Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Consistent pricing of VIX and equity derivatives with the 4/2 stochastic volatility plus jumps model
Wei Lin, Shenghong Li, Xingguo Luo, et al.
Journal of Mathematical Analysis and Applications (2016) Vol. 447, Iss. 2, pp. 778-797
Open Access | Times Cited: 19

Showing 19 citing articles:

Optimal investment strategy in the family of 4/2 stochastic volatility models
Yuyang Cheng, Marcos Escobar‐Anel
Quantitative Finance (2021) Vol. 21, Iss. 10, pp. 1723-1751
Closed Access | Times Cited: 27
Unified Moment-Based Modeling of Integrated Stochastic Processes
Ioannis Kyriakou, Riccardo Brignone, Gianluca Fusai
Operations Research (2023) Vol. 72, Iss. 4, pp. 1630-1653
Open Access | Times Cited: 7
Instantaneous squared VIX and VIX derivatives
Xingguo Luo, Jin E. Zhang, Wenjun Zhang
Journal of Futures Markets (2019) Vol. 39, Iss. 10, pp. 1193-1213
Closed Access | Times Cited: 19
A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions
Yuyang Cheng, Marcos Escobar‐Anel
Quantitative Finance (2023) Vol. 23, Iss. 3, pp. 497-519
Closed Access | Times Cited: 5
Robust portfolio choice under the 4/2 stochastic volatility model
Yuyang Cheng, Marcos Escobar‐Anel
IMA Journal of Management Mathematics (2021) Vol. 34, Iss. 1, pp. 221-256
Closed Access | Times Cited: 12
EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE
Ben-zhang Yang, Yue Jia, Nan‐jing Huang
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 04, pp. 1950016-1950016
Closed Access | Times Cited: 11
Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks
Yumo Zhang
Optimization (2022) Vol. 72, Iss. 12, pp. 2951-2988
Closed Access | Times Cited: 7
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps
Alessandra Cretarola, Gianna Figà‐Talamanca, Marco Patacca
Applied Stochastic Models in Business and Industry (2023)
Open Access | Times Cited: 2
Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility
Thiago Ramos Almeida
Research in International Business and Finance (2024) Vol. 70, pp. 102337-102337
Closed Access
A novel term-structure-based Heston model for implied volatility surface
Youfa Sun, Gong Yishan, Xinyuan Wang, et al.
International Journal of Computer Mathematics (2024) Vol. 101, Iss. 6, pp. 577-600
Closed Access
Pricing VIX derivatives with free stochastic volatility model
Wei Lin, Shenghong Li, Shane Chern, et al.
Review of Derivatives Research (2018) Vol. 22, Iss. 1, pp. 41-75
Closed Access | Times Cited: 3
Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model
Hiroaki Hata, Kazuhiro Yasuda
Mathematical Control and Related Fields (2022) Vol. 14, Iss. 1, pp. 16-50
Open Access | Times Cited: 2
Mean-Reverting 4/2 Principal Components Model. Financial Applications
Marcos Escobar‐Anel, Zhenxian Gong
Risks (2021) Vol. 9, Iss. 8, pp. 141-141
Open Access | Times Cited: 2
Unified Moment-Based Modelling of Integrated Stochastic Processes
Ioannis Kyriakou, Riccardo Brignone, Gianluca Fusai
SSRN Electronic Journal (2021)
Open Access | Times Cited: 2
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Changfu Ma, Wei Xu, Yue Kuen Kwok
International Journal of Financial Engineering (2020) Vol. 07, Iss. 01, pp. 2050003-2050003
Closed Access | Times Cited: 1
Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach
Yumo Zhang
Decisions in Economics and Finance (2022) Vol. 46, Iss. 1, pp. 97-128
Closed Access | Times Cited: 1
Analytical Solvability and Exact Simulation of Stochastic Volatility Models with Jumps
Pingping Zeng, Ziqing Xu, Pingping Jiang, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
The Study on the Hedge Performance of VKOSPI Futures
Seong Ju Moon, 김희성
Korean Journal of Financial Engineering (2018) Vol. 17, Iss. 2, pp. 1-21
Open Access
An Ornstein–Uhlenbeck Model with the Stochastic Volatility Process and Tempered Stable Process for VIX Option Pricing
Yutong Yan, Wei Zhang, Yahua Yin, et al.
Mathematical Problems in Engineering (2022) Vol. 2022, pp. 1-14
Open Access
Page 1

Scroll to top