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Review of Derivatives Research

Springer 非OA 2026新锐 3区2025中科院 4区 已自动采集 最新完整样本 10 篇 平均 162.4 天

数据更新 2026-07-16 · 完整周期 10 篇 · 日期来源可逐条复核

Review of Derivatives Research已收录10篇完整论文周期样本,平均审稿162.4 天,中位审稿134.5 天。2025中科院4区,非OA,2025发文量15。页面含论文收到日期、录用日期、PDF、DOI和出版社网页溯源入口。

162.4平均天数
134.5中位天数
77最短天数
364最长天数
10最新论文
152025发文量

Latest Papers

最新发表论文审稿周期

审稿天数=录用日期-收到日期;保留 PDF/DOI/网页源链接

113

Anomalies and optionability

作者Julian Böll; Julian Thimme; Marliese Uhrig-Homburg

作者单位1. Karlsruhe Institute of Technology, Karlsruhe, Germany

PDF源文件 DOI 网页
153

Selective forgetting in option calibration: an operator-theoretic Gauss–Newton framework

作者Ahmet Umur Özsoy

作者单位1. Department of Industrial Engineering, Koç University, Istanbul, Turkey

PDF源文件 DOI 网页
108

Stress-consistent macroprudential overlay for derivative pricing

作者Keorapetse Leballo; Jules Clement Mba

作者单位1. University of Johannesburg, Auckland Park, Johannesburg, South Africa

PDF源文件 DOI 网页
116

A Heston model with jumps and stochastic liquidity risk in European option pricing

作者Parsa Yahyavi; Navideh Modarresi

作者单位1. Department of Mathematics, Allameh Tabataba’i University, Tehran, Iran

PDF源文件 DOI 网页
164

The Greeks of the Bakshi–Madan formula

作者Ruizi Hu; Jin E. Zhang; Pakorn Aschakulporn

作者单位1. Department of Accountancy and Finance, Otago Business School, University of Otago, Dunedin, New Zealand

PDF源文件 DOI 网页
96

Option pricing under regime-switching jump-diffusion dynamics with transaction costs: a neural SDE approach

作者Mohd Raagib Shakeel; Satyam Yadav; Musheer Ahmad

作者单位1. Department of Analytics, Lloyd Business School, Knowledge park II, Greater Noida, India; 2. Department of Data Analytics, Delhi Skill and Entrepreneurship University, New Delhi, India; 3. Department of Computer Engineering, Faculty of Engineering and Technology, Jamia Millia Islamia, New Delhi, India

PDF源文件 DOI 网页
268

The role of China’s edible oil and oil-seed futures in world related futures market: a look at the impact of extreme shocks

作者Xiaoyi Zhang; Tamat Sarmidi; Yongxu Chai; Abdul Hafiz Mohd Azam; Muhammad Faliq Abd Razak

作者单位1. Faculty of Economics, Shanxi Vocational University of Engineering Science and Technology, Taiyuan, China; 2. National University of Malaysia, Kuala Lumpur, Malaysia; 3. Banking and Finance Faculty, Monash University, Melbourne, Australia

PDF源文件 DOI 网页
364

Commodity financialization and electronification: evidence from high-frequency data

作者Tobias Lauter; Marcel Prokopczuk; Stefan Trück

作者单位1. Leibniz University Hannover, Hanover, Germany; 2. Macquarie University, Sydney, Australia

PDF源文件 DOI 网页
165

Stablecoins under global stress tests: evidence across four reserve designs

作者Chiraz Karamti; Wafa Bouabid

作者单位1. Department of Quantitative Methods and Computing, High Institute of Business Administration (ISAAS), University of Sfax, Sfax, Tunisia

PDF源文件 DOI 网页
77

How do option contract sizes affect investor composition and market quality?

作者Jaeram Lee; Doojin Ryu; Robert Webb

作者单位1. College of Business, Hankuk University of Foreign Studies, Seoul, Korea, Republic of; 2. Sungkyunkwan University, Seoul, Korea, Republic of; 3. University of Virginia, Charlottesville, USA

PDF源文件 DOI 网页