Journal Report

Journal of Derivatives

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Journal Information
Journal Title
Journal of Derivatives
Publisher
ISSN
1074-1240
E-ISSN
Database
CNRS
Domain
Health Sciences, Physical Sciences, Social Sciences
Classification History
Year A+ A B C
2026 ✓ ✓
2025 ✓ ✓
2024 ✓ ✓
2023 ✓ ✓
2021/2022 ✓ ✓
2020 ✓ ✓
2019 ✓ ✓
2018 ✓
A journal may have more than one classification in the same year. All recorded classifications are displayed.
Recent Articles
A Structural Volatility Surface Under Stress and Low Liquidity Conditions
Mario Kobayashi
2026-10-31 Pages jod.2026.019
DOI: 10.3905/jod.2026.019
The Physical Mean as a Practitioner Benchmark for Option Pricing through Feasible Hedging
Nikolaos Halidias
2026-10-30 Pages jod.2026.017
DOI: 10.3905/jod.2026.017
Intra-Horizon Risk Measures and Continuation Liquidity Requirements in Commodity Futures Markets
Xinyue He, Siyu Bian, Teresa Serra
2026-10-29 Pages jod.2026.018
DOI: 10.3905/jod.2026.018
Pricing Geopolitical Risk: Closed-Form Valuation of Futures and Options on the GPR Index
Andreas Grünbichler
2026-10-26 Pages jod.2026.016
DOI: 10.3905/jod.2026.016
Financialization of Bitcoin: Spot ETFs and Futures Pricing Efficiency
Daniel Broby, Jing Chen, Anqi Liu
2026-10-22 Pages jod.2026.015
DOI: 10.3905/jod.2026.015
Freight Risk Premium in Commodity Futures: Evidence from China
Yufei Zheng, Tianyi Ma
2026-10-12 Pages jod.2026.014
DOI: 10.3905/jod.2026.014
Editor’s Letter
Thomas Ho
2026-8-31 Vol. 34 Issue 1 Pages 1-2
DOI: 10.3905/jod.2026.34.1.001
Crude Oil Options Stochastic Volatility Jump or Co-Jump: Evidence from Price Paths Stimulation
A. Bouteska, Xinyi Wang, Shikuan Zhao
2026-7-30 Vol. 34 Issue 1 Pages 38-53
DOI: 10.3905/jod.2026.013
Utility Indifference Valuation for Defaultable Claims under a Structural Model with Hawkes Jump-Diffusion Processes
Ayu Xie, Xiaosong Qian
2026-7-24 Vol. 34 Issue 1 Pages 54-82
DOI: 10.3905/jod.2026.012
Robust Local Risk-Minimizing Hedging Strategies
Emmanuel Osei Mireku, Patrice Gaillardetz, Saeb Hachem
2026-7-15 Vol. 34 Issue 1 Pages 110-130
DOI: 10.3905/jod.2026.011
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Printed: November 7, 2026 22:30