OpenAlex Citation Counts

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:

Neural Joint S&P 500/VIX Smile Calibration
Julien Guyon, Scander Mustapha
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5

Showing 5 citing articles:

Volatility is (mostly) path-dependent
Julien Guyon, Jordan Lekeufack
Quantitative Finance (2023) Vol. 23, Iss. 9, pp. 1221-1258
Closed Access | Times Cited: 36

Joint calibration to SPX and VIX options with signature‐based models
Christa Cuchiero, Guido Gazzani, Janka Möller, et al.
Mathematical Finance (2024)
Open Access | Times Cited: 11

From Constant to Rough: A Survey of Continuous Volatility Modeling
Giulia Di Nunno, Kęstutis Kubilius, Yuliya Mishura, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4201-4201
Open Access | Times Cited: 8

Unmasking stochastic volatility in discontinuous continuity approximations and extracting $ VIX $ optionality directly from $ SPX $ implied volatilities
Dilip B. Madan, King Wang
Frontiers of Mathematical Finance (2024) Vol. 4, pp. 1-24
Closed Access

Joint SPX & VIX calibration with Gaussian polynomial volatility models: Deep pricing with quantization hints
Eduardo Abi Jaber, Camille Illand, Shaun Li
Mathematical Finance (2024)
Closed Access

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Requested Article:

Showing 5 citing articles:

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