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:
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options
Bjørn Eraker, Aoxiang Yang
The Journal of Finance (2022) Vol. 77, Iss. 6, pp. 3289-3337
Closed Access | Times Cited: 12
Bjørn Eraker, Aoxiang Yang
The Journal of Finance (2022) Vol. 77, Iss. 6, pp. 3289-3337
Closed Access | Times Cited: 12
Showing 12 citing articles:
The jump leverage risk premium
Tim Bollerslev, Viktor Todorov
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103723-103723
Closed Access | Times Cited: 14
Tim Bollerslev, Viktor Todorov
Journal of Financial Economics (2023) Vol. 150, Iss. 3, pp. 103723-103723
Closed Access | Times Cited: 14
Exploring Risk Premia, Pricing Kernels, and No-Arbitrage Restrictions in Option Pricing Models
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Higher order moments of stock market volatility and the cross section of stock returns
Byungmin Oh
Finance research letters (2024), pp. 105290-105290
Closed Access
Byungmin Oh
Finance research letters (2024), pp. 105290-105290
Closed Access
Demand Risks and Term Structure of Volatility Index Futures
Yang Xing-lin, Juan Huang
Journal of Management Science and Engineering (2024)
Open Access
Yang Xing-lin, Juan Huang
Journal of Management Science and Engineering (2024)
Open Access
Implied local volatility models
Chen Xu Li, Chenxu Li, Li Chun
Journal of Empirical Finance (2024), pp. 101567-101567
Closed Access
Chen Xu Li, Chenxu Li, Li Chun
Journal of Empirical Finance (2024), pp. 101567-101567
Closed Access
On general semi-closed-form solutions for VIX derivative pricing
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
Quantitative Finance (2024) Vol. 24, Iss. 12, pp. 1875-1882
Closed Access
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
Quantitative Finance (2024) Vol. 24, Iss. 12, pp. 1875-1882
Closed Access
Why Does Volatility Demand Fall During Market Turmoil? A Market Maker Perspective
Paola Pederzoli, Kris Jacobs, Anh Thu
(2024)
Closed Access
Paola Pederzoli, Kris Jacobs, Anh Thu
(2024)
Closed Access
Volatility Uncertainty and VIX Futures Contango
Gurdip Bakshi, John Crosby, Xiaohui Gao, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Gurdip Bakshi, John Crosby, Xiaohui Gao, et al.
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
On General Semi-Closed-Form Solutions for VIX Derivative Pricing
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
SSRN Electronic Journal (2023)
Closed Access
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
SSRN Electronic Journal (2023)
Closed Access
Variance Discount Rates: What Drives Preferences over Variance Risk?
Joren Koëter
SSRN Electronic Journal (2020)
Closed Access
Joren Koëter
SSRN Electronic Journal (2020)
Closed Access
Market Probability of Interest Rate Tick Movements
Anxin Liu, Zhanyu Chen, Kai Zhang, et al.
SSRN Electronic Journal (2022)
Closed Access
Anxin Liu, Zhanyu Chen, Kai Zhang, et al.
SSRN Electronic Journal (2022)
Closed Access
