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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:

The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications
Maria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, et al.
European Journal of Operational Research (2020) Vol. 293, Iss. 1, pp. 336-360
Open Access | Times Cited: 16

Showing 16 citing articles:

A stochastic liquidity risk model with stochastic volatility and its applications to option pricing
Xin‐Jiang He, Sha Lin
Stochastic Models (2024), pp. 1-20
Closed Access | Times Cited: 11
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
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models
Yuping Song, Xiaolong Tang, Hemin Wang, et al.
Journal of Forecasting (2022) Vol. 42, Iss. 1, pp. 51-59
Closed Access | Times Cited: 30
Fifty years at the interface between financial modeling and operations research
Frank J. Fabozzi, Maria Cristina Recchioni, Roberto Renò
European Journal of Operational Research (2025)
Closed Access
Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility
Ke Wang, Xunxiang Guo
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1543-1573
Closed Access | Times Cited: 4
An efficient and provable sequential quadratic programming method for American and swing option pricing
Jinye Shen, Weizhang Huang, Jingtang Ma
European Journal of Operational Research (2023) Vol. 316, Iss. 1, pp. 19-35
Open Access | Times Cited: 4
Change of measure in a Heston–Hawkes stochastic volatility model
David Baños, Salvador Ortiz-Latorre, Oriol Zamora Font
Advances in Applied Probability (2024) Vol. 56, Iss. 4, pp. 1370-1399
Open Access | Times Cited: 1
Simulation schemes for the Heston model with Poisson conditioning
Jaehyuk Choi, Yue Kuen Kwok
European Journal of Operational Research (2023) Vol. 314, Iss. 1, pp. 363-376
Open Access | Times Cited: 3
Exact Simulation of the Multifactor Ornstein–Uhlenbeck Driven Stochastic Volatility Model
Riccardo Brignone
SIAM Journal on Scientific Computing (2024) Vol. 46, Iss. 3, pp. A1441-A1460
Closed Access
A GPU-accelerated Neural Networks Approximation Scheme for Heston Option Pricing Model
Xu Dong Zhang Shao-Wei, Chen Huanghao, Yang Wang, et al.
2022 IEEE International Conference on Industrial Technology (ICIT) (2024) Vol. 7, pp. 1-8
Closed Access
The impact of volatility regime dynamics on option pricing
Shican Liu, Qing Li, Shuiyong Fan
The North American Journal of Economics and Finance (2024), pp. 102352-102352
Closed Access
Variance swaps with mean reversion and multi-factor variance
Bin Wu, Pengzhan Chen, Wuyi Ye
European Journal of Operational Research (2023) Vol. 315, Iss. 1, pp. 191-212
Closed Access | Times Cited: 1
COMPARING GAUSSIAN AND EPANECHNIKOV KERNEL OF NONPARAMETRIC REGRESSION IN FORECASTING ISSI (INDONESIA SHARIA STOCK INDEX)
Yuniar Farida, Ida Purwanti, Nurissaidah Ulinnuha
BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN (2022) Vol. 16, Iss. 1, pp. 323-332
Open Access | Times Cited: 1
Parameter identification for portfolio optimization with a slow stochastic factor
Lei Hu, XU Ding-hua
Journal of Inverse and Ill-Posed Problems (2022)
Closed Access | Times Cited: 1
Simulation schemes for the Heston model with Poisson conditioning
Jaehyuk Choi, Yue Kuen Kwok
arXiv (Cornell University) (2023)
Open Access
Simulation Schemes for the Heston Model With Poisson Conditioning
Jaehyuk Choi, Yue Kuen Kwok
SSRN Electronic Journal (2022)
Open Access
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