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:
Does modeling framework matter? A comparative study of structural and reduced-form models
Yalın Gündüz, Marliese Uhrig‐Homburg
Review of Derivatives Research (2013) Vol. 17, Iss. 1, pp. 39-78
Closed Access | Times Cited: 8
Yalın Gündüz, Marliese Uhrig‐Homburg
Review of Derivatives Research (2013) Vol. 17, Iss. 1, pp. 39-78
Closed Access | Times Cited: 8
Showing 8 citing articles:
Pricing Vulnerable Options with Jump Clustering
Yong Ma, Keshab Shrestha, Weidong Xu
Journal of Futures Markets (2017) Vol. 37, Iss. 12, pp. 1155-1178
Open Access | Times Cited: 49
Yong Ma, Keshab Shrestha, Weidong Xu
Journal of Futures Markets (2017) Vol. 37, Iss. 12, pp. 1155-1178
Open Access | Times Cited: 49
The impact of counterparty risk on credit default swap pricing dynamics
Stefan Morkoetter, Johanna Pleus, Simone Westerfeld
The Journal of Credit Risk (2012) Vol. 8, Iss. 1, pp. 63-88
Closed Access | Times Cited: 17
Stefan Morkoetter, Johanna Pleus, Simone Westerfeld
The Journal of Credit Risk (2012) Vol. 8, Iss. 1, pp. 63-88
Closed Access | Times Cited: 17
Modeling CDS spreads: A comparison of some hybrid approaches
Luca Vincenzo Ballestra, Graziella Pacelli, Davide Radi
Journal of Empirical Finance (2020) Vol. 57, pp. 107-124
Closed Access | Times Cited: 10
Luca Vincenzo Ballestra, Graziella Pacelli, Davide Radi
Journal of Empirical Finance (2020) Vol. 57, pp. 107-124
Closed Access | Times Cited: 10
A hybrid information approach to predict corporate credit risk
Di Bu, Simone Kelly, Yin Liao, et al.
Journal of Futures Markets (2018) Vol. 38, Iss. 9, pp. 1062-1078
Open Access | Times Cited: 4
Di Bu, Simone Kelly, Yin Liao, et al.
Journal of Futures Markets (2018) Vol. 38, Iss. 9, pp. 1062-1078
Open Access | Times Cited: 4
A two-factor structural model for valuing corporate securities
Malek Ben-Abdellatif, Hatem Ben‐Ameur, Rim Chérif, et al.
Review of Derivatives Research (2024) Vol. 27, Iss. 2, pp. 203-225
Closed Access
Malek Ben-Abdellatif, Hatem Ben‐Ameur, Rim Chérif, et al.
Review of Derivatives Research (2024) Vol. 27, Iss. 2, pp. 203-225
Closed Access
Optimal reinsuring of CDS contracts in OTC markets
Guglielmo D’Amico, Fulvio Gismondi, Salvatore Vergine
OPSEARCH (2024)
Closed Access
Guglielmo D’Amico, Fulvio Gismondi, Salvatore Vergine
OPSEARCH (2024)
Closed Access
A revised version of the Cathcart & El-Jahel model and its application to CDS market
Davide Radi, Vu Phuong Hoang, Gabriele Torri, et al.
Decisions in Economics and Finance (2021) Vol. 44, Iss. 2, pp. 669-705
Open Access | Times Cited: 1
Davide Radi, Vu Phuong Hoang, Gabriele Torri, et al.
Decisions in Economics and Finance (2021) Vol. 44, Iss. 2, pp. 669-705
Open Access | Times Cited: 1
Counterparty Credit Risk and Clearing of Derivatives – From the Perspective of an Industrial Corporate with a Focus on Commodity Markets
Frank Lehrbass
(2013), pp. 271-305
Closed Access
Frank Lehrbass
(2013), pp. 271-305
Closed Access
