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 New Closed-Form Discrete-Time Option Pricing Model with Stochastic Volatility
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Steven L. Heston, Kris Jacobs, Hyung Joo Kim
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Showing 3 citing articles:
On the Relation between Discrete and Continuous-Time Affine Option Pricing Models
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin, et al.
(2024)
Closed Access | Times Cited: 2
Maciej Augustyniak, Alexandru Badescu, Jean‐François Bégin, et al.
(2024)
Closed Access | Times Cited: 2
Analytical Fixed Income Pricing in Discrete-Time: A New Family of Models
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2024)
Closed Access
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2024)
Closed Access
Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye
Finance research letters (2024) Vol. 69, pp. 106053-106053
Open Access
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye
Finance research letters (2024) Vol. 69, pp. 106053-106053
Open Access
