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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:

Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines
Márcio Poletti Laurini
Applied Stochastic Models in Business and Industry (2011) Vol. 27, Iss. 6, pp. 649-659
Closed Access | Times Cited: 16

Showing 16 citing articles:

Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
Matthias R. Fengler, Lin‐Yee Hin
Journal of Econometrics (2014) Vol. 184, Iss. 2, pp. 242-261
Closed Access | Times Cited: 56
Implied Volatility Surface: Construction Methodologies and Characteristics
Cristian Homescu
SSRN Electronic Journal (2011)
Open Access | Times Cited: 56
Market-consistent valuation of natural catastrophe risk
Simone Beer, Alexander Braun
Journal of Banking & Finance (2021) Vol. 134, pp. 106350-106350
Open Access | Times Cited: 16
Semi-Nonparametric Estimation of the Call Price Surface Under No-Arbitrage Constraints
Matthias R. Fengler, Lin‐Yee Hin
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 17
Arbitrage‐free call option surface construction using regression splines
Greg Orosi
Applied Stochastic Models in Business and Industry (2014) Vol. 31, Iss. 4, pp. 515-527
Closed Access | Times Cited: 12
B-spline techniques for volatility modeling
Sylvain Corlay
arXiv (Cornell University) (2013)
Open Access | Times Cited: 9
Market-Consistent Valuation of Natural Catastrophe Risk
Simone Beer, Alexander Braun
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 6
Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints
Arindam Kundu, Sumit Kumar, Nutan Kumar Tomar, et al.
Journal of Inequalities and Applications (2016) Vol. 2016, Iss. 1
Open Access | Times Cited: 3
Foreign exchange rate volatility smiles and smirks
Sun‐Yong Choi, Jeong‐Hoon Kim, Ji‐Hun Yoon
Applied Stochastic Models in Business and Industry (2021) Vol. 37, Iss. 3, pp. 628-660
Closed Access | Times Cited: 4
Arbitrage-free conditions for implied volatility surface by Delta
Ximei Wang, Yanlong Zhao, Ying Bao
The North American Journal of Economics and Finance (2018) Vol. 48, pp. 819-834
Closed Access | Times Cited: 2
Risk Management of Enterprise Quantitative Investment Strategies through Data Modeling
Weizheng Wu
Journal of Engineering Project and Production Management (2022)
Open Access | Times Cited: 2
Arbitrage-free interpolation of call option prices
Christian Bender, Matthias Thiel
Statistics & Risk Modeling (2020) Vol. 37, Iss. 1-2, pp. 55-78
Closed Access | Times Cited: 1
Arbitrage-Free Call Option Surface Construction Using Regression Splines
Greg Orosi
SSRN Electronic Journal (2011)
Closed Access
A Semi-Closed Form Approximation of Arbitrage-Free Call Option Price Surface
Arindam Kundu, Sumit Kumar, Nutan Kumar Tomar
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1431-1457
Closed Access
Novel computational technique for the direct estimation of risk-neutral density using call price data quotes
Abhimanyu Kumar, Sumit Kumar
Computational and Applied Mathematics (2023) Vol. 42, Iss. 6
Closed Access
Estimating implied volatility surfaces using Bayesian splines under shape restrictions
Guilherme José Lemos Piantino
(2023)
Open Access
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