
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:
Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility
Ke Wang, Xunxiang Guo
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1543-1573
Closed Access | Times Cited: 4
Ke Wang, Xunxiang Guo
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1543-1573
Closed Access | Times Cited: 4
Showing 4 citing articles:
European option pricing under the approximate fractional Heston jump–diffusion model with a stochastic long-term mean
Yubing Wang, Yanan Bai
Alexandria Engineering Journal (2025) Vol. 123, pp. 145-156
Closed Access
Yubing Wang, Yanan Bai
Alexandria Engineering Journal (2025) Vol. 123, pp. 145-156
Closed Access
Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps
Jing Fu
PLoS ONE (2025) Vol. 20, Iss. 3, pp. e0318886-e0318886
Open Access
Jing Fu
PLoS ONE (2025) Vol. 20, Iss. 3, pp. e0318886-e0318886
Open Access
Option Pricing with Fractional Stochastic Volatilities and Jumps
Sumei Zhang, Hongquan Yong, Haiyang Xiao
Fractal and Fractional (2023) Vol. 7, Iss. 9, pp. 680-680
Open Access | Times Cited: 3
Sumei Zhang, Hongquan Yong, Haiyang Xiao
Fractal and Fractional (2023) Vol. 7, Iss. 9, pp. 680-680
Open Access | Times Cited: 3
Forward Starting Option Pricing under Double Fractional Stochastic Volatilities and Jumps
Sumei Zhang, Haiyang Xiao, Hongquan Yong
Fractal and Fractional (2024) Vol. 8, Iss. 5, pp. 283-283
Open Access
Sumei Zhang, Haiyang Xiao, Hongquan Yong
Fractal and Fractional (2024) Vol. 8, Iss. 5, pp. 283-283
Open Access