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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:

A data-driven framework for consistent financial valuation and risk measurement
Zhenyu Cui, Justin Kirkby, Duy Nguyen
European Journal of Operational Research (2020) Vol. 289, Iss. 1, pp. 381-398
Closed Access | Times Cited: 26

Showing 1-25 of 26 citing articles:

A review of the operations literature on real options in energy
Selvaprabu Nadarajah, Nicola Secomandi
European Journal of Operational Research (2022) Vol. 309, Iss. 2, pp. 469-487
Open Access | Times Cited: 27
Nonlinear connectedness of conventional crypto-assets and sustainable crypto-assets with climate change: A complex systems modelling approach
Mushtaq Hussain Khan, Shreya Macherla, Angesh Anupam
PLoS ONE (2025) Vol. 20, Iss. 2, pp. e0318647-e0318647
Open Access
Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model
Yayun Wang, Zhimin Zhang, Wenguang Yu
Applied Mathematics and Computation (2021) Vol. 399, pp. 126031-126031
Closed Access | Times Cited: 20
Un acercamiento a las metodologías para la valoración financiera: análisis bibliométrico y revisión sistemática de literatura
Campo Elías López Rodríguez, Carolina Velásquez-Lizcano, Jenny Marcela Fajardo-Sierra, et al.
RAN Revistas Academia y Negocios (2024) Vol. 10, Iss. 1, pp. 36-52
Open Access | Times Cited: 2
Adaptive Nonparametric Density Estimation with B-Spline Bases
Yanchun Zhao, Mengzhu Zhang, Qian Ni, et al.
Mathematics (2023) Vol. 11, Iss. 2, pp. 291-291
Open Access | Times Cited: 6
The return barrier and return timer option with pricing under Lévy processes
Justin Kirkby, Jean-Philippe Aguilar
Expert Systems with Applications (2023) Vol. 233, pp. 120920-120920
Closed Access | Times Cited: 6
Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method
Justin Kirkby, Álvaro Leitao, Duy Nguyen
Computational Statistics & Data Analysis (2021) Vol. 159, pp. 107202-107202
Closed Access | Times Cited: 14
RETRACTED ARTICLE: Financial risk assessment to improve the accuracy of financial prediction in the internet financial industry using data analytics models
Guansan Du, Frank Elston
Operations Management Research (2022) Vol. 15, Iss. 3-4, pp. 925-940
Open Access | Times Cited: 9
Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection
Benxuan Shi, Zhimin Zhang
Communications in Nonlinear Science and Numerical Simulation (2020) Vol. 95, pp. 105651-105651
Closed Access | Times Cited: 12
The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins
Mahmut Bağcı, Pınar Kaya Soylu, Selçuk KIRAN
Computational Economics (2024)
Closed Access | Times Cited: 1
pymle: A Python Package for Maximum Likelihood Estimation and Simulation of Stochastic Differential Equations
Justin Kirkby, Dang H. Nguyen, Duy Nguyen, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
SINH-Acceleration for B-Spline Projection with Option Pricing Applications
Svetlana Boyarchenko, Sergei Levendorskiı̌, Justin Kirkby, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 10
Smiles & smirks: Volatility and leverage by jumps
Laura Ballotta, Grégory Rayée
European Journal of Operational Research (2021) Vol. 298, Iss. 3, pp. 1145-1161
Open Access | Times Cited: 8
From Stochastic to Rough Volatility: A New Deep Learning Perspective on Hedging
Qinwen Zhu, Xundi Diao
Fractal and Fractional (2023) Vol. 7, Iss. 3, pp. 225-225
Open Access | Times Cited: 3
Spline local basis methods for nonparametric density estimation
Justin Kirkby, Álvaro Leitao, Duy Nguyen
Statistics Surveys (2023) Vol. 17, Iss. none
Open Access | Times Cited: 2
Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil
Yanqiong Liu, Zhenghui Li, Yanyan Yao, et al.
Energies (2021) Vol. 14, Iss. 13, pp. 4063-4063
Open Access | Times Cited: 5
SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS
Svetlana Boyarchenko, Sergei Levendorskiı̌, J. LARS KYRKBY, et al.
International Journal of Theoretical and Applied Finance (2021) Vol. 24, Iss. 08
Open Access | Times Cited: 5
Real Options in Energy: A Guided Analysis of the Operations Literature
Selvaprabu Nadarajah, Nicola Secomandi
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 5
Financial statements of companies as an object of investment valuation in the context of global economic uncertainty
E. Voronova, Yuliya A. LUKINA
International Accounting (2022) Vol. 25, pp. 1155-1178
Closed Access | Times Cited: 3
Closed-form option pricing for exponential Lévy models: a residue approach
Jean-Philippe Aguilar, Justin Kirkby
Quantitative Finance (2022) Vol. 23, Iss. 2, pp. 251-278
Closed Access | Times Cited: 3
Nonparametric density estimation with nonuniform B-spline bases
Xuhui Wang, Yanchun Zhao, Qian Ni, et al.
Journal of Computational and Applied Mathematics (2023) Vol. 440, pp. 115648-115648
Closed Access | Times Cited: 1
From Stochastic to Rough Volatility: A New Deep Learning Perspective on the Hedging
Qinwen Zhu, Chongfeng Wu, Xundi Diao
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 2
Closed-form option pricing for exponential Lévy models: a residue approach
Jean-Philippe Aguilar, Justin Kirkby
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
A Semi-Closed Form Approximation of Arbitrage-Free Call Option Price Surface
Arindam Kundu, Sumit Kumar, Nutan Kumar Tomar
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1431-1457
Closed Access
Delta Hedging and Volatility-Price Elasticity: A Two-Step Approach
Peng Zhu, Xia Kun, Xuewei Yang
SSRN Electronic Journal (2020)
Closed Access
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