---
title: "Review of Derivatives Research: 1 papers, last 30 days"
description: "Review of Derivatives Research published 1 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #203 of 239 journals."
url: https://scholar4ai.com/journals/review-of-derivatives-research
markdown_url: https://scholar4ai.com/journals/review-of-derivatives-research.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T13:22:50+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Review of Derivatives Research

- 0 papers in the last 7 days
- category: Finance
- publisher: Springer Science+Business Media
- ISSN 1380-6645

Back to the ranking: https://scholar4ai.com/rankings/journals.md

## Key findings

- Review of Derivatives Research published 1 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #203 of 239 journals.
- Leading institutions: University of International Business and Economics (1).
- Countries: China (1).
- From Apr 2024 to Sep 2026, Review of Derivatives Research published 46 papers (2 a month on average, by publication date in OpenAlex).
- Its most frequent keywords over that period were “option pricing” (9), “derivative pricing” (5) and “hedging” (4).
- Its most-cited paper of the period is “The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness” (2026-01-07), with 5 citations.

## The last 30 months

*Papers by publication date, Apr 2024 to Sep 2026*

| Apr 24–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 30 months |
|---:|---:|---:|---:|
| 4 | 12 | 30 | 46 |

*Most frequent keywords, Apr 2024 to Sep 2026*

| # | Keyword | Papers |
|---:|---|---:|
| 1 | option pricing | 9 |
| 2 | derivative pricing | 5 |
| 3 | hedging | 4 |
| 4 | stochastic volatility | 4 |
| 5 | Black-Scholes model | 3 |
| 6 | Heston model | 3 |
| 7 | characteristic function | 3 |
| 8 | implied volatility | 3 |
| 9 | retail investors | 3 |
| 10 | sensitivity analysis | 3 |

*Most-cited papers published Apr 2024 to Sep 2026*

| # | Citations | Per month | Title | Journal | Published | Authors |
|---:|---:|---:|---|---|---|---|
| 1 | 5 | 0.5 | [The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness](https://doi.org/10.1007/s11147-025-09226-3) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 2026-01-07 | Spyros Papathanasiou, Anastasios I. Magoutas, Drosos Koutsokostas |
| 2 | 3 | 0.2 | [Pricing of geometric Asian options in the Volterra-Heston model](https://doi.org/10.1007/s11147-025-09211-w) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 2025-03-09 | Florian Aichinger, Sascha Desmettre |
| 3 | 2 | 0.3 | [Financial derivatives usage and stock price crash risk: evidence from the Chinese emerging market](https://doi.org/10.1007/s11147-026-09232-z) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 2026-04-27 | Miaomiao Zhang, Kun Su, Chengyun Liu et al. |
| 4 | 2 | 0.1 | [Analytical valuation of a general form of barrier option with stochastic interest rate and jumps](https://doi.org/10.1007/s11147-025-09215-6) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 2025-06-12 | Tristan Guillaume |
| 5 | 2 | 0.1 | [Not on the same page: comprehensibility of MBS investment prospectuses](https://doi.org/10.1007/s11147-025-09213-8) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | 2025-06-26 | Martin Thomas Hibbeln, Ralf Metzler, Werner Osterkamp |

*Papers, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-07 | [Dynamic co-movement and pricing dominance in global copper futures markets: evidence from emerging and developed exchanges](https://doi.org/10.1007/s11147-026-09249-4) | [Review of Derivatives Research](https://scholar4ai.com/journals/review-of-derivatives-research.md) | Yang Zhu, Xinchao Yao | University of International Business and Economics |

## Cite this page

Scholar4AI. (2026). Review of Derivatives Research. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/journals/review-of-derivatives-research

```bibtex
@misc{scholar4ai-journals-review-of-derivatives-research,
  author = {{Scholar4AI}},
  title = {Review of Derivatives Research},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/journals/review-of-derivatives-research}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).