Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland
Publication type: Journal Article
Publication date: 2009-11-30
scimago Q3
wos Q4
SJR: 0.316
CiteScore: 1.1
Impact factor: 0.5
ISSN: 10741240, 21688524
Economics and Econometrics
Finance
Found
Nothing found, try to update filter.
Found
Nothing found, try to update filter.
Top-30
Journals
|
2
4
6
8
10
12
|
|
|
SSRN Electronic Journal
12 publications, 29.27%
|
|
|
Journal of Risk and Financial Management
4 publications, 9.76%
|
|
|
Journal of Banking and Finance
4 publications, 9.76%
|
|
|
Journal of Futures Markets
4 publications, 9.76%
|
|
|
Financial Markets and Portfolio Management
2 publications, 4.88%
|
|
|
Journal of Behavioral and Experimental Finance
2 publications, 4.88%
|
|
|
Journal of Risk Finance
1 publication, 2.44%
|
|
|
Journal of Financial Management Markets and Institutions
1 publication, 2.44%
|
|
|
Review of Managerial Science
1 publication, 2.44%
|
|
|
Review of Derivatives Research
1 publication, 2.44%
|
|
|
Journal of Financial Economics
1 publication, 2.44%
|
|
|
International Review of Financial Analysis
1 publication, 2.44%
|
|
|
Review of Financial Economics
1 publication, 2.44%
|
|
|
Journal of Behavioral Finance
1 publication, 2.44%
|
|
|
European Journal of Finance
1 publication, 2.44%
|
|
|
Review of Financial Studies
1 publication, 2.44%
|
|
|
Journal of Financial Intermediation
1 publication, 2.44%
|
|
|
North American Journal of Economics and Finance
1 publication, 2.44%
|
|
|
Finance and Credit
1 publication, 2.44%
|
|
|
2
4
6
8
10
12
|
Publishers
|
2
4
6
8
10
12
|
|
|
Social Science Electronic Publishing
12 publications, 29.27%
|
|
|
Elsevier
10 publications, 24.39%
|
|
|
Wiley
5 publications, 12.2%
|
|
|
MDPI
4 publications, 9.76%
|
|
|
Springer Nature
4 publications, 9.76%
|
|
|
Taylor & Francis
2 publications, 4.88%
|
|
|
Emerald
1 publication, 2.44%
|
|
|
World Scientific
1 publication, 2.44%
|
|
|
Oxford University Press
1 publication, 2.44%
|
|
|
Publishing House Finance and Credit
1 publication, 2.44%
|
|
|
2
4
6
8
10
12
|
- We do not take into account publications without a DOI.
- Statistics recalculated weekly.
Are you a researcher?
Create a profile to get free access to personal recommendations for colleagues and new articles.
Metrics
41
Total citations:
41
Citations from 2024:
3
(7.32%)
Cite this
GOST |
RIS |
BibTex |
MLA
Cite this
GOST
Copy
Wallmeier M., Diethelm M. Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland // Journal of Derivatives. 2009. Vol. 17. No. 2. pp. 59-72.
GOST all authors (up to 50)
Copy
Wallmeier M., Diethelm M. Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland // Journal of Derivatives. 2009. Vol. 17. No. 2. pp. 59-72.
Cite this
RIS
Copy
TY - JOUR
DO - 10.3905/JOD.2009.17.2.059
UR - https://doi.org/10.3905/JOD.2009.17.2.059
TI - Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland
T2 - Journal of Derivatives
AU - Wallmeier, M
AU - Diethelm, M
PY - 2009
DA - 2009/11/30
PB - With Intelligence LLC
SP - 59-72
IS - 2
VL - 17
SN - 1074-1240
SN - 2168-8524
ER -
Cite this
BibTex (up to 50 authors)
Copy
@article{2009_Wallmeier,
author = {M Wallmeier and M Diethelm},
title = {Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland},
journal = {Journal of Derivatives},
year = {2009},
volume = {17},
publisher = {With Intelligence LLC},
month = {nov},
url = {https://doi.org/10.3905/JOD.2009.17.2.059},
number = {2},
pages = {59--72},
doi = {10.3905/JOD.2009.17.2.059}
}
Cite this
MLA
Copy
Wallmeier, M., and M Diethelm. “Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland.” Journal of Derivatives, vol. 17, no. 2, Nov. 2009, pp. 59-72. https://doi.org/10.3905/JOD.2009.17.2.059.