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:
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
Wenyong Zhang, Lingfei Li, Gongqiu Zhang
Quantitative Finance (2022) Vol. 23, Iss. 1, pp. 21-34
Open Access | Times Cited: 9
Showing 9 citing articles:
Prediction of the Implied Volatility Surface—An Empirical Analysis of the SSE 50ETF Option Based on CNNs
Hualu Shao, Baicheng Zhou, Stephen Gong
Finance research letters (2025), pp. 107119-107119
Closed Access
Hualu Shao, Baicheng Zhou, Stephen Gong
Finance research letters (2025), pp. 107119-107119
Closed Access
Simulation of Arbitrage-Free Implied Volatility Surfaces
Rama Cont, Milena Vuletić
Applied Mathematical Finance (2023) Vol. 30, Iss. 2, pp. 94-121
Open Access | Times Cited: 5
Rama Cont, Milena Vuletić
Applied Mathematical Finance (2023) Vol. 30, Iss. 2, pp. 94-121
Open Access | Times Cited: 5
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
Jie Chen, Lingfei Li
Operations Research Letters (2023) Vol. 51, Iss. 4, pp. 408-413
Open Access | Times Cited: 3
Simulation of Arbitrage-Free Implied Volatility Surfaces
Rama Cont, Milena Vuletić
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Rama Cont, Milena Vuletić
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Implied volatility is (almost) past-dependent: Linear vs non-linear models
Conghua Wen, Jia Zhai, Yinuo Wang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103406-103406
Closed Access
Conghua Wen, Jia Zhai, Yinuo Wang, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103406-103406
Closed Access
Accurate Neural Network Option Pricing Methods with Control Variate Techniques and Data Synthesis/Cleaning with Financial Rationality
Chia-Wei Hsu, Tian‐Shyr Dai, Chuan‐Ju Wang, et al.
(2024), pp. 860-869
Closed Access
Chia-Wei Hsu, Tian‐Shyr Dai, Chuan‐Ju Wang, et al.
(2024), pp. 860-869
Closed Access
Deep Learning for Enhanced Index Tracking
Zhiwen Dai, Lingfei Li
SSRN Electronic Journal (2023)
Closed Access
Zhiwen Dai, Lingfei Li
SSRN Electronic Journal (2023)
Closed Access
Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach
Ying Chen, Maria Grith, Hannah Lai
SSRN Electronic Journal (2023)
Open Access
Ying Chen, Maria Grith, Hannah Lai
SSRN Electronic Journal (2023)
Open Access
