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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:

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

Showing 13 citing articles:

Valuation of Patent-Based Collaborative Synergies under Strategic Settings with Multiple Uncertainties: Rainbow Real Options Approach
Andrejs Čirjevskis
Journal of risk and financial management (2024) Vol. 17, Iss. 4, pp. 157-157
Open Access | Times Cited: 2
American Rainbow Option Pricing Formulae in Uncertain Environment
Rong Gao, Xiaofang Yin
Bulletin of the Malaysian Mathematical Sciences Society (2023) Vol. 46, Iss. 6
Closed Access | Times Cited: 2
Prcing Maximum Value Options under the Mixed Fractional Brownian Motion with Jumps
Rong Wang
Journal of Global Economy Business and Finance (2024) Vol. 6, Iss. 7, pp. 29-34
Open Access
Some bivariate options pricing in a regime-switching stochastic volatility jump-diffusion model with stochastic intensity, stochastic interest and dependent jump
Libin Wang, Lixia Liu
Mathematics and Computers in Simulation (2024)
Closed Access
Valuation of two-factor options under the Merton jump-diffusion model using orthogonal spline wavelets
Dana Černá
(2023), pp. 47-56
Open Access
Primal-Dual Active-Set Method for the Valuation Of American Exchange Options
Xin Wen, Haiming Song, Rui Zhang, et al.
East Asian Journal on Applied Mathematics (2023) Vol. 13, Iss. 4, pp. 858-885
Open Access
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
An existence result for two-dimensional parabolic integro-differential equations involving CEV model
Brahim Jarmouni, Hassane Hjiaj
Moroccan Journal of Pure and Applied Analysis (2023) Vol. 9, Iss. 3, pp. 365-377
Open Access
A Computational Approach to Hedging Credit Valuation Adjustment in a Jump-Diffusion Setting
T. van der Zwaard, Lech A. Grzelak, Cornelis W. Oosterlee
arXiv (Cornell University) (2020)
Closed Access
Assessment of the European Call and Put Options Cost of Innovative Projects
А. В. Мантуленко, D. A. Akopyan, M. R. Gafarov
Lecture notes in networks and systems (2020), pp. 657-663
Closed Access
Monte-Carlo Stimulation for European Rainbow Call Options BASED on Meta and NEM’s Case Study
Xilong Ding
BCP Business & Management (2022) Vol. 32, pp. 375-384
Open Access
Rainbow options construction and evaluation based on big data analysis of stock indexes
Yunqi Lyu
2021 2nd International Conference on Big Data Economy and Information Management (BDEIM) (2021), pp. 5-9
Closed Access
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