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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:

Pricing options under stochastic volatility jump model: A stable adaptive scheme
Fazlollah Soleymani, Mahdiar Barfeie
Applied Numerical Mathematics (2019) Vol. 145, pp. 69-89
Closed Access | Times Cited: 11

Showing 11 citing articles:

Deep learning on mixed frequency data
Qifa Xu, Zezhou Wang, Cuixia Jiang, et al.
Journal of Forecasting (2023) Vol. 42, Iss. 8, pp. 2099-2120
Closed Access | Times Cited: 7
A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump
Mengli Mao, Hongjiong Tian, Wansheng Wang
Mathematical Methods in the Applied Sciences (2023) Vol. 47, Iss. 2, pp. 762-781
Open Access | Times Cited: 3
Numerical Solution of Heston-Hull-White Three-Dimensional PDE with a High Order FD Scheme
Malik Zaka Ullah
Mathematics (2019) Vol. 7, Iss. 8, pp. 704-704
Open Access | Times Cited: 6
A Fast Derivative-Free Iteration Scheme for Nonlinear Systems and Integral Equations
Mozafar Rostami, Taher Lotfi, Ali Brahmand
Mathematics (2019) Vol. 7, Iss. 7, pp. 637-637
Open Access | Times Cited: 4
Optimal non-uniform finite difference grids for the Black–Scholes equations
Jisang Lyu, Eunchae Park, Sangkwon Kim, et al.
Mathematics and Computers in Simulation (2020) Vol. 182, pp. 690-704
Closed Access | Times Cited: 4
A Seventh-Order Scheme for Computing the Generalized Drazin Inverse
Dilan Ahmed, Mudhafar Hama, Karwan H. F. Jwamer, et al.
Mathematics (2019) Vol. 7, Iss. 7, pp. 622-622
Open Access | Times Cited: 3
Finding an Efficient Computational Solution for the Bates Partial Integro-Differential Equation Utilizing the RBF-FD Scheme
Gholamreza Farahmand, Taher Lotfi, Malik Zaka Ullah, et al.
Mathematics (2023) Vol. 11, Iss. 5, pp. 1123-1123
Open Access | Times Cited: 1
A Fast Computational Scheme for Solving the Temporal-Fractional Black–Scholes Partial Differential Equation
Rouhollah Ghabaei, Taher Lotfi, Malik Zaka Ullah, et al.
Fractal and Fractional (2023) Vol. 7, Iss. 4, pp. 323-323
Open Access | Times Cited: 1
Local Intrinsic Dimensionality and the Convergence Order of Fixed-Point Iteration
Michael E. Houle, Vincent Oria, Hamideh Sabaei
Lecture notes in computer science (2024), pp. 193-206
Closed Access
Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU
Abhijit Ghosh, Chittaranjan Mishra
Applied Mathematics and Computation (2021) Vol. 409, pp. 126411-126411
Closed Access | Times Cited: 3
European Option Pricing Based on Improved Heston Model
倩 江
Advances in Applied Mathematics (2020) Vol. 09, Iss. 01, pp. 120-132
Closed Access
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