Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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 new delta expansion for multivariate diffusions via the Itô-Taylor expansion
Nian Yang, Nan Chen, Xiangwei Wan
Journal of Econometrics (2019) Vol. 209, Iss. 2, pp. 256-288
Closed Access | Times Cited: 20

Showing 20 citing articles:

Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes
Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
The Annals of Statistics (2024) Vol. 52, Iss. 2
Open Access | Times Cited: 4
Pricing and Exercising American Options: an Asymptotic Expansion Approach
Chenxu Li, Adam Yongxin Ye
Journal of Economic Dynamics and Control (2019) Vol. 107, pp. 103729-103729
Closed Access | Times Cited: 13
Maximum likelihood estimation of diffusions by continuous time Markov chain
Justin Kirkby, Dang H. Nguyen, Duy Nguyen, et al.
Computational Statistics & Data Analysis (2021) Vol. 168, pp. 107408-107408
Open Access | Times Cited: 11
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Xiangwei Wan, Nian Yang
Journal of Economic Dynamics and Control (2021) Vol. 125, pp. 104083-104083
Closed Access | Times Cited: 10
A new representation of the risk-neutral distribution and its applications
Zhenyu Cui, Yuewu Xu
Quantitative Finance (2022) Vol. 22, Iss. 5, pp. 817-834
Closed Access | Times Cited: 7
An Efficient method to Simulate Diffusion Bridges
Justin Kirkby, Dang H. Nguyen, Duy Nguyen, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Pricing and hedging autocallable products by Markov chain approximation
Yeda CUI, Lingfei Li, Gongqiu Zhang
Review of Derivatives Research (2024)
Open Access | Times Cited: 1
A New Approach to Compare the Strong Convergence of the Milstein Scheme with the Approximate Coupling Method
Yousef Alnafisah
Fractal and Fractional (2022) Vol. 6, Iss. 6, pp. 339-339
Open Access | Times Cited: 4
Transition density function expansion methods for portfolio optimization
Yuxuan Lu, Qing Zhou, Weixing Wu, et al.
Optimal Control Applications and Methods (2024) Vol. 45, Iss. 4, pp. 1345-1374
Closed Access
VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
Junting Liu, Qi Wang, Yuanyuan Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1189-1223
Closed Access
Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps
Ge Wang, Yuxuan Lu, Qing Zhou, et al.
Acta Mathematicae Applicatae Sinica English Series (2024)
Closed Access
An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model
Miljenko Huzak, Snježana Lubura Strunjak, Andreja Vlahek vStrok
Glasnik Matematicki (2024) Vol. 59, Iss. 1, pp. 213-258
Open Access
An efficient method to simulate diffusion bridges
H. Chau, J. L. Kirkby, Dang H. Nguyen, et al.
Statistics and Computing (2024) Vol. 34, Iss. 4
Closed Access
Explicit Expansions for Multivariate Diffusions
Xiangwei Wan, Nian Yang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
A Comparative Study of Likelihood Approximations for Univariate Diffusions
Stan Hurn, K. A. Lindsay, Lina Xu
Journal of Financial Econometrics (2021) Vol. 21, Iss. 3, pp. 852-879
Open Access | Times Cited: 1
Closed-Form Approximations of Moments and Densities of Continuous Time Markov Models
Dennis Kristensen, Young Jun Lee, Antonio Mele
(2023)
Open Access
Hermite Expansion for Transition Densities of Irreducible Diffusions with An Application to Option Pricing
Xiangwei Wan, Nian Yang
SSRN Electronic Journal (2019)
Closed Access
Closed-form expansion for option price under stochastic volatility model with concurrent jumps
Dachuan Chen, Chenxu Li
IISE Transactions (2022) Vol. 55, Iss. 8, pp. 781-793
Closed Access
Quantile Sensitivity Estimation Through Delta Family Method
Zhenyu Cui, Kailin Ding
2018 Winter Simulation Conference (WSC) (2022), pp. 939-950
Closed Access
Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid
Kevin W. Lu, Phillip J. Paine, Simon Preston, et al.
Scandinavian Journal of Statistics (2021) Vol. 49, Iss. 3, pp. 1085-1114
Open Access
Page 1

Scroll to top