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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:

Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
Blanka Horvath, Aitor Muguruza, Mehdi Tomas
Quantitative Finance (2020) Vol. 21, Iss. 1, pp. 11-27
Open Access | Times Cited: 101

Showing 1-25 of 101 citing articles:

CORRECT IMPLIED VOLATILITY SHAPES AND RELIABLE PRICING IN THE ROUGH HESTON MODEL
Svetlana Boyarchenko, Sergei Levendorskiı̌
(2025)
Open Access | Times Cited: 1
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Sigurd Emil Rømer
Quantitative Finance (2022) Vol. 22, Iss. 10, pp. 1805-1838
Open Access | Times Cited: 28
Applications of fractional gradient descent method with adaptive momentum in BP neural networks
Xiaohui Han, Jianping Dong
Applied Mathematics and Computation (2023) Vol. 448, pp. 127944-127944
Closed Access | Times Cited: 19
Reinforcement learning with dynamic convex risk measures
Anthony Coache, Sebastian Jaimungal
Mathematical Finance (2023) Vol. 34, Iss. 2, pp. 557-587
Open Access | Times Cited: 13
Financial Risk Early Warning Model for Listed Companies Using BP Neural Network and Rough Set Theory
Tianfeng Liu, Yang Li
IEEE Access (2024) Vol. 12, pp. 27456-27464
Open Access | Times Cited: 5
Early warning of regime switching in a complex financial system from a spillover network dynamic perspective
Sufang An, Xiangyun Gao, An Feng, et al.
iScience (2025) Vol. 28, Iss. 3, pp. 111924-111924
Open Access
Deep joint learning valuation of Bermudan swaptions
Francisco Gómez-Casanova, Álvaro Leitao, Fernando de Lope, et al.
International Journal of Computer Mathematics (2025), pp. 1-30
Closed Access
Predicting financial distress: the power of sentiment words in business plans
Zhipeng Zhang, Guotai Chi, Ying Zhou, et al.
European Journal of Finance (2025), pp. 1-20
Closed Access
Pricing and calibration in the 4-factor path-dependent volatility model
Guido Gazzani, Julien Guyon
Quantitative Finance (2025), pp. 1-19
Closed Access
Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?
Yifan Ye, Zheqi Fan, Xinfeng Ruan
Journal of Futures Markets (2025)
Open Access
Volatility-adapted network model for hedging equity index options
Jingyi Hou, Zhen Dong
Automatika (2025) Vol. 66, Iss. 3, pp. 370-381
Open Access
A Data-Driven Market Simulator for Small Data Environments
Hans Buehler, Blanka Horvath, Terry Lyons, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 36
Volatility Models in Practice: Rough, Path-Dependent or Markovian?
Eduardo Abi Jaber, Shaun Xiaoyuan Li
SSRN Electronic Journal (2024)
Open Access | Times Cited: 4
Augmenting optimization-based molecular design with graph neural networks
Shiqiang Zhang, Juan S. Campos, Christian Feldmann, et al.
Computers & Chemical Engineering (2024) Vol. 186, pp. 108684-108684
Open Access | Times Cited: 4
Deep Hedging under Rough Volatility
Blanka Horvath, Josef Teichmann, Žan Žurič
Risks (2021) Vol. 9, Iss. 7, pp. 138-138
Open Access | Times Cited: 20
Accelerated American option pricing with deep neural networks
David P. Anderson, Urban Ulrych
Quantitative Finance and Economics (2023) Vol. 7, Iss. 2, pp. 207-228
Open Access | Times Cited: 7
Deep calibration with random grids
Fabio Baschetti, Giacomo Bormetti, Pietro Rossi
Quantitative Finance (2024) Vol. 24, Iss. 9, pp. 1263-1285
Open Access | Times Cited: 2
FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model
X. Li, Xinjie Shen, Yawen Zeng, et al.
(2024), pp. 319-327
Open Access | Times Cited: 2
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Fred Espen Benth, Carlo Sgarra
Finance and Stochastics (2024)
Open Access | Times Cited: 2
Joint SPX–VIX Calibration With Gaussian Polynomial Volatility Models: Deep Pricing With Quantization Hints
Eduardo Abi Jaber, Camille Illand, Shaun Li
SSRN Electronic Journal (2022)
Open Access | Times Cited: 10
Accuracy of deep learning in calibrating HJM forward curves
Fred Espen Benth, Nils Detering, Silvia Lavagnini
Digital Finance (2021) Vol. 3, Iss. 3-4, pp. 209-248
Open Access | Times Cited: 13
Black-Box Model Risk in Finance
Samuel N. Cohen, Derek Snow, Łukasz Szpruch
SSRN Electronic Journal (2021)
Open Access | Times Cited: 13
A two-step framework for arbitrage-free prediction of the implied volatility surface
Wenyong Zhang, Lingfei Li, Gongqiu Zhang
Quantitative Finance (2022) Vol. 23, Iss. 1, pp. 21-34
Open Access | Times Cited: 9
The deep parametric PDE method and applications to option pricing
Kathrin Glau, Linus Wunderlich
Applied Mathematics and Computation (2022) Vol. 432, pp. 127355-127355
Open Access | Times Cited: 9
A generative model of a limit order book using recurrent neural networks
Hanna Hultin, Henrik Hult, Alexandre Proutière, et al.
Quantitative Finance (2023) Vol. 23, Iss. 6, pp. 931-958
Open Access | Times Cited: 5
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