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:
Exchange options under clustered jump dynamics
Yong Ma, Dongtao Pan, Tianyang Wang
Quantitative Finance (2020) Vol. 20, Iss. 6, pp. 949-967
Open Access | Times Cited: 17
Yong Ma, Dongtao Pan, Tianyang Wang
Quantitative Finance (2020) Vol. 20, Iss. 6, pp. 949-967
Open Access | Times Cited: 17
Showing 17 citing articles:
Hawkes jump-diffusions and finance: a brief history and review
Alan G. Hawkes
European Journal of Finance (2020) Vol. 28, Iss. 7, pp. 627-641
Open Access | Times Cited: 33
Alan G. Hawkes
European Journal of Finance (2020) Vol. 28, Iss. 7, pp. 627-641
Open Access | Times Cited: 33
A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
Jiwook Jang, Rosy Oh
Annals of Actuarial Science (2020) Vol. 15, Iss. 3, pp. 623-644
Closed Access | Times Cited: 14
Jiwook Jang, Rosy Oh
Annals of Actuarial Science (2020) Vol. 15, Iss. 3, pp. 623-644
Closed Access | Times Cited: 14
Structural credit risk models with stochastic default barriers and jump clustering using Hawkes jump-diffusion processes
Puneet Pasricha, Dharmaraja Selvamuthu, Paola Tardelli
OPSEARCH (2024)
Open Access | Times Cited: 1
Puneet Pasricha, Dharmaraja Selvamuthu, Paola Tardelli
OPSEARCH (2024)
Open Access | Times Cited: 1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Zelei Li, Dan Tang, Xingchun Wang
European Journal of Finance (2022) Vol. 29, Iss. 12, pp. 1406-1431
Closed Access | Times Cited: 7
Zelei Li, Dan Tang, Xingchun Wang
European Journal of Finance (2022) Vol. 29, Iss. 12, pp. 1406-1431
Closed Access | Times Cited: 7
An analytical approach to the pricing of an exchange option with default risk under a stochastic volatility model
Jaegi Jeon, Jeonggyu Huh, Geonwoo Kim
Advances in Continuous and Discrete Models (2023) Vol. 2023, Iss. 1
Open Access | Times Cited: 2
Jaegi Jeon, Jeonggyu Huh, Geonwoo Kim
Advances in Continuous and Discrete Models (2023) Vol. 2023, Iss. 1
Open Access | Times Cited: 2
A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics
Len Patrick Dominic M. Garces, Gerald H. L. Cheang
Quantitative Finance (2021) Vol. 21, Iss. 12, pp. 2025-2054
Open Access | Times Cited: 5
Len Patrick Dominic M. Garces, Gerald H. L. Cheang
Quantitative Finance (2021) Vol. 21, Iss. 12, pp. 2025-2054
Open Access | Times Cited: 5
A Consistent and Robust Test for Autocorrelated Jump Occurrences
Simon Kwok
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 157-186
Closed Access | Times Cited: 3
Simon Kwok
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 157-186
Closed Access | Times Cited: 3
Pricing exchange options under hybrid stochastic volatility and interest rate models
Ke Zhou
Journal of Computational and Applied Mathematics (2024) Vol. 457, pp. 116261-116261
Closed Access
Ke Zhou
Journal of Computational and Applied Mathematics (2024) Vol. 457, pp. 116261-116261
Closed Access
Pricing options on the maximum or the minimum of several assets with default risk
Jiayi Zhang, Ke Zhou
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102272-102272
Closed Access
Jiayi Zhang, Ke Zhou
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102272-102272
Closed Access
The valuation of arithmetic Asian options with mean reversion and jump clustering
Shiyu Song
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102059-102059
Closed Access | Times Cited: 1
Shiyu Song
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102059-102059
Closed Access | Times Cited: 1
Pricing path-dependent options under the Hawkes jump diffusion process
Xingchun Wang
Journal of Industrial and Management Optimization (2022) Vol. 19, Iss. 3, pp. 1911-1930
Open Access | Times Cited: 2
Xingchun Wang
Journal of Industrial and Management Optimization (2022) Vol. 19, Iss. 3, pp. 1911-1930
Open Access | Times Cited: 2
A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics
Len Patrick Dominic M. Garces, Gerald H. L. Cheang
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Len Patrick Dominic M. Garces, Gerald H. L. Cheang
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Modeling Clusters in Streamflow Time Series Based on an Affine Process
Hidekazu Yoshioka, Yumi Yoshioka
Smart innovation, systems and technologies (2022), pp. 379-385
Closed Access | Times Cited: 1
Hidekazu Yoshioka, Yumi Yoshioka
Smart innovation, systems and technologies (2022), pp. 379-385
Closed Access | Times Cited: 1
Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity
Hui Qu, Tianyang Wang, Peng Shangguan, et al.
Journal of Futures Markets (2023) Vol. 44, Iss. 2, pp. 218-251
Closed Access
Hui Qu, Tianyang Wang, Peng Shangguan, et al.
Journal of Futures Markets (2023) Vol. 44, Iss. 2, pp. 218-251
Closed Access
The Paradoxical Prices of Options
Gianluca Marcato, Tumellano Sebehela
Review of Pacific Basin Financial Markets and Policies (2022) Vol. 25, Iss. 02
Open Access
Gianluca Marcato, Tumellano Sebehela
Review of Pacific Basin Financial Markets and Policies (2022) Vol. 25, Iss. 02
Open Access
The Theory of Uncertaintism
Tumellano Sebehela
Review of Pacific Basin Financial Markets and Policies (2021) Vol. 24, Iss. 03, pp. 2150025-2150025
Closed Access
Tumellano Sebehela
Review of Pacific Basin Financial Markets and Policies (2021) Vol. 24, Iss. 03, pp. 2150025-2150025
Closed Access
