Class information for:
Level 1: AMERICAN OPTIONS//AMERICAN OPTION//OPTION PRICING

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
5751 1514 24.8 38%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
1230 8583 OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 AMERICAN OPTIONS Author keyword 129 62% 9% 133
2 AMERICAN OPTION Author keyword 64 57% 5% 76
3 OPTION PRICING Author keyword 53 22% 14% 212
4 AMERICAN OPTION PRICING Author keyword 41 81% 2% 25
5 SWING OPTIONS Author keyword 32 88% 1% 15
6 BLACK SCHOLES EQUATION Author keyword 32 45% 4% 54
7 DISCRETE MONITORING Author keyword 30 100% 1% 12
8 BERMUDAN OPTIONS Author keyword 29 88% 1% 14
9 EARLY EXERCISE BOUNDARY Author keyword 23 100% 1% 10
10 BARRIER OPTIONS Author keyword 20 41% 3% 38

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 AMERICAN OPTIONS 129 62% 9% 133 Search AMERICAN+OPTIONS Search AMERICAN+OPTIONS
2 AMERICAN OPTION 64 57% 5% 76 Search AMERICAN+OPTION Search AMERICAN+OPTION
3 OPTION PRICING 53 22% 14% 212 Search OPTION+PRICING Search OPTION+PRICING
4 AMERICAN OPTION PRICING 41 81% 2% 25 Search AMERICAN+OPTION+PRICING Search AMERICAN+OPTION+PRICING
5 SWING OPTIONS 32 88% 1% 15 Search SWING+OPTIONS Search SWING+OPTIONS
6 BLACK SCHOLES EQUATION 32 45% 4% 54 Search BLACK+SCHOLES+EQUATION Search BLACK+SCHOLES+EQUATION
7 DISCRETE MONITORING 30 100% 1% 12 Search DISCRETE+MONITORING Search DISCRETE+MONITORING
8 BERMUDAN OPTIONS 29 88% 1% 14 Search BERMUDAN+OPTIONS Search BERMUDAN+OPTIONS
9 EARLY EXERCISE BOUNDARY 23 100% 1% 10 Search EARLY+EXERCISE+BOUNDARY Search EARLY+EXERCISE+BOUNDARY
10 BARRIER OPTIONS 20 41% 3% 38 Search BARRIER+OPTIONS Search BARRIER+OPTIONS

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 AMERICAN OPTIONS 102 55% 8% 127
2 SWING OPTIONS 41 100% 1% 15
3 BARRIER OPTIONS 34 68% 2% 30
4 VALUING AMERICAN 27 92% 1% 11
5 ANALYTIC APPROXIMATION 20 52% 2% 27
6 ASIAN OPTIONS 19 51% 2% 27
7 PATH DEPENDENT OPTIONS 17 62% 1% 18
8 CRITICAL PRICE 17 100% 1% 8
9 JUMP DIFFUSION MODEL 14 42% 2% 25
10 EXERCISE BOUNDARY 14 100% 0% 7

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 JOURNAL OF COMPUTATIONAL FINANCE 12 31% 2% 31
2 MATHEMATICAL FINANCE 9 13% 4% 66
3 SIAM JOURNAL ON FINANCIAL MATHEMATICS 6 19% 2% 30
4 JOURNAL OF DERIVATIVES 5 17% 2% 30
5 FINANCE AND STOCHASTICS 5 11% 3% 41
6 REVIEW OF DERIVATIVES RESEARCH 5 22% 1% 19

Reviews


Title Publ. year Cit. Active references % act. ref.
to same field
Numerical methods for L,vy processes 2009 8 54 57%
Option pricing: Valuation models and applications 2004 59 126 35%
Gas storage valuation and optimization 2015 0 9 89%
OPTION EVALUATION TECHNIQUES BY PARALLEL PROCESSING - A REVIEW 1991 0 1 100%
On European and Asian option pricing in the generalized hyperbolic model 2005 3 30 17%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 ADV STUDIES FINANCE 5 34% 0.8% 12
2 ECON SCI QUANTITAT METHODS SEMEQ 4 75% 0.2% 3
3 DIPARTIMENTO SCI SOCIALI D SERRANI 2 33% 0.4% 6
4 UMR LAMA 8050 2 67% 0.1% 2
5 DIPARTIMENTO FINANZA IMP A MERCATI FINANZIARI 2 50% 0.2% 3
6 NEGE 2 50% 0.2% 3
7 PROJET MATHFI ENPC INRIA UMLV 2 50% 0.2% 3
8 DIPARTIMENTO SEMEQ 2 40% 0.3% 4
9 INFORMAT FINANCE MANAGEMENT 2 18% 0.7% 10
10 ADV FINANCE 1 50% 0.1% 2

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000273503 IMPLIED VOLATILITY//STOCHASTIC VOLATILITY//OPTION PRICING
2 0.0000159524 VARIABLE ANNUITIES//VARIABLE ANNUITY//INTEREST RATE GUARANTEES
3 0.0000148714 BOLD PLAY//RED AND BLACK//PRIMITIVE CASINO
4 0.0000116245 SINGULAR STOCHASTIC CONTROL//OPTIMAL STOPPING//REVERSIBLE INVESTMENT
5 0.0000089466 SKOROKHOD EMBEDDING PROBLEM//THE PRINCIPLE OF SMOOTH FIT//THE MAXIMALITY PRINCIPLE
6 0.0000087085 EXPECTATIONS HYPOTHESIS//TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES
7 0.0000083613 WEIGHTED MAX NORM//GENERALIZED SCHWARZ ALGORITHMS//PARABOLIC QUASI VARIATIONAL INEQUALITIES
8 0.0000079643 FUNDAMENTAL THEOREM OF ASSET PRICING//FINANCE AND STOCHASTICS//UTILITY MAXIMIZATION
9 0.0000075224 REAL OPTIONS//INVESTMENT UNDER UNCERTAINTY//REAL OPTION
10 0.0000066086 COHERENCE ESTIMATE//DOUBLY NONCENTRAL//GEOMETRIC REPRESENTATION FORMULAE