036x. Full description at Econpapers || Download paper | 2 |
| 48 | 2019 | The general dynamic risk assessment for the enterprise by the hologram approach in financial technology. (2019). Wang, Huiqi ; Yuan, George Xianzhi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500014. Full description at Econpapers || Download paper | 2 |
| 49 | 2016 | Modeling liquidation risk with occupation times. (2016). Makarov, Roman N. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500286. Full description at Econpapers || Download paper | 2 |
| 50 | 2015 | Patience vs. impatience of traders: Formation of the value-at-price distribution through competition for liquidity. (2015). Lerner, Peter . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500292. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Pricing 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 | 10 |
| 2 | 2015 | Static 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 | 5 |
| 3 | 2017 | Dynamic 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 |
| 4 | 2020 | An 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 |
| 5 | 2015 | An 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 |
| 6 | 2016 | Pricing 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 |
| 7 | 2019 | A 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 |
| 8 | 2021 | Fintech 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 | 3 |
| 9 | 2018 | Financial 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 |
| 10 | 2017 | Approximate 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 |
| 11 | 2017 | Do market competition and development indicators matter for banksââ¬â¢ 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 | 3 |
| 12 | 2017 | Style 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 | 3 |
| 13 | 2019 | Platforms 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 | 3 |
| 14 | 2018 | Optimal 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 |
| 15 | 2018 | An 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 |
| 16 | 2017 | Analytical 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 |
| 17 | 2017 | Optimal 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 |
| 18 | 2017 | Contingent 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 |
| 19 | 2015 | Local 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 |
| 20 | 2020 | Platform 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 | 2 |
| 21 | 2016 | Modeling liquidation risk with occupation times. (2016). Makarov, Roman N. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500286. Full description at Econpapers || Download paper | 2 |
| 22 | 2017 | Co-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 |
| 23 | 2016 | Optimal 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 |
| 24 | 2018 | Analytical 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 |
| 25 | 2019 | The general dynamic risk assessment for the enterprise by the hologram approach in financial technology. (2019). Wang, Huiqi ; Yuan, George Xianzhi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500014. Full description at Econpapers || Download paper | 2 |
| 26 | 2020 | IoT 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 |
| 27 | 2015 | Patience vs. impatience of traders: Formation of the value-at-price distribution through competition for liquidity. (2015). Lerner, Peter . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500292. Full description at Econpapers || Download paper | 2 |
| 28 | 2020 | Bilateral multiple gamma returns: Their risks and rewards. (2020). Wang, King ; Schoutens, Wim ; Madan, Dilip B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085. Full description at Econpapers || Download paper | 2 |
| 29 | 2019 | Option 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 |
| 30 | 2021 | Gender diversity in the board and firms performance. (2021). Mazoor, Suhaib ; Ali, Rizwan ; Ur, Ramiz ; Naseem, Muhammad Akram ; Ahmad, Muhammad Ishfaq. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:08:y:2021:i:01:n:s2424786320500449. Full description at Econpapers || Download paper | 2 |
| 31 | 2020 | On 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 |
| 32 | 2019 | What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market. (2019). Dastkhan, Hossein. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500075. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 12
| Year | Title | |
|---|---|---|
| 2021 | Multidimensional 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 | |
| 2021 | Mediating 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 | |
| 2021 | A 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 | |
| 2021 | A censored OrnsteinâUhlenbeck 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 | |
| 2021 | Do 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 | |
| 2021 | No 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 | |
| 2021 | It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling. (2021). Madan, Dilip B ; Hocht, Stephan ; STEPHAN HÃCHT, ; Verschueren, Eva ; Schoutens, Wim. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:196-:d:671908. Full description at Econpapers || Download paper | |
| 2021 | AI 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 | |
| 2021 | Dynamic 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 | |
| 2021 | A 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 | |
| 2021 | Relationship between Cashless Banking and Bankâs 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 | |
| 2021 | CBI-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
| Year | Citing document | |
|---|---|---|
| 2021 | Die 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
| Year | Citing document | |
|---|---|---|
| 2020 | Literature 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
| Year | Citing document | |
|---|---|---|
| 2019 | Tracking 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 | |
| 2019 | Optimal 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 | |
| 2019 | Optimal 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 | |
| 2019 | Optimal 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
| Year | Citing document | |
|---|---|---|
| 2018 | A 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 | |
| 2018 | OPTIMAL 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 | |
| 2018 | Pricing 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 | |
| 2018 | A 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 |
10 most frequent citing series