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:
HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS
Tak Kuen Siu, Robert J. Elliott
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 08, pp. 1950047-1950047
Closed Access | Times Cited: 7
Tak Kuen Siu, Robert J. Elliott
International Journal of Theoretical and Applied Finance (2019) Vol. 22, Iss. 08, pp. 1950047-1950047
Closed Access | Times Cited: 7
Showing 7 citing articles:
Household consumption-investment-insurance decisions with uncertain income and market ambiguity
Ning Wang, Zhuo Jin, Tak Kuen Siu, et al.
Scandinavian Actuarial Journal (2021) Vol. 2021, Iss. 10, pp. 832-865
Closed Access | Times Cited: 20
Ning Wang, Zhuo Jin, Tak Kuen Siu, et al.
Scandinavian Actuarial Journal (2021) Vol. 2021, Iss. 10, pp. 832-865
Closed Access | Times Cited: 20
Stochastic Flows and Jump-Diffusions
Tak Kuen Siu
Quantitative Finance (2020) Vol. 20, Iss. 6, pp. 895-897
Closed Access | Times Cited: 7
Tak Kuen Siu
Quantitative Finance (2020) Vol. 20, Iss. 6, pp. 895-897
Closed Access | Times Cited: 7
Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity
Tong Qian, Cuixia Chen, Weijun Yin, et al.
Methodology And Computing In Applied Probability (2024) Vol. 26, Iss. 4
Closed Access
Tong Qian, Cuixia Chen, Weijun Yin, et al.
Methodology And Computing In Applied Probability (2024) Vol. 26, Iss. 4
Closed Access
Hedging options in a hidden Markov‐switching local‐volatility model via stochastic flows and a Monte‐Carlo method
Robert J. Elliott, Tak Kuen Siu
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 925-950
Open Access | Times Cited: 1
Robert J. Elliott, Tak Kuen Siu
Journal of Futures Markets (2023) Vol. 43, Iss. 7, pp. 925-950
Open Access | Times Cited: 1
A generalized Esscher transform for option valuation with regime switching risk
Robert J. Elliott, Tak Kuen Siu
Quantitative Finance (2021) Vol. 22, Iss. 4, pp. 691-705
Closed Access | Times Cited: 2
Robert J. Elliott, Tak Kuen Siu
Quantitative Finance (2021) Vol. 22, Iss. 4, pp. 691-705
Closed Access | Times Cited: 2
Optimal control of multiple Markov-switching stochastic systems with numerical applications
Jianmin Shi
Results in Control and Optimization (2022) Vol. 7, pp. 100113-100113
Open Access | Times Cited: 1
Jianmin Shi
Results in Control and Optimization (2022) Vol. 7, pp. 100113-100113
Open Access | Times Cited: 1
Nonzero-sum Stochastic Differential Gamefor Discrete-Time Markovian jump Linearsystem with incomplete transition rates
Meng Xu, Chengke Zhang, FangChao Li, et al.
Research Square (Research Square) (2022)
Open Access
Meng Xu, Chengke Zhang, FangChao Li, et al.
Research Square (Research Square) (2022)
Open Access
