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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:

Pure jump models for pricing and hedging VIX derivatives
Jing Li, Lingfei Li, Gongqiu Zhang
Journal of Economic Dynamics and Control (2016) Vol. 74, pp. 28-55
Closed Access | Times Cited: 36

Showing 1-25 of 36 citing articles:

Error analysis of finite difference and Markov chain approximations for option pricing
Lingfei Li, Gongqiu Zhang
Mathematical Finance (2017) Vol. 28, Iss. 3, pp. 877-919
Closed Access | Times Cited: 54
Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps
Wei-Guo Zhang, Zhe Li, Yong-Jun Liu, et al.
Computational Economics (2020) Vol. 58, Iss. 2, pp. 483-515
Closed Access | Times Cited: 26
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Qi Wang, Zerong Wang
Journal of Banking & Finance (2020) Vol. 116, pp. 105845-105845
Closed Access | Times Cited: 24
A general method for analysis and valuation of drawdown risk
Gongqiu Zhang, Lingfei Li
Journal of Economic Dynamics and Control (2023) Vol. 152, pp. 104669-104669
Closed Access | Times Cited: 7
Markov chain approximation of one-dimensional sticky diffusions
Christian Meier, Lingfei Li, Gongqiu Zhang
Advances in Applied Probability (2021) Vol. 53, Iss. 2, pp. 335-369
Open Access | Times Cited: 16
Foundations and trends in option pricing models: a 45 years global examination based on bibliometric analysis
Nisha Nisha, Neha Puri, Namita Rajput, et al.
Qualitative Research in Financial Markets (2024) Vol. 16, Iss. 5, pp. 880-914
Closed Access | Times Cited: 1
A General Method for Analysis and Valuation of Drawdown Risk under Markov Models
Gongqiu Zhang, Lingfei Li
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 9
Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change
Zhigang Tong, Allen Liu
International Journal of Financial Engineering (2017) Vol. 04, Iss. 02n03, pp. 1750028-1750028
Closed Access | Times Cited: 9
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Zhigang Tong, Allen P. Liu
International Journal of Financial Engineering (2018) Vol. 05, Iss. 01, pp. 1850002-1850002
Closed Access | Times Cited: 9
Data-driven hedging of stock index options via deep learning
Jie Chen, Lingfei Li
Operations Research Letters (2023) Vol. 51, Iss. 4, pp. 408-413
Open Access | Times Cited: 3
Pricing VIX derivatives with infinite‐activity jumps
Jiling Cao, Xinfeng Ruan, Shu Su, et al.
Journal of Futures Markets (2019) Vol. 40, Iss. 3, pp. 329-354
Closed Access | Times Cited: 8
Power‐type derivatives for rough volatility with jumps
Liang Wang, Weixuan Xia
Journal of Futures Markets (2022) Vol. 42, Iss. 7, pp. 1369-1406
Open Access | Times Cited: 5
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps
Zhigang Tong, Dongping Hou, Jianhua Guan
Journal of Mathematical Finance (2019) Vol. 09, Iss. 01, pp. 25-41
Open Access | Times Cited: 7
A recursive pricing method for autocallables under multivariate subordination
Zhigang Tong
Quantitative Finance and Economics (2019) Vol. 3, Iss. 3, pp. 440-455
Open Access | Times Cited: 6
Modeling temperature and pricing weather derivatives based on subordinate Ornstein-Uhlenbeck processes
Zhigang Tong, Allen Liu
Green Finance (2020) Vol. 2, Iss. 1, pp. 1-19
Open Access | Times Cited: 5
A censored Ornstein–Uhlenbeck process for rainfall modeling and derivatives pricing
Zhigang Tong, Allen Liu
Physica A Statistical Mechanics and its Applications (2020) Vol. 566, pp. 125619-125619
Closed Access | Times Cited: 5
Option pricing in a subdiffusive constant elasticity of variance (CEV) model
Zhigang Tong, Allen Liu
International Journal of Financial Engineering (2019) Vol. 06, Iss. 02, pp. 1950018-1950018
Closed Access | Times Cited: 4
Pricing variance swaps under subordinated Jacobi stochastic volatility models
Zhigang Tong, Allen Liu
Physica A Statistical Mechanics and its Applications (2022) Vol. 593, pp. 126941-126941
Closed Access | Times Cited: 3
The valuation of barrier options under a threshold rough Heston model
Zhigang Tong, Allen Liu
Journal of Management Science and Engineering (2022) Vol. 8, Iss. 1, pp. 15-31
Open Access | Times Cited: 3
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
Bibliographic coupling of documents: An analysis of articles published in the derivative market
SUBEESH VK, K Liya
International Journal of Science and Research Archive (2024) Vol. 12, Iss. 2, pp. 3098-3110
Open Access
Volatility Index, Exchange Rate, Economic Growth On Stock Indexes
Asriani Junaid, Muslim Muslim, Wilda, et al.
Jurnal Akuntansi (2024) Vol. 28, Iss. 3, pp. 575-594
Open Access
PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS
Takuji Arai
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 08, pp. 1950043-1950043
Open Access | Times Cited: 3
Risk-sharing finance governance: Islamic vs conventional indexes option pricing
Haykel Hamdi, Jihed Majdoub
Managerial Finance (2018) Vol. 44, Iss. 5, pp. 540-550
Closed Access | Times Cited: 2
A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps
Yang Li, Yaolei Wang, Taitao Feng, et al.
Mathematics (2021) Vol. 9, Iss. 3, pp. 224-224
Open Access | Times Cited: 2
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