Open Access Helper

OpenAlex Citation Counts

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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:

Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Julien Guyon
Finance and Stochastics (2023) Vol. 28, Iss. 1, pp. 27-79
Closed Access | Times Cited: 5

Showing 5 citing articles:

The rough Hawkes Heston stochastic volatility model
Alessandro Bondi, Sergio Pulido, Simone Scotti
Mathematical Finance (2024) Vol. 34, Iss. 4, pp. 1197-1241
Open Access | Times Cited: 9
Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration
Bing Dong, Wei Xu, Zhenyu Cui
Journal of Futures Markets (2025)
Open Access
Pricing and calibration in the 4-factor path-dependent volatility model
Guido Gazzani, Julien Guyon
Quantitative Finance (2025), pp. 1-19
Closed Access
Pricing and Calibration in the 4-Factor Path-Dependent Volatility Model
Guido Gazzani, Julien Guyon
(2024)
Open Access | Times Cited: 1
Fast Exact Joint S&P 500/VIX Smile Calibration in Discrete and Continuous Time
Julien Guyon, Florian Bourgey
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
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