OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Smiling twice: The Heston++ model
Claudio Pacati, Gabriele Pompa, Roberto Renò
Journal of Banking & Finance (2018) Vol. 96, pp. 185-206
Open Access | Times Cited: 42
Claudio Pacati, Gabriele Pompa, Roberto Renò
Journal of Banking & Finance (2018) Vol. 96, pp. 185-206
Open Access | Times Cited: 42
Showing 26-50 of 42 citing articles:
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou Zhi-qiang, Wei Xu, Alexey Rubtsov
International Journal of Finance & Economics (2022)
Closed Access | Times Cited: 3
Zhou Zhi-qiang, Wei Xu, Alexey Rubtsov
International Journal of Finance & Economics (2022)
Closed Access | Times Cited: 3
GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices
Yannick Dillschneider, Raimond Maurer
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Yannick Dillschneider, Raimond Maurer
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
Daniel Guterding
The Journal of Finance and Data Science (2021) Vol. 7, pp. 126-142
Open Access | Times Cited: 4
Daniel Guterding
The Journal of Finance and Data Science (2021) Vol. 7, pp. 126-142
Open Access | Times Cited: 4
Unmasking stochastic volatility in discontinuous continuity approximations and extracting $ VIX $ optionality directly from $ SPX $ implied volatilities
Dilip B. Madan, King Wang
Frontiers of Mathematical Finance (2024) Vol. 4, pp. 1-24
Closed Access
Dilip B. Madan, King Wang
Frontiers of Mathematical Finance (2024) Vol. 4, pp. 1-24
Closed Access
On general semi-closed-form solutions for VIX derivative pricing
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
Quantitative Finance (2024) Vol. 24, Iss. 12, pp. 1875-1882
Closed Access
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
Quantitative Finance (2024) Vol. 24, Iss. 12, pp. 1875-1882
Closed Access
Rough multi-factor volatility for SPX and VIX options
Antoine Jacquier, Aitor Muguruza, Alexandre Pannier
Advances in Applied Probability (2024), pp. 1-42
Open Access
Antoine Jacquier, Aitor Muguruza, Alexandre Pannier
Advances in Applied Probability (2024), pp. 1-42
Open Access
Quantifying Uncertainty: Potential Medical Applications of the Heston Model of Financial Stochastic Volatility
Thomas F Heston
(2024), pp. 92-103
Open Access
Thomas F Heston
(2024), pp. 92-103
Open Access
An orthogonal expansion approach to joint SPX and VIX calibration in affine stochastic volatility models with jumps
Thomas K. Kloster, Elisa Nicolato
Quantitative Finance (2024), pp. 1-27
Open Access
Thomas K. Kloster, Elisa Nicolato
Quantitative Finance (2024), pp. 1-27
Open Access
Inversion of Convex Ordering in the VIX Market
Julien Guyon
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Julien Guyon
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 3
Research on the Efficacy of the iVIX Index Based on VIX Pricing
W. Huang, Nan Zhang, Yong Chen, et al.
Emerging Markets Finance and Trade (2023) Vol. 60, Iss. 8, pp. 1670-1690
Closed Access | Times Cited: 1
W. Huang, Nan Zhang, Yong Chen, et al.
Emerging Markets Finance and Trade (2023) Vol. 60, Iss. 8, pp. 1670-1690
Closed Access | Times Cited: 1
Consistent time‐homogeneous modeling of SPX and VIX derivatives
Andrew C. Papanicolaou
Mathematical Finance (2022) Vol. 32, Iss. 3, pp. 907-940
Open Access | Times Cited: 2
Andrew C. Papanicolaou
Mathematical Finance (2022) Vol. 32, Iss. 3, pp. 907-940
Open Access | Times Cited: 2
A new class of multidimensional Wishart-based hybrid models
Gaetano La Bua, Daniele Marazzina
Decisions in Economics and Finance (2021) Vol. 45, Iss. 1, pp. 209-239
Open Access | Times Cited: 2
Gaetano La Bua, Daniele Marazzina
Decisions in Economics and Finance (2021) Vol. 45, Iss. 1, pp. 209-239
Open Access | Times Cited: 2
Calibration in the “real world” of a partially specified stochastic volatility model
Lorella Fatone, Francesca Marıanı, Francesco Zirilli
Journal of Futures Markets (2023) Vol. 44, Iss. 1, pp. 75-102
Open Access
Lorella Fatone, Francesca Marıanı, Francesco Zirilli
Journal of Futures Markets (2023) Vol. 44, Iss. 1, pp. 75-102
Open Access
On General Semi-Closed-Form Solutions for VIX Derivative Pricing
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
SSRN Electronic Journal (2023)
Closed Access
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
SSRN Electronic Journal (2023)
Closed Access
Unmasking stochastic volatility in discontinuous continuity approximations and extracting VIX optionality directly from SPX implied volatilities.
Dilip B. Madan, King Wang
SSRN Electronic Journal (2023)
Closed Access
Dilip B. Madan, King Wang
SSRN Electronic Journal (2023)
Closed Access
Joint Modelling and Calibration of SPX and VIX by Optimal Transport
Ivan Guo, Grégoire Loeper, Jan Obłój, et al.
arXiv (Cornell University) (2020)
Closed Access
Ivan Guo, Grégoire Loeper, Jan Obłój, et al.
arXiv (Cornell University) (2020)
Closed Access
The VIX Future in Bergomi Models: Analytic Expansions and Joint Calibration with S&P 500 Skew
Julien Guyon
SSRN Electronic Journal (2020)
Closed Access
Julien Guyon
SSRN Electronic Journal (2020)
Closed Access
