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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:

Efficient Simulation of Clustering Jumps with CIR Intensity
Angelos Dassios, Hongbiao Zhao
Operations Research (2017) Vol. 65, Iss. 6, pp. 1494-1515
Open Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

A general framework for time-changed Markov processes and applications
Zhenyu Cui, Justin Kirkby, Duy Nguyen
European Journal of Operational Research (2018) Vol. 273, Iss. 2, pp. 785-800
Closed Access | Times Cited: 53
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Zhenyu Cui, Justin Kirkby, Duy Nguyen
European Journal of Operational Research (2020) Vol. 290, Iss. 3, pp. 1046-1062
Closed Access | Times Cited: 41
A multi-layer stochastic differential investment and reinsurance game with a dynamic contagion claim model
Kaizheng Wang, Wei Liu, Yijun Hu
Journal of Industrial and Management Optimization (2025)
Open Access
An ephemerally self-exciting point process
Andrew Daw, Jamol Pender
Advances in Applied Probability (2022) Vol. 54, Iss. 2, pp. 340-403
Open Access | Times Cited: 20
Exact simulation of the Ornstein–Uhlenbeck driven stochastic volatility model
Chenxu Li, Linjia Wu
European Journal of Operational Research (2018) Vol. 275, Iss. 2, pp. 768-779
Closed Access | Times Cited: 27
Exact simulation of Ornstein–Uhlenbeck tempered stable processes
Yan Qu, Angelos Dassios, Hongbiao Zhao
Journal of Applied Probability (2021) Vol. 58, Iss. 2, pp. 347-371
Closed Access | Times Cited: 18
Unified Moment-Based Modeling of Integrated Stochastic Processes
Ioannis Kyriakou, Riccardo Brignone, Gianluca Fusai
Operations Research (2023) Vol. 72, Iss. 4, pp. 1630-1653
Open Access | Times Cited: 7
Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps
Yan Qu, Angelos Dassios, Hongbiao Zhao
Journal of the Operational Research Society (2019) Vol. 72, Iss. 2, pp. 471-484
Open Access | Times Cited: 22
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
Multivariate Hawkes process allowing for common shocks
Zhehao Zhang, Ruina Xing
Statistics & Probability Letters (2024), pp. 110270-110270
Closed Access | Times Cited: 1
Household Lifetime Strategies under a Self-Contagious Market
Liu Guo, Zhuo Jin, Shuanming Li
European Journal of Operational Research (2020) Vol. 288, Iss. 3, pp. 935-952
Closed Access | Times Cited: 11
Optimal liquidation problem in illiquid markets
Amirhossein Sadoghi, Jan Večeř
European Journal of Operational Research (2021) Vol. 296, Iss. 3, pp. 1050-1066
Open Access | Times Cited: 10
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
Wei Wei, Dan Zhu
European Journal of Operational Research (2021) Vol. 298, Iss. 3, pp. 1132-1144
Closed Access | Times Cited: 9
Simulation schemes for the Heston model with Poisson conditioning
Jaehyuk Choi, Yue Kuen Kwok
European Journal of Operational Research (2023) Vol. 314, Iss. 1, pp. 363-376
Open Access | Times Cited: 3
A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance
Angelos Dassios, Jiwook Jang, Hongbiao Zhao
Risks (2019) Vol. 7, Iss. 4, pp. 103-103
Open Access | Times Cited: 7
A two-phase dynamic contagion model for COVID-19
Zezhun Chen, Angelos Dassios, Valerie Kuan, et al.
Results in Physics (2021) Vol. 26, pp. 104264-104264
Open Access | Times Cited: 6
A Two-Phase Dynamic Contagion Model for COVID-19
Zezhun Chen, Angelos Dassios, Valerie Kuan, et al.
SSRN Electronic Journal (2020)
Open Access | Times Cited: 6
Efficient simulation of Lévy-driven point processes
Yan Qu, Angelos Dassios, Hongbiao Zhao
Advances in Applied Probability (2019) Vol. 51, Iss. 4, pp. 927-966
Open Access | Times Cited: 5
Shot-noise cojumps: Exact simulation and option pricing
Yan Qu, Angelos Dassios, Hongbiao Zhao
Journal of the Operational Research Society (2022) Vol. 74, Iss. 3, pp. 647-665
Open Access | Times Cited: 3
Surrender contagion in life insurance
Chunli Cheng, Christian Hilpert, Aidin Miri Lavasani, et al.
European Journal of Operational Research (2022) Vol. 305, Iss. 3, pp. 1465-1479
Closed Access | Times Cited: 3
A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
José Da Fonseca, Yannick Malevergne
Journal of Economic Dynamics and Control (2021) Vol. 128, pp. 104137-104137
Open Access | Times Cited: 4
Nonlinear Poisson autoregression and nonlinear Hawkes processes
Lorick Huang, Mahmoud Khabou
Stochastic Processes and their Applications (2023) Vol. 161, pp. 201-241
Open Access | Times Cited: 1
On the optimal design of the randomized unbiased Monte Carlo estimators
Zhenyu Cui, Chihoon Lee, Lingjiong Zhu, et al.
Operations Research Letters (2021) Vol. 49, Iss. 4, pp. 477-484
Open Access | Times Cited: 3
Unified Moment-Based Modelling of Integrated Stochastic Processes
Ioannis Kyriakou, Riccardo Brignone, Gianluca Fusai
SSRN Electronic Journal (2021)
Open Access | Times Cited: 2
A General Framework for Time-Changed Markov Processes and Applications
Zhenyu Cui, Justin Kirkby, Duy Nguyen
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 1
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