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:
Pricing VIX options with volatility clustering
Bo Jing, Shenghong Li, Yong Ma
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 928-944
Closed Access | Times Cited: 10
Bo Jing, Shenghong Li, Yong Ma
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 928-944
Closed Access | Times Cited: 10
Showing 10 citing articles:
Pricing VIX options with realized volatility
Chen Tong, Zhuo Huang
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1180-1200
Closed Access | Times Cited: 12
Chen Tong, Zhuo Huang
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1180-1200
Closed Access | Times Cited: 12
GARCH pricing and hedging of VIX options
Qiang Liu, Yuhan Jiao, Shuxin Guo
Journal of Futures Markets (2022) Vol. 42, Iss. 6, pp. 1039-1066
Closed Access | Times Cited: 4
Qiang Liu, Yuhan Jiao, Shuxin Guo
Journal of Futures Markets (2022) Vol. 42, Iss. 6, pp. 1039-1066
Closed Access | Times Cited: 4
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure
Wuyi Ye, Bin Wu, Pengzhan Chen
Probability in the Engineering and Informational Sciences (2022) Vol. 37, Iss. 1, pp. 245-274
Closed Access | Times Cited: 3
Wuyi Ye, Bin Wu, Pengzhan Chen
Probability in the Engineering and Informational Sciences (2022) Vol. 37, Iss. 1, pp. 245-274
Closed Access | Times Cited: 3
Do VIX futures contribute to the valuation of VIX options?
Chen Tong, Zhuo Huang, Tianyi Wang
Journal of Futures Markets (2021) Vol. 42, Iss. 9, pp. 1644-1664
Closed Access | Times Cited: 4
Chen Tong, Zhuo Huang, Tianyi Wang
Journal of Futures Markets (2021) Vol. 42, Iss. 9, pp. 1644-1664
Closed Access | Times Cited: 4
Skewness and Option Prices under Stochastic Volatility Models: The Role of Shot-Noise Jumps
Wei Lin, Pakorn Aschakulporn, Yifan Ye, et al.
SSRN Electronic Journal (2024)
Closed Access
Wei Lin, Pakorn Aschakulporn, Yifan Ye, et al.
SSRN Electronic Journal (2024)
Closed Access
Pricing VIX options based on mean-reverting models driven by information
Yahua Yin, Fumin Zhu, Zun-Xin Zheng
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102203-102203
Closed Access
Yahua Yin, Fumin Zhu, Zun-Xin Zheng
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102203-102203
Closed Access
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
Zhiyu Guo, Zhuo Huang, Chen Tong
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1832-1847
Closed Access
Zhiyu Guo, Zhuo Huang, Chen Tong
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1832-1847
Closed Access
Research on Chinese Stock Market during COVID-19—Based on Random Matrix Theory
YaoJie Wu, Tianhui Fang
Complexity (2023) Vol. 2023, pp. 1-16
Open Access | Times Cited: 1
YaoJie Wu, Tianhui Fang
Complexity (2023) Vol. 2023, pp. 1-16
Open Access | Times Cited: 1
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
Pricing VIX Options with Realized Volatility
Chen Tong, Zhuo Huang
SSRN Electronic Journal (2020)
Closed Access
Chen Tong, Zhuo Huang
SSRN Electronic Journal (2020)
Closed Access
