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:
Affine Point Processes and Portfolio Credit Risk
Eymen Errais, Kay Giesecke, Lisa R. Goldberg
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 40
Eymen Errais, Kay Giesecke, Lisa R. Goldberg
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 40
Showing 26-50 of 40 citing articles:
Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model
Feng Chen, Kani Chen
International Journal of Statistics and Probability (2014) Vol. 3, Iss. 3
Open Access | Times Cited: 2
Feng Chen, Kani Chen
International Journal of Statistics and Probability (2014) Vol. 3, Iss. 3
Open Access | Times Cited: 2
Dynamic Valuation of Delinquent Credit-Card Accounts
Naveed Chehrazi, Thomas A. Weber
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 2
Naveed Chehrazi, Thomas A. Weber
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 2
Explicit correlations for the Hawkes processes
Caroline Hillairet, Anthony Réveillac
arXiv (Cornell University) (2023)
Open Access | Times Cited: 1
Caroline Hillairet, Anthony Réveillac
arXiv (Cornell University) (2023)
Open Access | Times Cited: 1
Rough Heston Models with Variable Vol-of-Vol and Option Pricing
Hui Liang, Jingtang Ma null, Zhengguang Shi
Annals of Applied Mathematics (2023) Vol. 39, Iss. 2, pp. 206-238
Closed Access | Times Cited: 1
Hui Liang, Jingtang Ma null, Zhengguang Shi
Annals of Applied Mathematics (2023) Vol. 39, Iss. 2, pp. 206-238
Closed Access | Times Cited: 1
A Dynamic Model for Credit Index Derivatives
Louis Paulot
SSRN Electronic Journal (2009)
Open Access | Times Cited: 2
Louis Paulot
SSRN Electronic Journal (2009)
Open Access | Times Cited: 2
Monte Carlo Algorithms for Default Timing Problems
Kay Giesecke, Baeho Kim, Shilin Zhu
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 2
Kay Giesecke, Baeho Kim, Shilin Zhu
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 2
Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
José Da Fonseca, Riadh Zaatour
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 1
José Da Fonseca, Riadh Zaatour
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 1
Levy Subordinator Model: A Two Parameter Model of Default Dependency
B. S. Balakrishna
SSRN Electronic Journal (2011)
Open Access | Times Cited: 1
B. S. Balakrishna
SSRN Electronic Journal (2011)
Open Access | Times Cited: 1
Analytical Approximations for Loan and Credit Derivatives Portfolios
Kay Giesecke, Jack Kim, Hideyuki Takada
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 1
Kay Giesecke, Jack Kim, Hideyuki Takada
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 1
A Multi-Portfolio Model for Bespoke CDO Pricing Part I: Methodology
Richard Zhou
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 1
Richard Zhou
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 1
Relating Top Down with Bottom Up Approaches in the Evaluation of ABS with Large Collateral Pools
Robert A. Jarrow, Philip Protter, Nicolas Diener
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 1
Robert A. Jarrow, Philip Protter, Nicolas Diener
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 1
Systemic Risk in a Mean-Field Model of Interbank Lending with Self-Exciting Shocks
SSRN Electronic Journal (2017)
Open Access
SSRN Electronic Journal (2017)
Open Access
