Key Metrics
CiteScore 

0.9
SNIP 

0.96
Recommended pre-submission checks
Powered by 

Journal of Derivatives Journal Specifications
Indexed in the following public directories
Web of Science
SJR
| Overview | |
| Publisher | PAGEANT MEDIA LTD |
| Language | English |
| Frequency | Quarterly |
| General Details |
View less
Planning to publish in Journal of Derivatives ?
Upload your Manuscript to get
- Degree of match
- Common matching concepts
- Additional journal recommendations

Recently Published Papers in Journal of Derivatives
Systematic Risk and the Discount for Lack of Marketability
- 22 Apr 2026
- The Journal of Derivatives
Exotic Callable Structured Products Valuation via Randomized Neural Networks
- 20 Apr 2026
- The Journal of Derivatives
Semianalytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method
- 27 Mar 2026
- The Journal of Derivatives
A Convolutional-Based Heterogeneous Autoregressive Model for Implied Volatility Surface Forecasting
- 9 Dec 2025
- The Journal of Derivatives
Editor’s Letter
- 30 Nov 2025
- The Journal of Derivatives
Trader-Ready SOFR Swaption Pricing: Jamshidian Decomposition under the Hull–White Model
- 11 Nov 2025
- The Journal of Derivatives
Systematic Risk and the Discount for Lack of Marketability
- 22 Apr 2026
- The Journal of Derivatives
Exotic Callable Structured Products Valuation via Randomized Neural Networks
- 20 Apr 2026
- The Journal of Derivatives
Semianalytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method
- 27 Mar 2026
- The Journal of Derivatives
A Convolutional-Based Heterogeneous Autoregressive Model for Implied Volatility Surface Forecasting
- 9 Dec 2025
- The Journal of Derivatives
Editor’s Letter
- 30 Nov 2025
- The Journal of Derivatives
Trader-Ready SOFR Swaption Pricing: Jamshidian Decomposition under the Hull–White Model
- 11 Nov 2025
- The Journal of Derivatives