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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:

A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion
Davood Ahmadian, Luca Vincenzo Ballestra, Foad Shokrollahi
Chaos Solitons & Fractals (2022) Vol. 158, pp. 112023-112023
Closed Access | Times Cited: 12

Showing 12 citing articles:

Sub mixed fractional Brownian motion and its application to finance
Pengcheng Ma, Ali Reza Najafi, J.F. Gómez‐Aguilar
Chaos Solitons & Fractals (2024) Vol. 184, pp. 114968-114968
Closed Access | Times Cited: 5
Advanced Monte Carlo Simulation Techniques for Pricing Asian Call Options in Crude Oil Futures: An Analytical and Sensitivity-Based Approach
Cheng‐Hsuan Lu
Advances in Economics Management and Political Sciences (2025) Vol. 158, Iss. 1, pp. 93-98
Closed Access
On Symmetrically Stochastic System of Fractional Differential Equations and Variational Inequalities
Yue Zhang, Lu-Chuan Ceng, Jen-Chih Yao, et al.
Symmetry (2025) Vol. 17, Iss. 1, pp. 138-138
Open Access
Fuzzy Pricing of Barrier Options with Jump Diffusion Mixed Fractional Brownian Motion
Weiting Zhang, Guitian He, Bao Qing Hu, et al.
International Journal of Fuzzy Systems (2025)
Closed Access
Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach
Takwon Kim, Jinwan Park, Ji‐Hun Yoon, et al.
Fractional Calculus and Applied Analysis (2023) Vol. 27, Iss. 1, pp. 247-280
Closed Access | Times Cited: 7
A stochastic fractional differential variational inequality with Lévy jump and its application
Yue Zeng, Yao-jia Zhang, Nan‐jing Huang
Chaos Solitons & Fractals (2023) Vol. 178, pp. 114372-114372
Closed Access | Times Cited: 6
An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model
Abdulaziz Alsenafi, Fares Alazemi, Javad Alavi
Numerical Algorithms (2024) Vol. 98, Iss. 1, pp. 287-306
Closed Access | Times Cited: 1
On stochastic fractional differential variational inequalities general system with Lévy jumps
Lu-Chuan Ceng, X.Z. Huan, Yunshui Liang, et al.
Communications in Nonlinear Science and Numerical Simulation (2024), pp. 108373-108373
Closed Access | Times Cited: 1
Multi-assets Asian rainbow options pricing with stochastic interest rates obeying the Vasicek model
Yao Fu, Sisi Zhou, Xin Li, et al.
AIMS Mathematics (2023) Vol. 8, Iss. 5, pp. 10685-10710
Open Access | Times Cited: 3
A Comparison of the Performance of Rainbow Options and Stocks under COVID-19 and Ukraine Conflict
Zhenhao Liu
Highlights in Business Economics and Management (2024) Vol. 24, pp. 2399-2406
Open Access
Fuzzy Pricing of Geometric Asian Power Options Based on the Time-Changed Process of Mixed Bi-Fractional Brownian Motion
Wenjie Liang, Guitian He, Weiting Zhang, et al.
(2024)
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
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