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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:

Operator splitting schemes for the two-asset Merton jump–diffusion model
Lynn Boen, Karel J. in ’t Hout
Journal of Computational and Applied Mathematics (2019) Vol. 387, pp. 112309-112309
Open Access | Times Cited: 12

Showing 12 citing articles:

Operator splitting schemes for American options under the two-asset Merton jump-diffusion model
Lynn Boen, Karel J. in ’t Hout
Applied Numerical Mathematics (2020) Vol. 153, pp. 114-131
Open Access | Times Cited: 17
European rainbow option values under the two-asset Merton jump-diffusion model
Lynn Boen
Journal of Computational and Applied Mathematics (2019) Vol. 364, pp. 112344-112344
Open Access | Times Cited: 13
A Posteriori Error Control and Adaptivity for the IMEX BDF2 Method for PIDEs with Application to Options Pricing Models
Wansheng Wang, Mengli Mao, Yi Huang
Journal of Scientific Computing (2022) Vol. 93, Iss. 2
Closed Access | Times Cited: 8
An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function
Wansheng Wang, Mengli Mao, Zheng Wang
ESAIM Mathematical Modelling and Numerical Analysis (2021) Vol. 55, Iss. 3, pp. 913-938
Open Access | Times Cited: 10
Efficient pricing of options in jump–diffusion models: Novel implicit–explicit methods for numerical valuation
Vikas Maurya, Ankit Singh, Vivek S. Yadav, et al.
Mathematics and Computers in Simulation (2023) Vol. 217, pp. 202-225
Closed Access | Times Cited: 3
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Karel in ’t Hout, Pieter Lamotte
The Journal of Computational Finance (2023)
Open Access | Times Cited: 2
An operator splitting method for multi-asset options with the Feynman-Kac formula
Junhyun Cho, Donghee Yang, Yejin Kim, et al.
Computers & Mathematics with Applications (2023) Vol. 135, pp. 93-101
Closed Access | Times Cited: 1
Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem
Davide Trevisani, José Germán López-Salas, Carlos Vázquez, et al.
Applied Mathematics and Computation (2024) Vol. 488, pp. 129105-129105
Open Access
Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods
Mengli Mao, Wansheng Wang, Tianhai Tian, et al.
Journal of Computational and Applied Mathematics (2024), pp. 116407-116407
Closed Access
High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU
Abhijit Ghosh, Chittaranjan Mishra
Computers & Mathematics with Applications (2021) Vol. 105, pp. 29-40
Closed Access | Times Cited: 3
Wavelet-Galerkin method for pricing two-asset European options under merton model
Dana Černá
AIP conference proceedings (2023) Vol. 2849, pp. 090002-090002
Closed Access
Orthogonal spline-wavelet method for two-asset Black-Scholes and Merton model
Dana Černá
AIP conference proceedings (2023) Vol. 2939, pp. 100002-100002
Closed Access
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