Class information for:
Level 2: OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
1230 8583 28.3 43%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 3)


ID, lev.
above		 Publications Label for level above
193 49883 INSURANCE MATHEMATICS & ECONOMICS//STATISTICS & PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Classes in level below (level 1)


ID, lev. below Publications Label for level below
3481 1895 EXPECTATIONS HYPOTHESIS//TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES
3755 1838 IMPLIED VOLATILITY//STOCHASTIC VOLATILITY//OPTION PRICING
4285 1737 CREDIT RISK//JOURNAL OF CREDIT RISK//CREDIT DEFAULT SWAPS
5751 1514 AMERICAN OPTIONS//AMERICAN OPTION//OPTION PRICING
6070 1467 REAL OPTIONS//INVESTMENT UNDER UNCERTAINTY//REAL OPTION
30855 132 COHERENCE ESTIMATE//DOUBLY NONCENTRAL//GEOMETRIC REPRESENTATION FORMULAE

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 OPTION PRICING Author keyword 292 47% 5% 454
2 REAL OPTIONS Author keyword 211 38% 5% 435
3 AMERICAN OPTIONS Author keyword 171 69% 2% 147
4 TERM STRUCTURE Author keyword 122 56% 2% 148
5 JOURNAL OF DERIVATIVES Journal 122 65% 1% 117
6 EXPECTATIONS HYPOTHESIS Author keyword 111 88% 1% 52
7 STOCHASTIC VOLATILITY Author keyword 106 34% 3% 257
8 QUANTITATIVE FINANCE Journal 106 28% 4% 320
9 IMPLIED VOLATILITY Author keyword 104 57% 1% 122
10 CREDIT RISK Author keyword 94 30% 3% 267

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 OPTION PRICING 292 47% 5% 454 Search OPTION+PRICING Search OPTION+PRICING
2 REAL OPTIONS 211 38% 5% 435 Search REAL+OPTIONS Search REAL+OPTIONS
3 AMERICAN OPTIONS 171 69% 2% 147 Search AMERICAN+OPTIONS Search AMERICAN+OPTIONS
4 TERM STRUCTURE 122 56% 2% 148 Search TERM+STRUCTURE Search TERM+STRUCTURE
5 EXPECTATIONS HYPOTHESIS 111 88% 1% 52 Search EXPECTATIONS+HYPOTHESIS Search EXPECTATIONS+HYPOTHESIS
6 STOCHASTIC VOLATILITY 106 34% 3% 257 Search STOCHASTIC+VOLATILITY Search STOCHASTIC+VOLATILITY
7 IMPLIED VOLATILITY 104 57% 1% 122 Search IMPLIED+VOLATILITY Search IMPLIED+VOLATILITY
8 CREDIT RISK 94 30% 3% 267 Search CREDIT+RISK Search CREDIT+RISK
9 AMERICAN OPTION 84 63% 1% 84 Search AMERICAN+OPTION Search AMERICAN+OPTION
10 TERM STRUCTURE OF INTEREST RATES 63 51% 1% 89 Search TERM+STRUCTURE+OF+INTEREST+RATES Search TERM+STRUCTURE+OF+INTEREST+RATES

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 TERM STRUCTURE 485 44% 10% 846
2 STOCHASTIC VOLATILITY 294 45% 6% 488
3 VALUATION 248 21% 12% 1062
4 INTEREST RATES 216 29% 7% 628
5 CURRENCY OPTIONS 172 74% 1% 128
6 AMERICAN OPTIONS 144 63% 2% 145
7 OPTIONS 144 18% 8% 714
8 CONTINGENT CLAIMS 143 49% 2% 214
9 TERM STRUCTURE MODELS 133 73% 1% 101
10 IMPLIED VOLATILITY 123 66% 1% 113

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 DERIVATIVES 122 65% 1% 117
2 QUANTITATIVE FINANCE 106 28% 4% 320
3 JOURNAL OF CREDIT RISK 94 73% 1% 72
4 MATHEMATICAL FINANCE 82 36% 2% 183
5 JOURNAL OF COMPUTATIONAL FINANCE 77 68% 1% 68
6 JOURNAL OF FUTURES MARKETS 73 20% 4% 329
7 REVIEW OF DERIVATIVES RESEARCH 69 68% 1% 60
8 JOURNAL OF BANKING & FINANCE 63 12% 6% 492
9 FINANCE AND STOCHASTICS 42 31% 1% 114
10 SIAM JOURNAL ON FINANCIAL MATHEMATICS 39 43% 1% 69

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
Valuing Chinese feed-in tariffs program for solar power generation: A real options analysis 2013 5 21 71%
The use of real options approach in energy sector investments 2011 14 38 82%
Term structure dynamics in theory and reality 2003 82 74 97%
Volatility Derivatives 2009 23 16 88%
Application of an advanced real options approach for renewable energy generation projects planning 2011 14 9 67%
Real options theory applied to electricity generation projects: A review 2013 4 27 67%
EXAMINING WHAT BEST EXPLAINS CORPORATE CREDIT RISK: ACCOUNTING-BASED VERSUS MARKET-BASED MODELS 2014 1 31 84%
A real option model for renewable energy policy evaluation with application to solar PV power generation in China 2014 1 34 79%
Interest rate term structure modelling 2011 5 7 100%
Credit risk modeling with affine processes 2005 30 42 95%

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 13 51% 0.2% 18
2 MATH INGN FINANCIERE 9 83% 0.1% 5
3 STUDY FINANCE INSURANCE 8 48% 0.1% 12
4 FINANCIAL ENGN 7 15% 0.5% 41
5 FINANCE DISCIPLINE GRP 7 31% 0.2% 18
6 DIPARTIMENTO SCI SOCIALI D SERRANI 6 50% 0.1% 9
7 MATEMATES 6 58% 0.1% 7
8 ACTUARIAL STUDIES 6 17% 0.4% 32
9 SALOMON 6 50% 0.1% 8
10 UNIV ECON SOCIAL ANAL 6 100% 0.0% 4

Related classes at same level (level 2)


Rank Relatedness score Related classes
1 0.0000020995 VISCOSITY SOLUTIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
2 0.0000020469 INSURANCE MATHEMATICS & ECONOMICS//JOURNAL OF RISK AND INSURANCE//ASTIN BULLETIN
3 0.0000015514 LONG MEMORY//JOURNAL OF TIME SERIES ANALYSIS//JOURNAL OF ECONOMETRICS
4 0.0000015078 JOURNAL OF BANKING & FINANCE//DEPOSIT INSURANCE//JOURNAL OF FINANCIAL STABILITY
5 0.0000015041 BUSINESS, FINANCE//JOURNAL OF FINANCE//JOURNAL OF FINANCIAL ECONOMICS
6 0.0000010227 JOURNAL OF ECONOMIC DYNAMICS & CONTROL//INDETERMINACY//JOURNAL OF ECONOMIC THEORY
7 0.0000009306 JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS//REAL ESTATE ECONOMICS//JOURNAL OF HOUSING ECONOMICS
8 0.0000008226 JOURNAL OF INTERNATIONAL MONEY AND FINANCE//MONETARY POLICY//JOURNAL OF MONEY CREDIT AND BANKING
9 0.0000007596 MALLIAVIN CALCULUS//FRACTIONAL BROWNIAN MOTION//STOCHASTIC PROCESSES AND THEIR APPLICATIONS
10 0.0000007132 STOCHASTIC PROGRAMMING//ROBUST OPTIMIZATION//BRANCH AND FIX COORDINATION