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Publisher: Springer Publishing Company
Founded in: 1996
Total resources: 14
E-ISSN: 1573-7144
ISSN: 1380-6645
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Review of Derivatives Research
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Does modeling framework matter? A comparative study of structural and reduced-form models
By Gündüz Yalin,Uhrig-Homburg Marliese in (2014)
Review of Derivatives Research , Vol. 17, Iss. 1, 2014-04 , pp.![](/images/ico/ico5.png)
An analytical approach for systematic risk sensitivity of structured finance products
By Claußen Arndt,Löhr Sebastian,Rösch Daniel in (2014)
Review of Derivatives Research , Vol. 17, Iss. 1, 2014-04 , pp.![](/images/ico/ico5.png)
Pricing average options under time-changed Lévy processes
Review of Derivatives Research , Vol. 17, Iss. 1, 2014-04 , pp.![](/images/ico/ico5.png)
Path-dependent game options: a lookback case
By Guo Peidong,Chen Qihong,Guo Xicai,Fang Yue in (2014)
Review of Derivatives Research , Vol. 17, Iss. 1, 2014-04 , pp.![](/images/ico/ico5.png)
On the primal-dual algorithm for callable Bermudan options
Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.![](/images/ico/ico5.png)
The α VG model for multivariate asset pricing: calibration and extension
By Guillaume Florence in (2013)
Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.![](/images/ico/ico5.png)
Parametric modeling of implied smile functions: a generalized SVI model
Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.![](/images/ico/ico5.png)
The performance of model based option trading strategies
Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.![](/images/ico/ico5.png)
A binomial approximation for two-state Markovian HJM models
By Costabile Massimo in (2011)
Review of Derivatives Research , Vol. 14, Iss. 1, 2011-04 , pp.![](/images/ico/ico5.png)